| 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 |
10,513 |
10,581 |
68 |
0.6% |
10,316 |
| High |
10,591 |
10,596 |
5 |
0.0% |
10,471 |
| Low |
10,489 |
10,505 |
16 |
0.2% |
10,232 |
| Close |
10,570 |
10,570 |
0 |
0.0% |
10,351 |
| Range |
102 |
91 |
-11 |
-10.8% |
239 |
| ATR |
162 |
157 |
-5 |
-3.1% |
0 |
| Volume |
48 |
79 |
31 |
64.6% |
349 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,830 |
10,791 |
10,620 |
|
| R3 |
10,739 |
10,700 |
10,595 |
|
| R2 |
10,648 |
10,648 |
10,587 |
|
| R1 |
10,609 |
10,609 |
10,578 |
10,583 |
| PP |
10,557 |
10,557 |
10,557 |
10,544 |
| S1 |
10,518 |
10,518 |
10,562 |
10,492 |
| S2 |
10,466 |
10,466 |
10,553 |
|
| S3 |
10,375 |
10,427 |
10,545 |
|
| S4 |
10,284 |
10,336 |
10,520 |
|
|
| 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 |
10,596 |
10,232 |
364 |
3.4% |
124 |
1.2% |
93% |
True |
False |
95 |
| 10 |
10,596 |
10,174 |
422 |
4.0% |
129 |
1.2% |
94% |
True |
False |
74 |
| 20 |
10,596 |
9,887 |
709 |
6.7% |
154 |
1.5% |
96% |
True |
False |
71 |
| 40 |
10,596 |
9,452 |
1,144 |
10.8% |
152 |
1.4% |
98% |
True |
False |
65 |
| 60 |
10,743 |
9,452 |
1,291 |
12.2% |
129 |
1.2% |
87% |
False |
False |
45 |
| 80 |
11,033 |
9,452 |
1,581 |
15.0% |
119 |
1.1% |
71% |
False |
False |
34 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
97 |
0.9% |
71% |
False |
False |
27 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
83 |
0.8% |
71% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,983 |
|
2.618 |
10,834 |
|
1.618 |
10,743 |
|
1.000 |
10,687 |
|
0.618 |
10,652 |
|
HIGH |
10,596 |
|
0.618 |
10,561 |
|
0.500 |
10,551 |
|
0.382 |
10,540 |
|
LOW |
10,505 |
|
0.618 |
10,449 |
|
1.000 |
10,414 |
|
1.618 |
10,358 |
|
2.618 |
10,267 |
|
4.250 |
10,118 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,564 |
10,561 |
| PP |
10,557 |
10,551 |
| S1 |
10,551 |
10,542 |
|