Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,465.19 |
10,468.82 |
3.63 |
0.0% |
10,424.17 |
High |
10,507.19 |
10,692.20 |
185.01 |
1.8% |
10,584.99 |
Low |
10,347.50 |
10,468.59 |
121.09 |
1.2% |
10,347.50 |
Close |
10,465.94 |
10,674.38 |
208.44 |
2.0% |
10,465.94 |
Range |
159.69 |
223.61 |
63.92 |
40.0% |
237.49 |
ATR |
163.64 |
168.12 |
4.47 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,282.55 |
11,202.08 |
10,797.37 |
|
R3 |
11,058.94 |
10,978.47 |
10,735.87 |
|
R2 |
10,835.33 |
10,835.33 |
10,715.38 |
|
R1 |
10,754.86 |
10,754.86 |
10,694.88 |
10,795.10 |
PP |
10,611.72 |
10,611.72 |
10,611.72 |
10,631.84 |
S1 |
10,531.25 |
10,531.25 |
10,653.88 |
10,571.49 |
S2 |
10,388.11 |
10,388.11 |
10,633.38 |
|
S3 |
10,164.50 |
10,307.64 |
10,612.89 |
|
S4 |
9,940.89 |
10,084.03 |
10,551.39 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,178.61 |
11,059.77 |
10,596.56 |
|
R3 |
10,941.12 |
10,822.28 |
10,531.25 |
|
R2 |
10,703.63 |
10,703.63 |
10,509.48 |
|
R1 |
10,584.79 |
10,584.79 |
10,487.71 |
10,644.21 |
PP |
10,466.14 |
10,466.14 |
10,466.14 |
10,495.86 |
S1 |
10,347.30 |
10,347.30 |
10,444.17 |
10,406.72 |
S2 |
10,228.65 |
10,228.65 |
10,422.40 |
|
S3 |
9,991.16 |
10,109.81 |
10,400.63 |
|
S4 |
9,753.67 |
9,872.32 |
10,335.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,692.20 |
10,347.50 |
344.70 |
3.2% |
149.93 |
1.4% |
95% |
True |
False |
|
10 |
10,692.20 |
10,007.76 |
684.44 |
6.4% |
168.66 |
1.6% |
97% |
True |
False |
|
20 |
10,692.20 |
9,659.01 |
1,033.19 |
9.7% |
163.51 |
1.5% |
98% |
True |
False |
|
40 |
10,692.20 |
9,614.32 |
1,077.88 |
10.1% |
165.98 |
1.6% |
98% |
True |
False |
|
60 |
10,920.27 |
9,614.32 |
1,305.95 |
12.2% |
192.22 |
1.8% |
81% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
186.88 |
1.8% |
64% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
166.75 |
1.6% |
64% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
156.67 |
1.5% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,642.54 |
2.618 |
11,277.61 |
1.618 |
11,054.00 |
1.000 |
10,915.81 |
0.618 |
10,830.39 |
HIGH |
10,692.20 |
0.618 |
10,606.78 |
0.500 |
10,580.40 |
0.382 |
10,554.01 |
LOW |
10,468.59 |
0.618 |
10,330.40 |
1.000 |
10,244.98 |
1.618 |
10,106.79 |
2.618 |
9,883.18 |
4.250 |
9,518.25 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,643.05 |
10,622.87 |
PP |
10,611.72 |
10,571.36 |
S1 |
10,580.40 |
10,519.85 |
|