Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
112.25 |
111.74 |
-0.51 |
-0.5% |
111.99 |
High |
112.91 |
112.57 |
-0.34 |
-0.3% |
113.11 |
Low |
112.08 |
110.92 |
-1.16 |
-1.0% |
110.92 |
Close |
112.85 |
112.39 |
-0.46 |
-0.4% |
112.39 |
Range |
0.83 |
1.65 |
0.82 |
98.8% |
2.19 |
ATR |
1.81 |
1.82 |
0.01 |
0.5% |
0.00 |
Volume |
140,359,647 |
239,618,989 |
99,259,342 |
70.7% |
872,572,289 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.91 |
116.30 |
113.30 |
|
R3 |
115.26 |
114.65 |
112.85 |
|
R2 |
113.61 |
113.61 |
112.69 |
|
R1 |
113.00 |
113.00 |
112.54 |
113.31 |
PP |
111.96 |
111.96 |
111.96 |
112.11 |
S1 |
111.35 |
111.35 |
112.24 |
111.66 |
S2 |
110.31 |
110.31 |
112.09 |
|
S3 |
108.66 |
109.70 |
111.94 |
|
S4 |
107.01 |
108.05 |
111.48 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.71 |
117.74 |
113.60 |
|
R3 |
116.52 |
115.55 |
112.99 |
|
R2 |
114.33 |
114.33 |
112.79 |
|
R1 |
113.36 |
113.36 |
112.59 |
113.85 |
PP |
112.14 |
112.14 |
112.14 |
112.38 |
S1 |
111.17 |
111.17 |
112.19 |
111.66 |
S2 |
109.95 |
109.95 |
111.99 |
|
S3 |
107.76 |
108.98 |
111.79 |
|
S4 |
105.57 |
106.79 |
111.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.11 |
110.92 |
2.19 |
1.9% |
1.15 |
1.0% |
67% |
False |
True |
174,514,457 |
10 |
113.11 |
108.98 |
4.13 |
3.7% |
1.38 |
1.2% |
83% |
False |
False |
186,213,592 |
20 |
113.11 |
105.82 |
7.29 |
6.5% |
1.59 |
1.4% |
90% |
False |
False |
205,472,281 |
40 |
113.20 |
101.13 |
12.07 |
10.7% |
1.70 |
1.5% |
93% |
False |
False |
223,500,464 |
60 |
117.68 |
101.13 |
16.55 |
14.7% |
1.97 |
1.8% |
68% |
False |
False |
259,810,560 |
80 |
122.12 |
101.13 |
20.99 |
18.7% |
2.06 |
1.8% |
54% |
False |
False |
267,961,026 |
100 |
122.12 |
101.13 |
20.99 |
18.7% |
1.86 |
1.7% |
54% |
False |
False |
247,178,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.58 |
2.618 |
116.89 |
1.618 |
115.24 |
1.000 |
114.22 |
0.618 |
113.59 |
HIGH |
112.57 |
0.618 |
111.94 |
0.500 |
111.75 |
0.382 |
111.55 |
LOW |
110.92 |
0.618 |
109.90 |
1.000 |
109.27 |
1.618 |
108.25 |
2.618 |
106.60 |
4.250 |
103.91 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
112.18 |
112.27 |
PP |
111.96 |
112.14 |
S1 |
111.75 |
112.02 |
|