| 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 |
5,359.5 |
5,369.5 |
10.0 |
0.2% |
5,322.0 |
| High |
5,392.0 |
5,401.5 |
9.5 |
0.2% |
5,381.0 |
| Low |
5,302.0 |
5,339.5 |
37.5 |
0.7% |
5,210.5 |
| Close |
5,376.5 |
5,356.0 |
-20.5 |
-0.4% |
5,245.0 |
| Range |
90.0 |
62.0 |
-28.0 |
-31.1% |
170.5 |
| ATR |
102.7 |
99.8 |
-2.9 |
-2.8% |
0.0 |
| Volume |
85,977 |
62,683 |
-23,294 |
-27.1% |
429,563 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,551.5 |
5,516.0 |
5,390.0 |
|
| R3 |
5,489.5 |
5,454.0 |
5,373.0 |
|
| R2 |
5,427.5 |
5,427.5 |
5,367.5 |
|
| R1 |
5,392.0 |
5,392.0 |
5,361.5 |
5,379.0 |
| PP |
5,365.5 |
5,365.5 |
5,365.5 |
5,359.0 |
| S1 |
5,330.0 |
5,330.0 |
5,350.5 |
5,317.0 |
| S2 |
5,303.5 |
5,303.5 |
5,344.5 |
|
| S3 |
5,241.5 |
5,268.0 |
5,339.0 |
|
| S4 |
5,179.5 |
5,206.0 |
5,322.0 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,790.5 |
5,688.0 |
5,339.0 |
|
| R3 |
5,620.0 |
5,517.5 |
5,292.0 |
|
| R2 |
5,449.5 |
5,449.5 |
5,276.5 |
|
| R1 |
5,347.0 |
5,347.0 |
5,260.5 |
5,313.0 |
| PP |
5,279.0 |
5,279.0 |
5,279.0 |
5,262.0 |
| S1 |
5,176.5 |
5,176.5 |
5,229.5 |
5,142.5 |
| S2 |
5,108.5 |
5,108.5 |
5,213.5 |
|
| S3 |
4,938.0 |
5,006.0 |
5,198.0 |
|
| S4 |
4,767.5 |
4,835.5 |
5,151.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,401.5 |
5,210.5 |
191.0 |
3.6% |
80.5 |
1.5% |
76% |
True |
False |
87,392 |
| 10 |
5,401.5 |
5,210.5 |
191.0 |
3.6% |
82.0 |
1.5% |
76% |
True |
False |
88,500 |
| 20 |
5,401.5 |
5,056.5 |
345.0 |
6.4% |
92.0 |
1.7% |
87% |
True |
False |
91,673 |
| 40 |
5,401.5 |
4,757.0 |
644.5 |
12.0% |
97.5 |
1.8% |
93% |
True |
False |
102,643 |
| 60 |
5,401.5 |
4,757.0 |
644.5 |
12.0% |
101.5 |
1.9% |
93% |
True |
False |
69,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,665.0 |
|
2.618 |
5,564.0 |
|
1.618 |
5,502.0 |
|
1.000 |
5,463.5 |
|
0.618 |
5,440.0 |
|
HIGH |
5,401.5 |
|
0.618 |
5,378.0 |
|
0.500 |
5,370.5 |
|
0.382 |
5,363.0 |
|
LOW |
5,339.5 |
|
0.618 |
5,301.0 |
|
1.000 |
5,277.5 |
|
1.618 |
5,239.0 |
|
2.618 |
5,177.0 |
|
4.250 |
5,076.0 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,370.5 |
5,354.5 |
| PP |
5,365.5 |
5,353.0 |
| S1 |
5,361.0 |
5,352.0 |
|