Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,630.20 |
10,679.67 |
49.47 |
0.5% |
10,424.17 |
High |
10,702.99 |
10,679.75 |
-23.24 |
-0.2% |
10,584.99 |
Low |
10,627.53 |
10,612.85 |
-14.68 |
-0.1% |
10,347.50 |
Close |
10,680.43 |
10,674.98 |
-5.45 |
-0.1% |
10,465.94 |
Range |
75.46 |
66.90 |
-8.56 |
-11.3% |
237.49 |
ATR |
155.39 |
149.12 |
-6.27 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,856.56 |
10,832.67 |
10,711.78 |
|
R3 |
10,789.66 |
10,765.77 |
10,693.38 |
|
R2 |
10,722.76 |
10,722.76 |
10,687.25 |
|
R1 |
10,698.87 |
10,698.87 |
10,681.11 |
10,677.37 |
PP |
10,655.86 |
10,655.86 |
10,655.86 |
10,645.11 |
S1 |
10,631.97 |
10,631.97 |
10,668.85 |
10,610.47 |
S2 |
10,588.96 |
10,588.96 |
10,662.72 |
|
S3 |
10,522.06 |
10,565.07 |
10,656.58 |
|
S4 |
10,455.16 |
10,498.17 |
10,638.19 |
|
|
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% |
120.33 |
1.1% |
92% |
False |
False |
|
10 |
10,702.99 |
10,287.48 |
415.51 |
3.9% |
123.49 |
1.2% |
93% |
False |
False |
|
20 |
10,702.99 |
10,007.76 |
695.23 |
6.5% |
143.95 |
1.3% |
96% |
False |
False |
|
40 |
10,702.99 |
9,614.32 |
1,088.67 |
10.2% |
157.30 |
1.5% |
97% |
False |
False |
|
60 |
10,920.27 |
9,614.32 |
1,305.95 |
12.2% |
179.59 |
1.7% |
81% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
187.07 |
1.8% |
65% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
166.65 |
1.6% |
65% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
154.65 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,964.08 |
2.618 |
10,854.89 |
1.618 |
10,787.99 |
1.000 |
10,746.65 |
0.618 |
10,721.09 |
HIGH |
10,679.75 |
0.618 |
10,654.19 |
0.500 |
10,646.30 |
0.382 |
10,638.41 |
LOW |
10,612.85 |
0.618 |
10,571.51 |
1.000 |
10,545.95 |
1.618 |
10,504.61 |
2.618 |
10,437.71 |
4.250 |
10,328.53 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,665.42 |
10,667.31 |
PP |
10,655.86 |
10,659.64 |
S1 |
10,646.30 |
10,651.98 |
|