Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,070.75 |
1,070.00 |
-0.75 |
-0.1% |
1,077.50 |
High |
1,076.00 |
1,080.25 |
4.25 |
0.4% |
1,098.50 |
Low |
1,061.75 |
1,064.25 |
2.50 |
0.2% |
1,061.75 |
Close |
1,070.25 |
1,065.50 |
-4.75 |
-0.4% |
1,070.25 |
Range |
14.25 |
16.00 |
1.75 |
12.3% |
36.75 |
ATR |
19.83 |
19.56 |
-0.27 |
-1.4% |
0.00 |
Volume |
1,806,478 |
1,552,340 |
-254,138 |
-14.1% |
9,439,919 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.00 |
1,107.75 |
1,074.25 |
|
R3 |
1,102.00 |
1,091.75 |
1,070.00 |
|
R2 |
1,086.00 |
1,086.00 |
1,068.50 |
|
R1 |
1,075.75 |
1,075.75 |
1,067.00 |
1,073.00 |
PP |
1,070.00 |
1,070.00 |
1,070.00 |
1,068.50 |
S1 |
1,059.75 |
1,059.75 |
1,064.00 |
1,057.00 |
S2 |
1,054.00 |
1,054.00 |
1,062.50 |
|
S3 |
1,038.00 |
1,043.75 |
1,061.00 |
|
S4 |
1,022.00 |
1,027.75 |
1,056.75 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.00 |
1,165.50 |
1,090.50 |
|
R3 |
1,150.25 |
1,128.75 |
1,080.25 |
|
R2 |
1,113.50 |
1,113.50 |
1,077.00 |
|
R1 |
1,092.00 |
1,092.00 |
1,073.50 |
1,084.50 |
PP |
1,076.75 |
1,076.75 |
1,076.75 |
1,073.00 |
S1 |
1,055.25 |
1,055.25 |
1,067.00 |
1,047.50 |
S2 |
1,040.00 |
1,040.00 |
1,063.50 |
|
S3 |
1,003.25 |
1,018.50 |
1,060.25 |
|
S4 |
966.50 |
981.75 |
1,050.00 |
|
|
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 |
1,061.75 |
36.75 |
3.4% |
19.00 |
1.8% |
10% |
False |
False |
1,876,505 |
10 |
1,125.75 |
1,061.75 |
64.00 |
6.0% |
19.75 |
1.8% |
6% |
False |
False |
1,932,102 |
20 |
1,127.75 |
1,061.75 |
66.00 |
6.2% |
18.00 |
1.7% |
6% |
False |
False |
1,815,256 |
40 |
1,127.75 |
1,002.75 |
125.00 |
11.7% |
21.00 |
2.0% |
50% |
False |
False |
2,029,561 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
21.75 |
2.0% |
50% |
False |
False |
1,789,754 |
80 |
1,203.25 |
1,002.75 |
200.50 |
18.8% |
25.25 |
2.4% |
31% |
False |
False |
1,344,362 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
23.00 |
2.2% |
30% |
False |
False |
1,075,863 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
21.00 |
2.0% |
30% |
False |
False |
896,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,148.25 |
2.618 |
1,122.25 |
1.618 |
1,106.25 |
1.000 |
1,096.25 |
0.618 |
1,090.25 |
HIGH |
1,080.25 |
0.618 |
1,074.25 |
0.500 |
1,072.25 |
0.382 |
1,070.25 |
LOW |
1,064.25 |
0.618 |
1,054.25 |
1.000 |
1,048.25 |
1.618 |
1,038.25 |
2.618 |
1,022.25 |
4.250 |
996.25 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,072.25 |
1,078.50 |
PP |
1,070.00 |
1,074.00 |
S1 |
1,067.75 |
1,069.75 |
|