Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,622.6 |
1,662.5 |
39.9 |
2.5% |
1,612.0 |
High |
1,661.9 |
1,675.9 |
14.0 |
0.8% |
1,637.5 |
Low |
1,618.8 |
1,654.4 |
35.6 |
2.2% |
1,605.0 |
Close |
1,644.5 |
1,666.3 |
21.8 |
1.3% |
1,631.2 |
Range |
43.1 |
21.5 |
-21.6 |
-50.1% |
32.5 |
ATR |
22.4 |
23.1 |
0.6 |
2.9% |
0.0 |
Volume |
157,066 |
187,011 |
29,945 |
19.1% |
528,782 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.0 |
1,719.7 |
1,678.1 |
|
R3 |
1,708.5 |
1,698.2 |
1,672.2 |
|
R2 |
1,687.0 |
1,687.0 |
1,670.2 |
|
R1 |
1,676.7 |
1,676.7 |
1,668.3 |
1,681.9 |
PP |
1,665.5 |
1,665.5 |
1,665.5 |
1,668.1 |
S1 |
1,655.2 |
1,655.2 |
1,664.3 |
1,660.4 |
S2 |
1,644.0 |
1,644.0 |
1,662.4 |
|
S3 |
1,622.5 |
1,633.7 |
1,660.4 |
|
S4 |
1,601.0 |
1,612.2 |
1,654.5 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.1 |
1,709.1 |
1,649.1 |
|
R3 |
1,689.6 |
1,676.6 |
1,640.1 |
|
R2 |
1,657.1 |
1,657.1 |
1,637.2 |
|
R1 |
1,644.1 |
1,644.1 |
1,634.2 |
1,650.6 |
PP |
1,624.6 |
1,624.6 |
1,624.6 |
1,627.8 |
S1 |
1,611.6 |
1,611.6 |
1,628.2 |
1,618.1 |
S2 |
1,592.1 |
1,592.1 |
1,625.2 |
|
S3 |
1,559.6 |
1,579.1 |
1,622.3 |
|
S4 |
1,527.1 |
1,546.6 |
1,613.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,675.9 |
1,605.0 |
70.9 |
4.3% |
26.6 |
1.6% |
86% |
True |
False |
159,497 |
10 |
1,675.9 |
1,585.9 |
90.0 |
5.4% |
23.0 |
1.4% |
89% |
True |
False |
107,910 |
20 |
1,675.9 |
1,524.3 |
151.6 |
9.1% |
21.6 |
1.3% |
94% |
True |
False |
64,840 |
40 |
1,675.9 |
1,481.0 |
194.9 |
11.7% |
20.1 |
1.2% |
95% |
True |
False |
35,533 |
60 |
1,675.9 |
1,475.0 |
200.9 |
12.1% |
19.6 |
1.2% |
95% |
True |
False |
25,125 |
80 |
1,675.9 |
1,450.0 |
225.9 |
13.6% |
20.4 |
1.2% |
96% |
True |
False |
19,642 |
100 |
1,675.9 |
1,387.1 |
288.8 |
17.3% |
19.7 |
1.2% |
97% |
True |
False |
16,012 |
120 |
1,675.9 |
1,361.8 |
314.1 |
18.9% |
19.1 |
1.1% |
97% |
True |
False |
13,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,767.3 |
2.618 |
1,732.2 |
1.618 |
1,710.7 |
1.000 |
1,697.4 |
0.618 |
1,689.2 |
HIGH |
1,675.9 |
0.618 |
1,667.7 |
0.500 |
1,665.2 |
0.382 |
1,662.6 |
LOW |
1,654.4 |
0.618 |
1,641.1 |
1.000 |
1,632.9 |
1.618 |
1,619.6 |
2.618 |
1,598.1 |
4.250 |
1,563.0 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,665.9 |
1,658.2 |
PP |
1,665.5 |
1,650.1 |
S1 |
1,665.2 |
1,642.1 |
|