Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,537.0 |
4,507.0 |
-30.0 |
-0.7% |
4,472.0 |
High |
4,539.0 |
4,566.0 |
27.0 |
0.6% |
4,563.0 |
Low |
4,514.0 |
4,482.0 |
-32.0 |
-0.7% |
4,472.0 |
Close |
4,529.0 |
4,559.0 |
30.0 |
0.7% |
4,529.0 |
Range |
25.0 |
84.0 |
59.0 |
236.0% |
91.0 |
ATR |
53.6 |
55.8 |
2.2 |
4.1% |
0.0 |
Volume |
16,569 |
29,378 |
12,809 |
77.3% |
116,568 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,787.7 |
4,757.3 |
4,605.2 |
|
R3 |
4,703.7 |
4,673.3 |
4,582.1 |
|
R2 |
4,619.7 |
4,619.7 |
4,574.4 |
|
R1 |
4,589.3 |
4,589.3 |
4,566.7 |
4,604.5 |
PP |
4,535.7 |
4,535.7 |
4,535.7 |
4,543.3 |
S1 |
4,505.3 |
4,505.3 |
4,551.3 |
4,520.5 |
S2 |
4,451.7 |
4,451.7 |
4,543.6 |
|
S3 |
4,367.7 |
4,421.3 |
4,535.9 |
|
S4 |
4,283.7 |
4,337.3 |
4,512.8 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,794.3 |
4,752.7 |
4,579.1 |
|
R3 |
4,703.3 |
4,661.7 |
4,554.0 |
|
R2 |
4,612.3 |
4,612.3 |
4,545.7 |
|
R1 |
4,570.7 |
4,570.7 |
4,537.3 |
4,591.5 |
PP |
4,521.3 |
4,521.3 |
4,521.3 |
4,531.8 |
S1 |
4,479.7 |
4,479.7 |
4,520.7 |
4,500.5 |
S2 |
4,430.3 |
4,430.3 |
4,512.3 |
|
S3 |
4,339.3 |
4,388.7 |
4,504.0 |
|
S4 |
4,248.3 |
4,297.7 |
4,479.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,566.0 |
4,482.0 |
84.0 |
1.8% |
40.8 |
0.9% |
92% |
True |
True |
24,951 |
10 |
4,566.0 |
4,450.0 |
116.0 |
2.5% |
39.6 |
0.9% |
94% |
True |
False |
23,857 |
20 |
4,566.0 |
4,322.0 |
244.0 |
5.4% |
41.8 |
0.9% |
97% |
True |
False |
23,615 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
47.9 |
1.1% |
85% |
False |
False |
28,212 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
46.9 |
1.0% |
85% |
False |
False |
19,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,923.0 |
2.618 |
4,785.9 |
1.618 |
4,701.9 |
1.000 |
4,650.0 |
0.618 |
4,617.9 |
HIGH |
4,566.0 |
0.618 |
4,533.9 |
0.500 |
4,524.0 |
0.382 |
4,514.1 |
LOW |
4,482.0 |
0.618 |
4,430.1 |
1.000 |
4,398.0 |
1.618 |
4,346.1 |
2.618 |
4,262.1 |
4.250 |
4,125.0 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,547.3 |
4,547.3 |
PP |
4,535.7 |
4,535.7 |
S1 |
4,524.0 |
4,524.0 |
|