Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,712.0 |
6,700.0 |
-12.0 |
-0.2% |
7,288.0 |
High |
6,797.5 |
6,750.5 |
-47.0 |
-0.7% |
7,399.0 |
Low |
6,551.5 |
6,258.0 |
-293.5 |
-4.5% |
7,078.5 |
Close |
6,645.0 |
6,270.0 |
-375.0 |
-5.6% |
7,145.0 |
Range |
246.0 |
492.5 |
246.5 |
100.2% |
320.5 |
ATR |
163.5 |
187.0 |
23.5 |
14.4% |
0.0 |
Volume |
251,101 |
307,253 |
56,152 |
22.4% |
685,405 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.7 |
7,579.3 |
6,540.9 |
|
R3 |
7,411.2 |
7,086.8 |
6,405.4 |
|
R2 |
6,918.7 |
6,918.7 |
6,360.3 |
|
R1 |
6,594.3 |
6,594.3 |
6,315.1 |
6,510.3 |
PP |
6,426.2 |
6,426.2 |
6,426.2 |
6,384.1 |
S1 |
6,101.8 |
6,101.8 |
6,224.9 |
6,017.8 |
S2 |
5,933.7 |
5,933.7 |
6,179.7 |
|
S3 |
5,441.2 |
5,609.3 |
6,134.6 |
|
S4 |
4,948.7 |
5,116.8 |
5,999.1 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,169.0 |
7,977.5 |
7,321.3 |
|
R3 |
7,848.5 |
7,657.0 |
7,233.1 |
|
R2 |
7,528.0 |
7,528.0 |
7,203.8 |
|
R1 |
7,336.5 |
7,336.5 |
7,174.4 |
7,272.0 |
PP |
7,207.5 |
7,207.5 |
7,207.5 |
7,175.3 |
S1 |
7,016.0 |
7,016.0 |
7,115.6 |
6,951.5 |
S2 |
6,887.0 |
6,887.0 |
7,086.2 |
|
S3 |
6,566.5 |
6,695.5 |
7,056.9 |
|
S4 |
6,246.0 |
6,375.0 |
6,968.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,299.0 |
6,258.0 |
1,041.0 |
16.6% |
312.7 |
5.0% |
1% |
False |
True |
228,722 |
10 |
7,399.0 |
6,258.0 |
1,141.0 |
18.2% |
210.2 |
3.4% |
1% |
False |
True |
179,577 |
20 |
7,547.0 |
6,258.0 |
1,289.0 |
20.6% |
176.0 |
2.8% |
1% |
False |
True |
168,769 |
40 |
7,547.0 |
6,258.0 |
1,289.0 |
20.6% |
144.2 |
2.3% |
1% |
False |
True |
134,077 |
60 |
7,547.0 |
6,258.0 |
1,289.0 |
20.6% |
133.3 |
2.1% |
1% |
False |
True |
89,829 |
80 |
7,650.0 |
6,258.0 |
1,392.0 |
22.2% |
124.0 |
2.0% |
1% |
False |
True |
67,458 |
100 |
7,650.0 |
6,258.0 |
1,392.0 |
22.2% |
119.0 |
1.9% |
1% |
False |
True |
54,527 |
120 |
7,650.0 |
6,258.0 |
1,392.0 |
22.2% |
113.1 |
1.8% |
1% |
False |
True |
45,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,843.6 |
2.618 |
8,039.9 |
1.618 |
7,547.4 |
1.000 |
7,243.0 |
0.618 |
7,054.9 |
HIGH |
6,750.5 |
0.618 |
6,562.4 |
0.500 |
6,504.3 |
0.382 |
6,446.1 |
LOW |
6,258.0 |
0.618 |
5,953.6 |
1.000 |
5,765.5 |
1.618 |
5,461.1 |
2.618 |
4,968.6 |
4.250 |
4,164.9 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
6,504.3 |
6,615.3 |
PP |
6,426.2 |
6,500.2 |
S1 |
6,348.1 |
6,385.1 |
|