Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,880 |
9,860 |
-20 |
-0.2% |
10,075 |
High |
10,050 |
9,885 |
-165 |
-1.6% |
10,155 |
Low |
9,750 |
9,665 |
-85 |
-0.9% |
9,765 |
Close |
9,825 |
9,670 |
-155 |
-1.6% |
9,830 |
Range |
300 |
220 |
-80 |
-26.7% |
390 |
ATR |
162 |
166 |
4 |
2.5% |
0 |
Volume |
13,651 |
11,516 |
-2,135 |
-15.6% |
36,881 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,400 |
10,255 |
9,791 |
|
R3 |
10,180 |
10,035 |
9,731 |
|
R2 |
9,960 |
9,960 |
9,710 |
|
R1 |
9,815 |
9,815 |
9,690 |
9,778 |
PP |
9,740 |
9,740 |
9,740 |
9,721 |
S1 |
9,595 |
9,595 |
9,650 |
9,558 |
S2 |
9,520 |
9,520 |
9,630 |
|
S3 |
9,300 |
9,375 |
9,610 |
|
S4 |
9,080 |
9,155 |
9,549 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087 |
10,848 |
10,045 |
|
R3 |
10,697 |
10,458 |
9,937 |
|
R2 |
10,307 |
10,307 |
9,902 |
|
R1 |
10,068 |
10,068 |
9,866 |
9,993 |
PP |
9,917 |
9,917 |
9,917 |
9,879 |
S1 |
9,678 |
9,678 |
9,794 |
9,603 |
S2 |
9,527 |
9,527 |
9,759 |
|
S3 |
9,137 |
9,288 |
9,723 |
|
S4 |
8,747 |
8,898 |
9,616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,085 |
9,665 |
420 |
4.3% |
193 |
2.0% |
1% |
False |
True |
10,260 |
10 |
10,190 |
9,665 |
525 |
5.4% |
146 |
1.5% |
1% |
False |
True |
9,046 |
20 |
10,255 |
9,465 |
790 |
8.2% |
178 |
1.8% |
26% |
False |
False |
9,624 |
40 |
10,255 |
9,315 |
940 |
9.7% |
162 |
1.7% |
38% |
False |
False |
8,881 |
60 |
10,255 |
9,315 |
940 |
9.7% |
128 |
1.3% |
38% |
False |
False |
6,232 |
80 |
10,255 |
9,315 |
940 |
9.7% |
100 |
1.0% |
38% |
False |
False |
4,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,820 |
2.618 |
10,461 |
1.618 |
10,241 |
1.000 |
10,105 |
0.618 |
10,021 |
HIGH |
9,885 |
0.618 |
9,801 |
0.500 |
9,775 |
0.382 |
9,749 |
LOW |
9,665 |
0.618 |
9,529 |
1.000 |
9,445 |
1.618 |
9,309 |
2.618 |
9,089 |
4.250 |
8,730 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,775 |
9,858 |
PP |
9,740 |
9,795 |
S1 |
9,705 |
9,733 |
|