Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,507.0 |
4,557.0 |
50.0 |
1.1% |
4,472.0 |
High |
4,566.0 |
4,566.0 |
0.0 |
0.0% |
4,563.0 |
Low |
4,482.0 |
4,502.0 |
20.0 |
0.4% |
4,472.0 |
Close |
4,559.0 |
4,507.0 |
-52.0 |
-1.1% |
4,529.0 |
Range |
84.0 |
64.0 |
-20.0 |
-23.8% |
91.0 |
ATR |
55.8 |
56.4 |
0.6 |
1.1% |
0.0 |
Volume |
29,378 |
31,698 |
2,320 |
7.9% |
116,568 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,717.0 |
4,676.0 |
4,542.2 |
|
R3 |
4,653.0 |
4,612.0 |
4,524.6 |
|
R2 |
4,589.0 |
4,589.0 |
4,518.7 |
|
R1 |
4,548.0 |
4,548.0 |
4,512.9 |
4,536.5 |
PP |
4,525.0 |
4,525.0 |
4,525.0 |
4,519.3 |
S1 |
4,484.0 |
4,484.0 |
4,501.1 |
4,472.5 |
S2 |
4,461.0 |
4,461.0 |
4,495.3 |
|
S3 |
4,397.0 |
4,420.0 |
4,489.4 |
|
S4 |
4,333.0 |
4,356.0 |
4,471.8 |
|
|
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 |
1.9% |
45.6 |
1.0% |
30% |
True |
False |
25,234 |
10 |
4,566.0 |
4,450.0 |
116.0 |
2.6% |
42.3 |
0.9% |
49% |
True |
False |
25,053 |
20 |
4,566.0 |
4,322.0 |
244.0 |
5.4% |
41.9 |
0.9% |
76% |
True |
False |
23,948 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.4% |
48.6 |
1.1% |
74% |
False |
False |
26,045 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.4% |
48.0 |
1.1% |
74% |
False |
False |
19,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.0 |
2.618 |
4,733.6 |
1.618 |
4,669.6 |
1.000 |
4,630.0 |
0.618 |
4,605.6 |
HIGH |
4,566.0 |
0.618 |
4,541.6 |
0.500 |
4,534.0 |
0.382 |
4,526.4 |
LOW |
4,502.0 |
0.618 |
4,462.4 |
1.000 |
4,438.0 |
1.618 |
4,398.4 |
2.618 |
4,334.4 |
4.250 |
4,230.0 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,534.0 |
4,524.0 |
PP |
4,525.0 |
4,518.3 |
S1 |
4,516.0 |
4,512.7 |
|