Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,679.67 |
10,668.55 |
-11.12 |
-0.1% |
10,468.82 |
High |
10,679.75 |
10,668.70 |
-11.05 |
-0.1% |
10,702.99 |
Low |
10,612.85 |
10,515.37 |
-97.48 |
-0.9% |
10,468.59 |
Close |
10,674.98 |
10,653.56 |
-21.42 |
-0.2% |
10,653.56 |
Range |
66.90 |
153.33 |
86.43 |
129.2% |
234.40 |
ATR |
149.12 |
149.87 |
0.75 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,072.53 |
11,016.38 |
10,737.89 |
|
R3 |
10,919.20 |
10,863.05 |
10,695.73 |
|
R2 |
10,765.87 |
10,765.87 |
10,681.67 |
|
R1 |
10,709.72 |
10,709.72 |
10,667.62 |
10,661.13 |
PP |
10,612.54 |
10,612.54 |
10,612.54 |
10,588.25 |
S1 |
10,556.39 |
10,556.39 |
10,639.50 |
10,507.80 |
S2 |
10,459.21 |
10,459.21 |
10,625.45 |
|
S3 |
10,305.88 |
10,403.06 |
10,611.39 |
|
S4 |
10,152.55 |
10,249.73 |
10,569.23 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,311.58 |
11,216.97 |
10,782.48 |
|
R3 |
11,077.18 |
10,982.57 |
10,718.02 |
|
R2 |
10,842.78 |
10,842.78 |
10,696.53 |
|
R1 |
10,748.17 |
10,748.17 |
10,675.05 |
10,795.48 |
PP |
10,608.38 |
10,608.38 |
10,608.38 |
10,632.03 |
S1 |
10,513.77 |
10,513.77 |
10,632.07 |
10,561.08 |
S2 |
10,373.98 |
10,373.98 |
10,610.59 |
|
S3 |
10,139.58 |
10,279.37 |
10,589.10 |
|
S4 |
9,905.18 |
10,044.97 |
10,524.64 |
|
|
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 |
10,468.59 |
234.40 |
2.2% |
119.06 |
1.1% |
79% |
False |
False |
|
10 |
10,702.99 |
10,347.50 |
355.49 |
3.3% |
123.37 |
1.2% |
86% |
False |
False |
|
20 |
10,702.99 |
10,007.76 |
695.23 |
6.5% |
147.45 |
1.4% |
93% |
False |
False |
|
40 |
10,702.99 |
9,614.32 |
1,088.67 |
10.2% |
154.03 |
1.4% |
95% |
False |
False |
|
60 |
10,920.27 |
9,614.32 |
1,305.95 |
12.3% |
179.37 |
1.7% |
80% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
187.68 |
1.8% |
63% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
167.47 |
1.6% |
63% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
154.44 |
1.4% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,320.35 |
2.618 |
11,070.12 |
1.618 |
10,916.79 |
1.000 |
10,822.03 |
0.618 |
10,763.46 |
HIGH |
10,668.70 |
0.618 |
10,610.13 |
0.500 |
10,592.04 |
0.382 |
10,573.94 |
LOW |
10,515.37 |
0.618 |
10,420.61 |
1.000 |
10,362.04 |
1.618 |
10,267.28 |
2.618 |
10,113.95 |
4.250 |
9,863.72 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,633.05 |
10,638.77 |
PP |
10,612.54 |
10,623.97 |
S1 |
10,592.04 |
10,609.18 |
|