Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,055.25 |
1,043.75 |
-11.50 |
-1.1% |
1,070.00 |
High |
1,061.75 |
1,064.50 |
2.75 |
0.3% |
1,080.25 |
Low |
1,043.00 |
1,037.25 |
-5.75 |
-0.6% |
1,037.00 |
Close |
1,044.75 |
1,063.75 |
19.00 |
1.8% |
1,063.75 |
Range |
18.75 |
27.25 |
8.50 |
45.3% |
43.25 |
ATR |
19.72 |
20.25 |
0.54 |
2.7% |
0.00 |
Volume |
1,990,651 |
2,540,909 |
550,258 |
27.6% |
11,017,029 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.00 |
1,127.50 |
1,078.75 |
|
R3 |
1,109.75 |
1,100.25 |
1,071.25 |
|
R2 |
1,082.50 |
1,082.50 |
1,068.75 |
|
R1 |
1,073.00 |
1,073.00 |
1,066.25 |
1,077.75 |
PP |
1,055.25 |
1,055.25 |
1,055.25 |
1,057.50 |
S1 |
1,045.75 |
1,045.75 |
1,061.25 |
1,050.50 |
S2 |
1,028.00 |
1,028.00 |
1,058.75 |
|
S3 |
1,000.75 |
1,018.50 |
1,056.25 |
|
S4 |
973.50 |
991.25 |
1,048.75 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.00 |
1,170.25 |
1,087.50 |
|
R3 |
1,146.75 |
1,127.00 |
1,075.75 |
|
R2 |
1,103.50 |
1,103.50 |
1,071.75 |
|
R1 |
1,083.75 |
1,083.75 |
1,067.75 |
1,072.00 |
PP |
1,060.25 |
1,060.25 |
1,060.25 |
1,054.50 |
S1 |
1,040.50 |
1,040.50 |
1,059.75 |
1,028.75 |
S2 |
1,017.00 |
1,017.00 |
1,055.75 |
|
S3 |
973.75 |
997.25 |
1,051.75 |
|
S4 |
930.50 |
954.00 |
1,040.00 |
|
|
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% |
21.00 |
2.0% |
62% |
False |
False |
2,203,405 |
10 |
1,098.50 |
1,037.00 |
61.50 |
5.8% |
20.00 |
1.9% |
43% |
False |
False |
2,045,694 |
20 |
1,127.75 |
1,037.00 |
90.75 |
8.5% |
18.75 |
1.8% |
29% |
False |
False |
1,925,603 |
40 |
1,127.75 |
1,002.75 |
125.00 |
11.8% |
20.50 |
1.9% |
49% |
False |
False |
2,019,352 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
21.50 |
2.0% |
48% |
False |
False |
1,945,869 |
80 |
1,170.00 |
1,002.75 |
167.25 |
15.7% |
25.00 |
2.4% |
36% |
False |
False |
1,462,539 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
23.50 |
2.2% |
29% |
False |
False |
1,170,460 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
21.25 |
2.0% |
29% |
False |
False |
975,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.25 |
2.618 |
1,135.75 |
1.618 |
1,108.50 |
1.000 |
1,091.75 |
0.618 |
1,081.25 |
HIGH |
1,064.50 |
0.618 |
1,054.00 |
0.500 |
1,051.00 |
0.382 |
1,047.75 |
LOW |
1,037.25 |
0.618 |
1,020.50 |
1.000 |
1,010.00 |
1.618 |
993.25 |
2.618 |
966.00 |
4.250 |
921.50 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,059.50 |
1,059.50 |
PP |
1,055.25 |
1,055.00 |
S1 |
1,051.00 |
1,050.75 |
|