Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,049.27 |
1,062.90 |
13.63 |
1.3% |
1,073.36 |
High |
1,065.21 |
1,064.40 |
-0.81 |
-0.1% |
1,081.58 |
Low |
1,039.70 |
1,048.79 |
9.09 |
0.9% |
1,039.70 |
Close |
1,064.59 |
1,048.92 |
-15.67 |
-1.5% |
1,064.59 |
Range |
25.51 |
15.61 |
-9.90 |
-38.8% |
41.88 |
ATR |
17.67 |
17.54 |
-0.13 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.87 |
1,090.50 |
1,057.51 |
|
R3 |
1,085.26 |
1,074.89 |
1,053.21 |
|
R2 |
1,069.65 |
1,069.65 |
1,051.78 |
|
R1 |
1,059.28 |
1,059.28 |
1,050.35 |
1,056.66 |
PP |
1,054.04 |
1,054.04 |
1,054.04 |
1,052.73 |
S1 |
1,043.67 |
1,043.67 |
1,047.49 |
1,041.05 |
S2 |
1,038.43 |
1,038.43 |
1,046.06 |
|
S3 |
1,022.82 |
1,028.06 |
1,044.63 |
|
S4 |
1,007.21 |
1,012.45 |
1,040.33 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.60 |
1,167.97 |
1,087.62 |
|
R3 |
1,145.72 |
1,126.09 |
1,076.11 |
|
R2 |
1,103.84 |
1,103.84 |
1,072.27 |
|
R1 |
1,084.21 |
1,084.21 |
1,068.43 |
1,073.09 |
PP |
1,061.96 |
1,061.96 |
1,061.96 |
1,056.39 |
S1 |
1,042.33 |
1,042.33 |
1,060.75 |
1,031.21 |
S2 |
1,020.08 |
1,020.08 |
1,056.91 |
|
S3 |
978.20 |
1,000.45 |
1,053.07 |
|
S4 |
936.32 |
958.57 |
1,041.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,065.21 |
1,039.70 |
25.51 |
2.4% |
18.65 |
1.8% |
36% |
False |
False |
|
10 |
1,100.14 |
1,039.70 |
60.44 |
5.8% |
17.42 |
1.7% |
15% |
False |
False |
|
20 |
1,129.24 |
1,039.70 |
89.54 |
8.5% |
14.93 |
1.4% |
10% |
False |
False |
|
40 |
1,129.24 |
1,018.35 |
110.89 |
10.6% |
16.76 |
1.6% |
28% |
False |
False |
|
60 |
1,131.23 |
1,010.91 |
120.32 |
11.5% |
17.63 |
1.7% |
32% |
False |
False |
|
80 |
1,173.57 |
1,010.91 |
162.66 |
15.5% |
20.09 |
1.9% |
23% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
19.9% |
19.94 |
1.9% |
18% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
19.9% |
18.35 |
1.7% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.74 |
2.618 |
1,105.27 |
1.618 |
1,089.66 |
1.000 |
1,080.01 |
0.618 |
1,074.05 |
HIGH |
1,064.40 |
0.618 |
1,058.44 |
0.500 |
1,056.60 |
0.382 |
1,054.75 |
LOW |
1,048.79 |
0.618 |
1,039.14 |
1.000 |
1,033.18 |
1.618 |
1,023.53 |
2.618 |
1,007.92 |
4.250 |
982.45 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,056.60 |
1,052.46 |
PP |
1,054.04 |
1,051.28 |
S1 |
1,051.48 |
1,050.10 |
|