Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,064.50 |
1,045.00 |
-19.50 |
-1.8% |
1,070.00 |
High |
1,072.75 |
1,054.25 |
-18.50 |
-1.7% |
1,080.25 |
Low |
1,044.50 |
1,037.50 |
-7.00 |
-0.7% |
1,037.00 |
Close |
1,045.00 |
1,048.25 |
3.25 |
0.3% |
1,063.75 |
Range |
28.25 |
16.75 |
-11.50 |
-40.7% |
43.25 |
ATR |
20.83 |
20.53 |
-0.29 |
-1.4% |
0.00 |
Volume |
1,486,076 |
2,516,451 |
1,030,375 |
69.3% |
11,017,029 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,097.00 |
1,089.25 |
1,057.50 |
|
R3 |
1,080.25 |
1,072.50 |
1,052.75 |
|
R2 |
1,063.50 |
1,063.50 |
1,051.25 |
|
R1 |
1,055.75 |
1,055.75 |
1,049.75 |
1,059.50 |
PP |
1,046.75 |
1,046.75 |
1,046.75 |
1,048.50 |
S1 |
1,039.00 |
1,039.00 |
1,046.75 |
1,043.00 |
S2 |
1,030.00 |
1,030.00 |
1,045.25 |
|
S3 |
1,013.25 |
1,022.25 |
1,043.75 |
|
S4 |
996.50 |
1,005.50 |
1,039.00 |
|
|
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% |
22.25 |
2.1% |
31% |
False |
False |
2,200,752 |
10 |
1,098.50 |
1,037.00 |
61.50 |
5.9% |
20.50 |
2.0% |
18% |
False |
False |
2,106,996 |
20 |
1,127.75 |
1,037.00 |
90.75 |
8.7% |
19.50 |
1.9% |
12% |
False |
False |
1,944,374 |
40 |
1,127.75 |
1,016.25 |
111.50 |
10.6% |
20.25 |
1.9% |
29% |
False |
False |
1,982,159 |
60 |
1,129.50 |
1,002.75 |
126.75 |
12.1% |
21.25 |
2.0% |
36% |
False |
False |
2,010,242 |
80 |
1,170.00 |
1,002.75 |
167.25 |
16.0% |
23.75 |
2.3% |
27% |
False |
False |
1,512,425 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.9% |
23.75 |
2.3% |
22% |
False |
False |
1,210,443 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.9% |
21.50 |
2.1% |
22% |
False |
False |
1,008,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.50 |
2.618 |
1,098.00 |
1.618 |
1,081.25 |
1.000 |
1,071.00 |
0.618 |
1,064.50 |
HIGH |
1,054.25 |
0.618 |
1,047.75 |
0.500 |
1,046.00 |
0.382 |
1,044.00 |
LOW |
1,037.50 |
0.618 |
1,027.25 |
1.000 |
1,020.75 |
1.618 |
1,010.50 |
2.618 |
993.75 |
4.250 |
966.25 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,047.50 |
1,055.00 |
PP |
1,046.75 |
1,052.75 |
S1 |
1,046.00 |
1,050.50 |
|