Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,123.50 |
1,120.00 |
-3.50 |
-0.3% |
1,104.50 |
High |
1,127.00 |
1,126.75 |
-0.25 |
0.0% |
1,127.75 |
Low |
1,103.75 |
1,116.50 |
12.75 |
1.2% |
1,101.75 |
Close |
1,119.50 |
1,125.50 |
6.00 |
0.5% |
1,119.50 |
Range |
23.25 |
10.25 |
-13.00 |
-55.9% |
26.00 |
ATR |
20.58 |
19.85 |
-0.74 |
-3.6% |
0.00 |
Volume |
2,177,263 |
998,906 |
-1,178,357 |
-54.1% |
8,727,443 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.75 |
1,149.75 |
1,131.25 |
|
R3 |
1,143.50 |
1,139.50 |
1,128.25 |
|
R2 |
1,133.25 |
1,133.25 |
1,127.50 |
|
R1 |
1,129.25 |
1,129.25 |
1,126.50 |
1,131.25 |
PP |
1,123.00 |
1,123.00 |
1,123.00 |
1,124.00 |
S1 |
1,119.00 |
1,119.00 |
1,124.50 |
1,121.00 |
S2 |
1,112.75 |
1,112.75 |
1,123.50 |
|
S3 |
1,102.50 |
1,108.75 |
1,122.75 |
|
S4 |
1,092.25 |
1,098.50 |
1,119.75 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.25 |
1,183.00 |
1,133.75 |
|
R3 |
1,168.25 |
1,157.00 |
1,126.75 |
|
R2 |
1,142.25 |
1,142.25 |
1,124.25 |
|
R1 |
1,131.00 |
1,131.00 |
1,122.00 |
1,136.50 |
PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,119.25 |
S1 |
1,105.00 |
1,105.00 |
1,117.00 |
1,110.50 |
S2 |
1,090.25 |
1,090.25 |
1,114.75 |
|
S3 |
1,064.25 |
1,079.00 |
1,112.25 |
|
S4 |
1,038.25 |
1,053.00 |
1,105.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,127.75 |
1,103.75 |
24.00 |
2.1% |
13.75 |
1.2% |
91% |
False |
False |
1,518,553 |
10 |
1,127.75 |
1,083.50 |
44.25 |
3.9% |
16.50 |
1.5% |
95% |
False |
False |
1,698,411 |
20 |
1,127.75 |
1,050.75 |
77.00 |
6.8% |
20.00 |
1.8% |
97% |
False |
False |
1,898,816 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
21.00 |
1.9% |
97% |
False |
False |
2,132,689 |
60 |
1,154.75 |
1,002.75 |
152.00 |
13.5% |
24.25 |
2.1% |
81% |
False |
False |
1,469,530 |
80 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
25.00 |
2.2% |
59% |
False |
False |
1,103,150 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
22.00 |
2.0% |
59% |
False |
False |
882,764 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
20.25 |
1.8% |
59% |
False |
False |
735,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.25 |
2.618 |
1,153.50 |
1.618 |
1,143.25 |
1.000 |
1,137.00 |
0.618 |
1,133.00 |
HIGH |
1,126.75 |
0.618 |
1,122.75 |
0.500 |
1,121.50 |
0.382 |
1,120.50 |
LOW |
1,116.50 |
0.618 |
1,110.25 |
1.000 |
1,106.25 |
1.618 |
1,100.00 |
2.618 |
1,089.75 |
4.250 |
1,073.00 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,124.25 |
1,122.25 |
PP |
1,123.00 |
1,119.00 |
S1 |
1,121.50 |
1,115.75 |
|