Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,670 |
9,300 |
-370 |
-3.8% |
9,880 |
High |
9,780 |
9,450 |
-330 |
-3.4% |
10,050 |
Low |
9,290 |
9,115 |
-175 |
-1.9% |
9,115 |
Close |
9,295 |
9,340 |
45 |
0.5% |
9,340 |
Range |
490 |
335 |
-155 |
-31.6% |
935 |
ATR |
190 |
200 |
10 |
5.5% |
0 |
Volume |
22,770 |
30,403 |
7,633 |
33.5% |
93,927 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,307 |
10,158 |
9,524 |
|
R3 |
9,972 |
9,823 |
9,432 |
|
R2 |
9,637 |
9,637 |
9,402 |
|
R1 |
9,488 |
9,488 |
9,371 |
9,563 |
PP |
9,302 |
9,302 |
9,302 |
9,339 |
S1 |
9,153 |
9,153 |
9,309 |
9,228 |
S2 |
8,967 |
8,967 |
9,279 |
|
S3 |
8,632 |
8,818 |
9,248 |
|
S4 |
8,297 |
8,483 |
9,156 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,307 |
11,758 |
9,854 |
|
R3 |
11,372 |
10,823 |
9,597 |
|
R2 |
10,437 |
10,437 |
9,512 |
|
R1 |
9,888 |
9,888 |
9,426 |
9,695 |
PP |
9,502 |
9,502 |
9,502 |
9,405 |
S1 |
8,953 |
8,953 |
9,254 |
8,760 |
S2 |
8,567 |
8,567 |
9,169 |
|
S3 |
7,632 |
8,018 |
9,083 |
|
S4 |
6,697 |
7,083 |
8,826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,050 |
9,115 |
935 |
10.0% |
303 |
3.2% |
24% |
False |
True |
18,785 |
10 |
10,155 |
9,115 |
1,040 |
11.1% |
215 |
2.3% |
22% |
False |
True |
13,080 |
20 |
10,190 |
9,115 |
1,075 |
11.5% |
202 |
2.2% |
21% |
False |
True |
11,669 |
40 |
10,255 |
9,115 |
1,140 |
12.2% |
176 |
1.9% |
20% |
False |
True |
9,686 |
60 |
10,255 |
9,115 |
1,140 |
12.2% |
145 |
1.6% |
20% |
False |
True |
7,378 |
80 |
10,255 |
9,115 |
1,140 |
12.2% |
113 |
1.2% |
20% |
False |
True |
5,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,874 |
2.618 |
10,327 |
1.618 |
9,992 |
1.000 |
9,785 |
0.618 |
9,657 |
HIGH |
9,450 |
0.618 |
9,322 |
0.500 |
9,283 |
0.382 |
9,243 |
LOW |
9,115 |
0.618 |
8,908 |
1.000 |
8,780 |
1.618 |
8,573 |
2.618 |
8,238 |
4.250 |
7,691 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,321 |
9,448 |
PP |
9,302 |
9,412 |
S1 |
9,283 |
9,376 |
|