| 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 |
10,581 |
10,567 |
-14 |
-0.1% |
10,393 |
| High |
10,596 |
10,591 |
-5 |
0.0% |
10,596 |
| Low |
10,505 |
10,408 |
-97 |
-0.9% |
10,385 |
| Close |
10,570 |
10,548 |
-22 |
-0.2% |
10,548 |
| Range |
91 |
183 |
92 |
101.1% |
211 |
| ATR |
157 |
159 |
2 |
1.2% |
0 |
| Volume |
79 |
74 |
-5 |
-6.3% |
373 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,065 |
10,989 |
10,649 |
|
| R3 |
10,882 |
10,806 |
10,598 |
|
| R2 |
10,699 |
10,699 |
10,582 |
|
| R1 |
10,623 |
10,623 |
10,565 |
10,570 |
| PP |
10,516 |
10,516 |
10,516 |
10,489 |
| S1 |
10,440 |
10,440 |
10,531 |
10,387 |
| S2 |
10,333 |
10,333 |
10,515 |
|
| S3 |
10,150 |
10,257 |
10,498 |
|
| S4 |
9,967 |
10,074 |
10,447 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,143 |
11,056 |
10,664 |
|
| R3 |
10,932 |
10,845 |
10,606 |
|
| R2 |
10,721 |
10,721 |
10,587 |
|
| R1 |
10,634 |
10,634 |
10,567 |
10,678 |
| PP |
10,510 |
10,510 |
10,510 |
10,531 |
| S1 |
10,423 |
10,423 |
10,529 |
10,467 |
| S2 |
10,299 |
10,299 |
10,509 |
|
| S3 |
10,088 |
10,212 |
10,490 |
|
| S4 |
9,877 |
10,001 |
10,432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,596 |
10,385 |
211 |
2.0% |
129 |
1.2% |
77% |
False |
False |
74 |
| 10 |
10,596 |
10,232 |
364 |
3.5% |
132 |
1.3% |
87% |
False |
False |
72 |
| 20 |
10,596 |
9,887 |
709 |
6.7% |
159 |
1.5% |
93% |
False |
False |
71 |
| 40 |
10,596 |
9,452 |
1,144 |
10.8% |
155 |
1.5% |
96% |
False |
False |
67 |
| 60 |
10,654 |
9,452 |
1,202 |
11.4% |
129 |
1.2% |
91% |
False |
False |
46 |
| 80 |
11,033 |
9,452 |
1,581 |
15.0% |
121 |
1.1% |
69% |
False |
False |
35 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
99 |
0.9% |
69% |
False |
False |
28 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
84 |
0.8% |
69% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,369 |
|
2.618 |
11,070 |
|
1.618 |
10,887 |
|
1.000 |
10,774 |
|
0.618 |
10,704 |
|
HIGH |
10,591 |
|
0.618 |
10,521 |
|
0.500 |
10,500 |
|
0.382 |
10,478 |
|
LOW |
10,408 |
|
0.618 |
10,295 |
|
1.000 |
10,225 |
|
1.618 |
10,112 |
|
2.618 |
9,929 |
|
4.250 |
9,630 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,532 |
10,533 |
| PP |
10,516 |
10,517 |
| S1 |
10,500 |
10,502 |
|