Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,077.25 |
1,089.00 |
11.75 |
1.1% |
1,120.00 |
High |
1,098.50 |
1,098.50 |
0.00 |
0.0% |
1,126.75 |
Low |
1,074.50 |
1,083.75 |
9.25 |
0.9% |
1,070.50 |
Close |
1,089.00 |
1,086.75 |
-2.25 |
-0.2% |
1,076.00 |
Range |
24.00 |
14.75 |
-9.25 |
-38.5% |
56.25 |
ATR |
20.17 |
19.78 |
-0.39 |
-1.9% |
0.00 |
Volume |
1,779,783 |
1,808,554 |
28,771 |
1.6% |
9,327,671 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.00 |
1,125.00 |
1,094.75 |
|
R3 |
1,119.25 |
1,110.25 |
1,090.75 |
|
R2 |
1,104.50 |
1,104.50 |
1,089.50 |
|
R1 |
1,095.50 |
1,095.50 |
1,088.00 |
1,092.50 |
PP |
1,089.75 |
1,089.75 |
1,089.75 |
1,088.25 |
S1 |
1,080.75 |
1,080.75 |
1,085.50 |
1,078.00 |
S2 |
1,075.00 |
1,075.00 |
1,084.00 |
|
S3 |
1,060.25 |
1,066.00 |
1,082.75 |
|
S4 |
1,045.50 |
1,051.25 |
1,078.75 |
|
|
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 |
1,098.50 |
1,066.25 |
32.25 |
3.0% |
17.50 |
1.6% |
64% |
True |
False |
1,771,610 |
10 |
1,127.75 |
1,066.25 |
61.50 |
5.7% |
18.50 |
1.7% |
33% |
False |
False |
1,803,427 |
20 |
1,127.75 |
1,061.25 |
66.50 |
6.1% |
18.50 |
1.7% |
38% |
False |
False |
1,861,093 |
40 |
1,127.75 |
1,002.75 |
125.00 |
11.5% |
21.00 |
1.9% |
67% |
False |
False |
2,061,558 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
22.75 |
2.1% |
66% |
False |
False |
1,694,216 |
80 |
1,205.00 |
1,002.75 |
202.25 |
18.6% |
25.25 |
2.3% |
42% |
False |
False |
1,272,022 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
22.75 |
2.1% |
40% |
False |
False |
1,017,949 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
20.75 |
1.9% |
40% |
False |
False |
848,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.25 |
2.618 |
1,137.00 |
1.618 |
1,122.25 |
1.000 |
1,113.25 |
0.618 |
1,107.50 |
HIGH |
1,098.50 |
0.618 |
1,092.75 |
0.500 |
1,091.00 |
0.382 |
1,089.50 |
LOW |
1,083.75 |
0.618 |
1,074.75 |
1.000 |
1,069.00 |
1.618 |
1,060.00 |
2.618 |
1,045.25 |
4.250 |
1,021.00 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,091.00 |
1,085.25 |
PP |
1,089.75 |
1,083.75 |
S1 |
1,088.25 |
1,082.50 |
|