Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,043.75 |
1,064.50 |
20.75 |
2.0% |
1,070.00 |
High |
1,064.50 |
1,072.75 |
8.25 |
0.8% |
1,080.25 |
Low |
1,037.25 |
1,044.50 |
7.25 |
0.7% |
1,037.00 |
Close |
1,063.75 |
1,045.00 |
-18.75 |
-1.8% |
1,063.75 |
Range |
27.25 |
28.25 |
1.00 |
3.7% |
43.25 |
ATR |
20.25 |
20.83 |
0.57 |
2.8% |
0.00 |
Volume |
2,540,909 |
1,486,076 |
-1,054,833 |
-41.5% |
11,017,029 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.75 |
1,120.25 |
1,060.50 |
|
R3 |
1,110.50 |
1,092.00 |
1,052.75 |
|
R2 |
1,082.25 |
1,082.25 |
1,050.25 |
|
R1 |
1,063.75 |
1,063.75 |
1,047.50 |
1,059.00 |
PP |
1,054.00 |
1,054.00 |
1,054.00 |
1,051.75 |
S1 |
1,035.50 |
1,035.50 |
1,042.50 |
1,030.50 |
S2 |
1,025.75 |
1,025.75 |
1,039.75 |
|
S3 |
997.50 |
1,007.25 |
1,037.25 |
|
S4 |
969.25 |
979.00 |
1,029.50 |
|
|
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 |
1,072.75 |
1,037.00 |
35.75 |
3.4% |
23.25 |
2.2% |
22% |
True |
False |
2,190,153 |
10 |
1,098.50 |
1,037.00 |
61.50 |
5.9% |
21.25 |
2.0% |
13% |
False |
False |
2,033,329 |
20 |
1,127.75 |
1,037.00 |
90.75 |
8.7% |
19.25 |
1.8% |
9% |
False |
False |
1,893,227 |
40 |
1,127.75 |
1,002.75 |
125.00 |
12.0% |
20.75 |
2.0% |
34% |
False |
False |
1,972,631 |
60 |
1,129.50 |
1,002.75 |
126.75 |
12.1% |
21.25 |
2.0% |
33% |
False |
False |
1,969,348 |
80 |
1,170.00 |
1,002.75 |
167.25 |
16.0% |
24.00 |
2.3% |
25% |
False |
False |
1,481,063 |
100 |
1,211.50 |
1,002.75 |
208.75 |
20.0% |
23.50 |
2.3% |
20% |
False |
False |
1,185,287 |
120 |
1,211.50 |
1,002.75 |
208.75 |
20.0% |
21.50 |
2.1% |
20% |
False |
False |
987,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.75 |
2.618 |
1,146.75 |
1.618 |
1,118.50 |
1.000 |
1,101.00 |
0.618 |
1,090.25 |
HIGH |
1,072.75 |
0.618 |
1,062.00 |
0.500 |
1,058.50 |
0.382 |
1,055.25 |
LOW |
1,044.50 |
0.618 |
1,027.00 |
1.000 |
1,016.25 |
1.618 |
998.75 |
2.618 |
970.50 |
4.250 |
924.50 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,058.50 |
1,055.00 |
PP |
1,054.00 |
1,051.75 |
S1 |
1,049.50 |
1,048.25 |
|