Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,070.00 |
1,065.50 |
-4.50 |
-0.4% |
1,077.50 |
High |
1,080.25 |
1,065.75 |
-14.50 |
-1.3% |
1,098.50 |
Low |
1,064.25 |
1,044.00 |
-20.25 |
-1.9% |
1,061.75 |
Close |
1,065.50 |
1,049.75 |
-15.75 |
-1.5% |
1,070.25 |
Range |
16.00 |
21.75 |
5.75 |
35.9% |
36.75 |
ATR |
19.56 |
19.72 |
0.16 |
0.8% |
0.00 |
Volume |
1,552,340 |
2,463,456 |
911,116 |
58.7% |
9,439,919 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.50 |
1,105.75 |
1,061.75 |
|
R3 |
1,096.75 |
1,084.00 |
1,055.75 |
|
R2 |
1,075.00 |
1,075.00 |
1,053.75 |
|
R1 |
1,062.25 |
1,062.25 |
1,051.75 |
1,057.75 |
PP |
1,053.25 |
1,053.25 |
1,053.25 |
1,051.00 |
S1 |
1,040.50 |
1,040.50 |
1,047.75 |
1,036.00 |
S2 |
1,031.50 |
1,031.50 |
1,045.75 |
|
S3 |
1,009.75 |
1,018.75 |
1,043.75 |
|
S4 |
988.00 |
997.00 |
1,037.75 |
|
|
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 |
1,044.00 |
54.50 |
5.2% |
18.75 |
1.8% |
11% |
False |
True |
2,013,240 |
10 |
1,119.75 |
1,044.00 |
75.75 |
7.2% |
20.00 |
1.9% |
8% |
False |
True |
1,975,433 |
20 |
1,127.75 |
1,044.00 |
83.75 |
8.0% |
18.50 |
1.8% |
7% |
False |
True |
1,861,233 |
40 |
1,127.75 |
1,002.75 |
125.00 |
11.9% |
21.25 |
2.0% |
38% |
False |
False |
2,029,781 |
60 |
1,129.50 |
1,002.75 |
126.75 |
12.1% |
21.75 |
2.1% |
37% |
False |
False |
1,830,183 |
80 |
1,197.25 |
1,002.75 |
194.50 |
18.5% |
25.25 |
2.4% |
24% |
False |
False |
1,375,144 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.9% |
23.00 |
2.2% |
23% |
False |
False |
1,100,492 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.9% |
21.00 |
2.0% |
23% |
False |
False |
917,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.25 |
2.618 |
1,122.75 |
1.618 |
1,101.00 |
1.000 |
1,087.50 |
0.618 |
1,079.25 |
HIGH |
1,065.75 |
0.618 |
1,057.50 |
0.500 |
1,055.00 |
0.382 |
1,052.25 |
LOW |
1,044.00 |
0.618 |
1,030.50 |
1.000 |
1,022.25 |
1.618 |
1,008.75 |
2.618 |
987.00 |
4.250 |
951.50 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,055.00 |
1,062.00 |
PP |
1,053.25 |
1,058.00 |
S1 |
1,051.50 |
1,054.00 |
|