Trading Metrics calculated at close of trading on 04-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,673.92 |
10,630.20 |
-43.72 |
-0.4% |
10,424.17 |
High |
10,676.95 |
10,702.99 |
26.04 |
0.2% |
10,584.99 |
Low |
10,600.96 |
10,627.53 |
26.57 |
0.3% |
10,347.50 |
Close |
10,636.38 |
10,680.43 |
44.05 |
0.4% |
10,465.94 |
Range |
75.99 |
75.46 |
-0.53 |
-0.7% |
237.49 |
ATR |
161.54 |
155.39 |
-6.15 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,896.70 |
10,864.02 |
10,721.93 |
|
R3 |
10,821.24 |
10,788.56 |
10,701.18 |
|
R2 |
10,745.78 |
10,745.78 |
10,694.26 |
|
R1 |
10,713.10 |
10,713.10 |
10,687.35 |
10,729.44 |
PP |
10,670.32 |
10,670.32 |
10,670.32 |
10,678.49 |
S1 |
10,637.64 |
10,637.64 |
10,673.51 |
10,653.98 |
S2 |
10,594.86 |
10,594.86 |
10,666.60 |
|
S3 |
10,519.40 |
10,562.18 |
10,659.68 |
|
S4 |
10,443.94 |
10,486.72 |
10,638.93 |
|
|
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 |
10,702.99 |
10,347.50 |
355.49 |
3.3% |
146.47 |
1.4% |
94% |
True |
False |
|
10 |
10,702.99 |
10,121.81 |
581.18 |
5.4% |
140.94 |
1.3% |
96% |
True |
False |
|
20 |
10,702.99 |
10,007.76 |
695.23 |
6.5% |
146.63 |
1.4% |
97% |
True |
False |
|
40 |
10,702.99 |
9,614.32 |
1,088.67 |
10.2% |
160.56 |
1.5% |
98% |
True |
False |
|
60 |
10,920.27 |
9,614.32 |
1,305.95 |
12.2% |
181.63 |
1.7% |
82% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
187.38 |
1.8% |
65% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
166.72 |
1.6% |
65% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
155.37 |
1.5% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,023.70 |
2.618 |
10,900.54 |
1.618 |
10,825.08 |
1.000 |
10,778.45 |
0.618 |
10,749.62 |
HIGH |
10,702.99 |
0.618 |
10,674.16 |
0.500 |
10,665.26 |
0.382 |
10,656.36 |
LOW |
10,627.53 |
0.618 |
10,580.90 |
1.000 |
10,552.07 |
1.618 |
10,505.44 |
2.618 |
10,429.98 |
4.250 |
10,306.83 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,675.37 |
10,648.88 |
PP |
10,670.32 |
10,617.34 |
S1 |
10,665.26 |
10,585.79 |
|