Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,062.90 |
1,046.88 |
-16.02 |
-1.5% |
1,073.36 |
High |
1,064.40 |
1,055.14 |
-9.26 |
-0.9% |
1,081.58 |
Low |
1,048.79 |
1,040.88 |
-7.91 |
-0.8% |
1,039.70 |
Close |
1,048.92 |
1,049.33 |
0.41 |
0.0% |
1,064.59 |
Range |
15.61 |
14.26 |
-1.35 |
-8.6% |
41.88 |
ATR |
17.54 |
17.30 |
-0.23 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.23 |
1,084.54 |
1,057.17 |
|
R3 |
1,076.97 |
1,070.28 |
1,053.25 |
|
R2 |
1,062.71 |
1,062.71 |
1,051.94 |
|
R1 |
1,056.02 |
1,056.02 |
1,050.64 |
1,059.37 |
PP |
1,048.45 |
1,048.45 |
1,048.45 |
1,050.12 |
S1 |
1,041.76 |
1,041.76 |
1,048.02 |
1,045.11 |
S2 |
1,034.19 |
1,034.19 |
1,046.72 |
|
S3 |
1,019.93 |
1,027.50 |
1,045.41 |
|
S4 |
1,005.67 |
1,013.24 |
1,041.49 |
|
|
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% |
18.20 |
1.7% |
38% |
False |
False |
|
10 |
1,099.77 |
1,039.70 |
60.07 |
5.7% |
16.95 |
1.6% |
16% |
False |
False |
|
20 |
1,129.24 |
1,039.70 |
89.54 |
8.5% |
15.20 |
1.4% |
11% |
False |
False |
|
40 |
1,129.24 |
1,028.54 |
100.70 |
9.6% |
16.52 |
1.6% |
21% |
False |
False |
|
60 |
1,131.23 |
1,010.91 |
120.32 |
11.5% |
17.51 |
1.7% |
32% |
False |
False |
|
80 |
1,173.57 |
1,010.91 |
162.66 |
15.5% |
19.76 |
1.9% |
24% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
19.9% |
20.00 |
1.9% |
18% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
19.9% |
18.37 |
1.8% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.75 |
2.618 |
1,092.47 |
1.618 |
1,078.21 |
1.000 |
1,069.40 |
0.618 |
1,063.95 |
HIGH |
1,055.14 |
0.618 |
1,049.69 |
0.500 |
1,048.01 |
0.382 |
1,046.33 |
LOW |
1,040.88 |
0.618 |
1,032.07 |
1.000 |
1,026.62 |
1.618 |
1,017.81 |
2.618 |
1,003.55 |
4.250 |
980.28 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,048.89 |
1,052.46 |
PP |
1,048.45 |
1,051.41 |
S1 |
1,048.01 |
1,050.37 |
|