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 |
9,685 |
9,670 |
-15 |
-0.2% |
10,075 |
High |
9,695 |
9,780 |
85 |
0.9% |
10,155 |
Low |
9,525 |
9,290 |
-235 |
-2.5% |
9,765 |
Close |
9,665 |
9,295 |
-370 |
-3.8% |
9,830 |
Range |
170 |
490 |
320 |
188.2% |
390 |
ATR |
167 |
190 |
23 |
13.9% |
0 |
Volume |
15,587 |
22,770 |
7,183 |
46.1% |
36,881 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,925 |
10,600 |
9,565 |
|
R3 |
10,435 |
10,110 |
9,430 |
|
R2 |
9,945 |
9,945 |
9,385 |
|
R1 |
9,620 |
9,620 |
9,340 |
9,538 |
PP |
9,455 |
9,455 |
9,455 |
9,414 |
S1 |
9,130 |
9,130 |
9,250 |
9,048 |
S2 |
8,965 |
8,965 |
9,205 |
|
S3 |
8,475 |
8,640 |
9,160 |
|
S4 |
7,985 |
8,150 |
9,026 |
|
|
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 |
10,050 |
9,290 |
760 |
8.2% |
269 |
2.9% |
1% |
False |
True |
14,495 |
10 |
10,190 |
9,290 |
900 |
9.7% |
190 |
2.0% |
1% |
False |
True |
10,961 |
20 |
10,255 |
9,290 |
965 |
10.4% |
197 |
2.1% |
1% |
False |
True |
10,692 |
40 |
10,255 |
9,290 |
965 |
10.4% |
172 |
1.8% |
1% |
False |
True |
9,265 |
60 |
10,255 |
9,290 |
965 |
10.4% |
139 |
1.5% |
1% |
False |
True |
6,871 |
80 |
10,255 |
9,290 |
965 |
10.4% |
108 |
1.2% |
1% |
False |
True |
5,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,863 |
2.618 |
11,063 |
1.618 |
10,573 |
1.000 |
10,270 |
0.618 |
10,083 |
HIGH |
9,780 |
0.618 |
9,593 |
0.500 |
9,535 |
0.382 |
9,477 |
LOW |
9,290 |
0.618 |
8,987 |
1.000 |
8,800 |
1.618 |
8,497 |
2.618 |
8,007 |
4.250 |
7,208 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,535 |
9,588 |
PP |
9,455 |
9,490 |
S1 |
9,375 |
9,393 |
|