Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,050.00 |
1,055.25 |
5.25 |
0.5% |
1,077.50 |
High |
1,057.75 |
1,061.75 |
4.00 |
0.4% |
1,098.50 |
Low |
1,037.00 |
1,043.00 |
6.00 |
0.6% |
1,061.75 |
Close |
1,054.50 |
1,044.75 |
-9.75 |
-0.9% |
1,070.25 |
Range |
20.75 |
18.75 |
-2.00 |
-9.6% |
36.75 |
ATR |
19.79 |
19.72 |
-0.07 |
-0.4% |
0.00 |
Volume |
2,469,673 |
1,990,651 |
-479,022 |
-19.4% |
9,439,919 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.00 |
1,094.25 |
1,055.00 |
|
R3 |
1,087.25 |
1,075.50 |
1,050.00 |
|
R2 |
1,068.50 |
1,068.50 |
1,048.25 |
|
R1 |
1,056.75 |
1,056.75 |
1,046.50 |
1,053.25 |
PP |
1,049.75 |
1,049.75 |
1,049.75 |
1,048.00 |
S1 |
1,038.00 |
1,038.00 |
1,043.00 |
1,034.50 |
S2 |
1,031.00 |
1,031.00 |
1,041.25 |
|
S3 |
1,012.25 |
1,019.25 |
1,039.50 |
|
S4 |
993.50 |
1,000.50 |
1,034.50 |
|
|
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 |
1,080.25 |
1,037.00 |
43.25 |
4.1% |
18.25 |
1.8% |
18% |
False |
False |
2,056,519 |
10 |
1,098.50 |
1,037.00 |
61.50 |
5.9% |
18.75 |
1.8% |
13% |
False |
False |
1,939,543 |
20 |
1,127.75 |
1,037.00 |
90.75 |
8.7% |
18.50 |
1.8% |
9% |
False |
False |
1,911,062 |
40 |
1,127.75 |
1,002.75 |
125.00 |
12.0% |
20.50 |
2.0% |
34% |
False |
False |
2,021,380 |
60 |
1,129.50 |
1,002.75 |
126.75 |
12.1% |
21.50 |
2.0% |
33% |
False |
False |
1,903,867 |
80 |
1,170.25 |
1,002.75 |
167.50 |
16.0% |
25.00 |
2.4% |
25% |
False |
False |
1,430,840 |
100 |
1,211.50 |
1,002.75 |
208.75 |
20.0% |
23.25 |
2.2% |
20% |
False |
False |
1,145,073 |
120 |
1,211.50 |
1,002.75 |
208.75 |
20.0% |
21.25 |
2.0% |
20% |
False |
False |
954,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,141.50 |
2.618 |
1,110.75 |
1.618 |
1,092.00 |
1.000 |
1,080.50 |
0.618 |
1,073.25 |
HIGH |
1,061.75 |
0.618 |
1,054.50 |
0.500 |
1,052.50 |
0.382 |
1,050.25 |
LOW |
1,043.00 |
0.618 |
1,031.50 |
1.000 |
1,024.25 |
1.618 |
1,012.75 |
2.618 |
994.00 |
4.250 |
963.25 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,052.50 |
1,051.50 |
PP |
1,049.75 |
1,049.25 |
S1 |
1,047.25 |
1,047.00 |
|