| 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 |
10,540 |
10,513 |
-27 |
-0.3% |
10,316 |
| High |
10,560 |
10,591 |
31 |
0.3% |
10,471 |
| Low |
10,487 |
10,489 |
2 |
0.0% |
10,232 |
| Close |
10,528 |
10,570 |
42 |
0.4% |
10,351 |
| Range |
73 |
102 |
29 |
39.7% |
239 |
| ATR |
166 |
162 |
-5 |
-2.8% |
0 |
| Volume |
95 |
48 |
-47 |
-49.5% |
349 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856 |
10,815 |
10,626 |
|
| R3 |
10,754 |
10,713 |
10,598 |
|
| R2 |
10,652 |
10,652 |
10,589 |
|
| R1 |
10,611 |
10,611 |
10,579 |
10,632 |
| PP |
10,550 |
10,550 |
10,550 |
10,560 |
| S1 |
10,509 |
10,509 |
10,561 |
10,530 |
| S2 |
10,448 |
10,448 |
10,551 |
|
| S3 |
10,346 |
10,407 |
10,542 |
|
| S4 |
10,244 |
10,305 |
10,514 |
|
|
| 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 |
10,591 |
10,232 |
359 |
3.4% |
146 |
1.4% |
94% |
True |
False |
90 |
| 10 |
10,591 |
9,973 |
618 |
5.8% |
148 |
1.4% |
97% |
True |
False |
74 |
| 20 |
10,591 |
9,887 |
704 |
6.7% |
157 |
1.5% |
97% |
True |
False |
71 |
| 40 |
10,591 |
9,452 |
1,139 |
10.8% |
151 |
1.4% |
98% |
True |
False |
63 |
| 60 |
10,743 |
9,452 |
1,291 |
12.2% |
130 |
1.2% |
87% |
False |
False |
43 |
| 80 |
11,033 |
9,452 |
1,581 |
15.0% |
118 |
1.1% |
71% |
False |
False |
33 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
96 |
0.9% |
71% |
False |
False |
26 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
82 |
0.8% |
71% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,025 |
|
2.618 |
10,858 |
|
1.618 |
10,756 |
|
1.000 |
10,693 |
|
0.618 |
10,654 |
|
HIGH |
10,591 |
|
0.618 |
10,552 |
|
0.500 |
10,540 |
|
0.382 |
10,528 |
|
LOW |
10,489 |
|
0.618 |
10,426 |
|
1.000 |
10,387 |
|
1.618 |
10,324 |
|
2.618 |
10,222 |
|
4.250 |
10,056 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,560 |
10,543 |
| PP |
10,550 |
10,515 |
| S1 |
10,540 |
10,488 |
|