| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,310 |
10,393 |
83 |
0.8% |
10,316 |
| High |
10,391 |
10,579 |
188 |
1.8% |
10,471 |
| Low |
10,232 |
10,385 |
153 |
1.5% |
10,232 |
| Close |
10,351 |
10,551 |
200 |
1.9% |
10,351 |
| Range |
159 |
194 |
35 |
22.0% |
239 |
| ATR |
169 |
173 |
4 |
2.5% |
0 |
| Volume |
178 |
77 |
-101 |
-56.7% |
349 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,087 |
11,013 |
10,658 |
|
| R3 |
10,893 |
10,819 |
10,604 |
|
| R2 |
10,699 |
10,699 |
10,587 |
|
| R1 |
10,625 |
10,625 |
10,569 |
10,662 |
| PP |
10,505 |
10,505 |
10,505 |
10,524 |
| S1 |
10,431 |
10,431 |
10,533 |
10,468 |
| S2 |
10,311 |
10,311 |
10,516 |
|
| S3 |
10,117 |
10,237 |
10,498 |
|
| S4 |
9,923 |
10,043 |
10,444 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,068 |
10,949 |
10,483 |
|
| R3 |
10,829 |
10,710 |
10,417 |
|
| R2 |
10,590 |
10,590 |
10,395 |
|
| R1 |
10,471 |
10,471 |
10,373 |
10,531 |
| PP |
10,351 |
10,351 |
10,351 |
10,381 |
| S1 |
10,232 |
10,232 |
10,329 |
10,292 |
| S2 |
10,112 |
10,112 |
10,307 |
|
| S3 |
9,873 |
9,993 |
10,285 |
|
| S4 |
9,634 |
9,754 |
10,220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,579 |
10,232 |
347 |
3.3% |
151 |
1.4% |
92% |
True |
False |
74 |
| 10 |
10,579 |
9,887 |
692 |
6.6% |
175 |
1.7% |
96% |
True |
False |
79 |
| 20 |
10,579 |
9,452 |
1,127 |
10.7% |
180 |
1.7% |
98% |
True |
False |
70 |
| 40 |
10,579 |
9,452 |
1,127 |
10.7% |
154 |
1.5% |
98% |
True |
False |
60 |
| 60 |
10,743 |
9,452 |
1,291 |
12.2% |
134 |
1.3% |
85% |
False |
False |
41 |
| 80 |
11,033 |
9,452 |
1,581 |
15.0% |
116 |
1.1% |
70% |
False |
False |
31 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
95 |
0.9% |
70% |
False |
False |
25 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
81 |
0.8% |
70% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,404 |
|
2.618 |
11,087 |
|
1.618 |
10,893 |
|
1.000 |
10,773 |
|
0.618 |
10,699 |
|
HIGH |
10,579 |
|
0.618 |
10,505 |
|
0.500 |
10,482 |
|
0.382 |
10,459 |
|
LOW |
10,385 |
|
0.618 |
10,265 |
|
1.000 |
10,191 |
|
1.618 |
10,071 |
|
2.618 |
9,877 |
|
4.250 |
9,561 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,528 |
10,503 |
| PP |
10,505 |
10,454 |
| S1 |
10,482 |
10,406 |
|