Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,125.25 |
1,119.25 |
-6.00 |
-0.5% |
1,104.50 |
High |
1,125.75 |
1,119.75 |
-6.00 |
-0.5% |
1,127.75 |
Low |
1,108.25 |
1,084.50 |
-23.75 |
-2.1% |
1,101.75 |
Close |
1,119.75 |
1,085.00 |
-34.75 |
-3.1% |
1,119.50 |
Range |
17.50 |
35.25 |
17.75 |
101.4% |
26.00 |
ATR |
19.68 |
20.79 |
1.11 |
5.7% |
0.00 |
Volume |
2,030,147 |
2,638,633 |
608,486 |
30.0% |
8,727,443 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.25 |
1,178.75 |
1,104.50 |
|
R3 |
1,167.00 |
1,143.50 |
1,094.75 |
|
R2 |
1,131.75 |
1,131.75 |
1,091.50 |
|
R1 |
1,108.25 |
1,108.25 |
1,088.25 |
1,102.50 |
PP |
1,096.50 |
1,096.50 |
1,096.50 |
1,093.50 |
S1 |
1,073.00 |
1,073.00 |
1,081.75 |
1,067.00 |
S2 |
1,061.25 |
1,061.25 |
1,078.50 |
|
S3 |
1,026.00 |
1,037.75 |
1,075.25 |
|
S4 |
990.75 |
1,002.50 |
1,065.50 |
|
|
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 |
1,084.50 |
43.25 |
4.0% |
19.75 |
1.8% |
1% |
False |
True |
1,835,244 |
10 |
1,127.75 |
1,083.50 |
44.25 |
4.1% |
18.75 |
1.7% |
3% |
False |
False |
1,828,673 |
20 |
1,127.75 |
1,050.75 |
77.00 |
7.1% |
20.75 |
1.9% |
44% |
False |
False |
1,963,072 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
21.25 |
1.9% |
65% |
False |
False |
2,133,244 |
60 |
1,142.75 |
1,002.75 |
140.00 |
12.9% |
24.00 |
2.2% |
59% |
False |
False |
1,547,211 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
25.00 |
2.3% |
39% |
False |
False |
1,161,457 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
22.25 |
2.1% |
39% |
False |
False |
929,448 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
20.50 |
1.9% |
39% |
False |
False |
774,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.50 |
2.618 |
1,212.00 |
1.618 |
1,176.75 |
1.000 |
1,155.00 |
0.618 |
1,141.50 |
HIGH |
1,119.75 |
0.618 |
1,106.25 |
0.500 |
1,102.00 |
0.382 |
1,098.00 |
LOW |
1,084.50 |
0.618 |
1,062.75 |
1.000 |
1,049.25 |
1.618 |
1,027.50 |
2.618 |
992.25 |
4.250 |
934.75 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,102.00 |
1,105.50 |
PP |
1,096.50 |
1,098.75 |
S1 |
1,090.75 |
1,092.00 |
|