Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,077.50 |
1,077.25 |
-0.25 |
0.0% |
1,120.00 |
High |
1,081.50 |
1,098.50 |
17.00 |
1.6% |
1,126.75 |
Low |
1,066.25 |
1,074.50 |
8.25 |
0.8% |
1,070.50 |
Close |
1,077.00 |
1,089.00 |
12.00 |
1.1% |
1,076.00 |
Range |
15.25 |
24.00 |
8.75 |
57.4% |
56.25 |
ATR |
19.88 |
20.17 |
0.29 |
1.5% |
0.00 |
Volume |
1,609,731 |
1,779,783 |
170,052 |
10.6% |
9,327,671 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.25 |
1,148.25 |
1,102.25 |
|
R3 |
1,135.25 |
1,124.25 |
1,095.50 |
|
R2 |
1,111.25 |
1,111.25 |
1,093.50 |
|
R1 |
1,100.25 |
1,100.25 |
1,091.25 |
1,105.75 |
PP |
1,087.25 |
1,087.25 |
1,087.25 |
1,090.00 |
S1 |
1,076.25 |
1,076.25 |
1,086.75 |
1,081.75 |
S2 |
1,063.25 |
1,063.25 |
1,084.50 |
|
S3 |
1,039.25 |
1,052.25 |
1,082.50 |
|
S4 |
1,015.25 |
1,028.25 |
1,075.75 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.75 |
1,224.25 |
1,107.00 |
|
R3 |
1,203.50 |
1,168.00 |
1,091.50 |
|
R2 |
1,147.25 |
1,147.25 |
1,086.25 |
|
R1 |
1,111.75 |
1,111.75 |
1,081.25 |
1,101.50 |
PP |
1,091.00 |
1,091.00 |
1,091.00 |
1,086.00 |
S1 |
1,055.50 |
1,055.50 |
1,070.75 |
1,045.00 |
S2 |
1,034.75 |
1,034.75 |
1,065.75 |
|
S3 |
978.50 |
999.25 |
1,060.50 |
|
S4 |
922.25 |
943.00 |
1,045.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,119.75 |
1,066.25 |
53.50 |
4.9% |
21.50 |
2.0% |
43% |
False |
False |
1,937,626 |
10 |
1,127.75 |
1,066.25 |
61.50 |
5.6% |
18.50 |
1.7% |
37% |
False |
False |
1,781,752 |
20 |
1,127.75 |
1,061.00 |
66.75 |
6.1% |
19.25 |
1.8% |
42% |
False |
False |
1,884,456 |
40 |
1,127.75 |
1,002.75 |
125.00 |
11.5% |
21.25 |
2.0% |
69% |
False |
False |
2,070,396 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
22.75 |
2.1% |
68% |
False |
False |
1,664,212 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
25.25 |
2.3% |
41% |
False |
False |
1,249,426 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
22.50 |
2.1% |
41% |
False |
False |
999,887 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
20.50 |
1.9% |
41% |
False |
False |
833,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.50 |
2.618 |
1,161.25 |
1.618 |
1,137.25 |
1.000 |
1,122.50 |
0.618 |
1,113.25 |
HIGH |
1,098.50 |
0.618 |
1,089.25 |
0.500 |
1,086.50 |
0.382 |
1,083.75 |
LOW |
1,074.50 |
0.618 |
1,059.75 |
1.000 |
1,050.50 |
1.618 |
1,035.75 |
2.618 |
1,011.75 |
4.250 |
972.50 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,088.25 |
1,086.75 |
PP |
1,087.25 |
1,084.50 |
S1 |
1,086.50 |
1,082.50 |
|