Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,119.25 |
1,085.00 |
-34.25 |
-3.1% |
1,104.50 |
High |
1,119.75 |
1,087.50 |
-32.25 |
-2.9% |
1,127.75 |
Low |
1,084.50 |
1,070.50 |
-14.00 |
-1.3% |
1,101.75 |
Close |
1,085.00 |
1,079.25 |
-5.75 |
-0.5% |
1,119.50 |
Range |
35.25 |
17.00 |
-18.25 |
-51.8% |
26.00 |
ATR |
20.79 |
20.52 |
-0.27 |
-1.3% |
0.00 |
Volume |
2,638,633 |
2,180,592 |
-458,041 |
-17.4% |
8,727,443 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.00 |
1,121.75 |
1,088.50 |
|
R3 |
1,113.00 |
1,104.75 |
1,084.00 |
|
R2 |
1,096.00 |
1,096.00 |
1,082.25 |
|
R1 |
1,087.75 |
1,087.75 |
1,080.75 |
1,083.50 |
PP |
1,079.00 |
1,079.00 |
1,079.00 |
1,077.00 |
S1 |
1,070.75 |
1,070.75 |
1,077.75 |
1,066.50 |
S2 |
1,062.00 |
1,062.00 |
1,076.25 |
|
S3 |
1,045.00 |
1,053.75 |
1,074.50 |
|
S4 |
1,028.00 |
1,036.75 |
1,070.00 |
|
|
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 |
1,127.00 |
1,070.50 |
56.50 |
5.2% |
20.75 |
1.9% |
15% |
False |
True |
2,005,108 |
10 |
1,127.75 |
1,070.50 |
57.25 |
5.3% |
18.00 |
1.7% |
15% |
False |
True |
1,882,582 |
20 |
1,127.75 |
1,050.75 |
77.00 |
7.1% |
20.25 |
1.9% |
37% |
False |
False |
1,975,067 |
40 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
21.25 |
2.0% |
60% |
False |
False |
2,120,396 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
23.75 |
2.2% |
60% |
False |
False |
1,583,370 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
25.25 |
2.3% |
37% |
False |
False |
1,188,682 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
22.50 |
2.1% |
37% |
False |
False |
951,246 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
20.50 |
1.9% |
37% |
False |
False |
792,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.75 |
2.618 |
1,132.00 |
1.618 |
1,115.00 |
1.000 |
1,104.50 |
0.618 |
1,098.00 |
HIGH |
1,087.50 |
0.618 |
1,081.00 |
0.500 |
1,079.00 |
0.382 |
1,077.00 |
LOW |
1,070.50 |
0.618 |
1,060.00 |
1.000 |
1,053.50 |
1.618 |
1,043.00 |
2.618 |
1,026.00 |
4.250 |
998.25 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,079.25 |
1,098.00 |
PP |
1,079.00 |
1,091.75 |
S1 |
1,079.00 |
1,085.50 |
|