| 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 |
6,289.0 |
6,348.0 |
59.0 |
0.9% |
6,213.0 |
| High |
6,376.5 |
6,387.5 |
11.0 |
0.2% |
6,259.0 |
| Low |
6,267.5 |
6,324.0 |
56.5 |
0.9% |
6,063.0 |
| Close |
6,342.5 |
6,342.0 |
-0.5 |
0.0% |
6,167.0 |
| Range |
109.0 |
63.5 |
-45.5 |
-41.7% |
196.0 |
| ATR |
118.7 |
114.8 |
-3.9 |
-3.3% |
0.0 |
| Volume |
121,221 |
101,154 |
-20,067 |
-16.6% |
608,880 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,541.7 |
6,505.3 |
6,376.9 |
|
| R3 |
6,478.2 |
6,441.8 |
6,359.5 |
|
| R2 |
6,414.7 |
6,414.7 |
6,353.6 |
|
| R1 |
6,378.3 |
6,378.3 |
6,347.8 |
6,364.8 |
| PP |
6,351.2 |
6,351.2 |
6,351.2 |
6,344.4 |
| S1 |
6,314.8 |
6,314.8 |
6,336.2 |
6,301.3 |
| S2 |
6,287.7 |
6,287.7 |
6,330.4 |
|
| S3 |
6,224.2 |
6,251.3 |
6,324.5 |
|
| S4 |
6,160.7 |
6,187.8 |
6,307.1 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,751.0 |
6,655.0 |
6,274.8 |
|
| R3 |
6,555.0 |
6,459.0 |
6,220.9 |
|
| R2 |
6,359.0 |
6,359.0 |
6,202.9 |
|
| R1 |
6,263.0 |
6,263.0 |
6,185.0 |
6,213.0 |
| PP |
6,163.0 |
6,163.0 |
6,163.0 |
6,138.0 |
| S1 |
6,067.0 |
6,067.0 |
6,149.0 |
6,017.0 |
| S2 |
5,967.0 |
5,967.0 |
6,131.1 |
|
| S3 |
5,771.0 |
5,871.0 |
6,113.1 |
|
| S4 |
5,575.0 |
5,675.0 |
6,059.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,387.5 |
6,063.0 |
324.5 |
5.1% |
94.3 |
1.5% |
86% |
True |
False |
114,920 |
| 10 |
6,387.5 |
6,063.0 |
324.5 |
5.1% |
97.1 |
1.5% |
86% |
True |
False |
116,872 |
| 20 |
6,387.5 |
5,911.5 |
476.0 |
7.5% |
109.8 |
1.7% |
90% |
True |
False |
124,667 |
| 40 |
6,387.5 |
5,805.0 |
582.5 |
9.2% |
113.7 |
1.8% |
92% |
True |
False |
122,287 |
| 60 |
6,387.5 |
5,615.0 |
772.5 |
12.2% |
124.6 |
2.0% |
94% |
True |
False |
81,916 |
| 80 |
6,387.5 |
5,593.5 |
794.0 |
12.5% |
129.1 |
2.0% |
94% |
True |
False |
61,552 |
| 100 |
6,387.5 |
5,593.5 |
794.0 |
12.5% |
115.3 |
1.8% |
94% |
True |
False |
49,517 |
| 120 |
6,387.5 |
5,536.5 |
851.0 |
13.4% |
107.0 |
1.7% |
95% |
True |
False |
41,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,657.4 |
|
2.618 |
6,553.7 |
|
1.618 |
6,490.2 |
|
1.000 |
6,451.0 |
|
0.618 |
6,426.7 |
|
HIGH |
6,387.5 |
|
0.618 |
6,363.2 |
|
0.500 |
6,355.8 |
|
0.382 |
6,348.3 |
|
LOW |
6,324.0 |
|
0.618 |
6,284.8 |
|
1.000 |
6,260.5 |
|
1.618 |
6,221.3 |
|
2.618 |
6,157.8 |
|
4.250 |
6,054.1 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,355.8 |
6,337.2 |
| PP |
6,351.2 |
6,332.3 |
| S1 |
6,346.6 |
6,327.5 |
|