Trading Metrics calculated at close of trading on 03-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,468.82 |
10,673.92 |
205.10 |
2.0% |
10,424.17 |
High |
10,692.20 |
10,676.95 |
-15.25 |
-0.1% |
10,584.99 |
Low |
10,468.59 |
10,600.96 |
132.37 |
1.3% |
10,347.50 |
Close |
10,674.38 |
10,636.38 |
-38.00 |
-0.4% |
10,465.94 |
Range |
223.61 |
75.99 |
-147.62 |
-66.0% |
237.49 |
ATR |
168.12 |
161.54 |
-6.58 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,866.07 |
10,827.21 |
10,678.17 |
|
R3 |
10,790.08 |
10,751.22 |
10,657.28 |
|
R2 |
10,714.09 |
10,714.09 |
10,650.31 |
|
R1 |
10,675.23 |
10,675.23 |
10,643.35 |
10,656.67 |
PP |
10,638.10 |
10,638.10 |
10,638.10 |
10,628.81 |
S1 |
10,599.24 |
10,599.24 |
10,629.41 |
10,580.68 |
S2 |
10,562.11 |
10,562.11 |
10,622.45 |
|
S3 |
10,486.12 |
10,523.25 |
10,615.48 |
|
S4 |
10,410.13 |
10,447.26 |
10,594.59 |
|
|
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% |
148.44 |
1.4% |
84% |
False |
False |
|
10 |
10,692.20 |
10,065.50 |
626.70 |
5.9% |
153.40 |
1.4% |
91% |
False |
False |
|
20 |
10,692.20 |
9,736.70 |
955.50 |
9.0% |
157.36 |
1.5% |
94% |
False |
False |
|
40 |
10,692.20 |
9,614.32 |
1,077.88 |
10.1% |
163.58 |
1.5% |
95% |
False |
False |
|
60 |
10,920.27 |
9,614.32 |
1,305.95 |
12.3% |
187.86 |
1.8% |
78% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
186.90 |
1.8% |
62% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
166.47 |
1.6% |
62% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
156.29 |
1.5% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,999.91 |
2.618 |
10,875.89 |
1.618 |
10,799.90 |
1.000 |
10,752.94 |
0.618 |
10,723.91 |
HIGH |
10,676.95 |
0.618 |
10,647.92 |
0.500 |
10,638.96 |
0.382 |
10,629.99 |
LOW |
10,600.96 |
0.618 |
10,554.00 |
1.000 |
10,524.97 |
1.618 |
10,478.01 |
2.618 |
10,402.02 |
4.250 |
10,278.00 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,638.96 |
10,597.54 |
PP |
10,638.10 |
10,558.69 |
S1 |
10,637.24 |
10,519.85 |
|