Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,557.0 |
4,500.0 |
-57.0 |
-1.3% |
4,472.0 |
High |
4,566.0 |
4,500.0 |
-66.0 |
-1.4% |
4,563.0 |
Low |
4,502.0 |
4,420.0 |
-82.0 |
-1.8% |
4,472.0 |
Close |
4,507.0 |
4,430.0 |
-77.0 |
-1.7% |
4,529.0 |
Range |
64.0 |
80.0 |
16.0 |
25.0% |
91.0 |
ATR |
56.4 |
58.5 |
2.2 |
3.9% |
0.0 |
Volume |
31,698 |
46,670 |
14,972 |
47.2% |
116,568 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,690.0 |
4,640.0 |
4,474.0 |
|
R3 |
4,610.0 |
4,560.0 |
4,452.0 |
|
R2 |
4,530.0 |
4,530.0 |
4,444.7 |
|
R1 |
4,480.0 |
4,480.0 |
4,437.3 |
4,465.0 |
PP |
4,450.0 |
4,450.0 |
4,450.0 |
4,442.5 |
S1 |
4,400.0 |
4,400.0 |
4,422.7 |
4,385.0 |
S2 |
4,370.0 |
4,370.0 |
4,415.3 |
|
S3 |
4,290.0 |
4,320.0 |
4,408.0 |
|
S4 |
4,210.0 |
4,240.0 |
4,386.0 |
|
|
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 |
4,420.0 |
146.0 |
3.3% |
55.2 |
1.2% |
7% |
False |
True |
28,943 |
10 |
4,566.0 |
4,420.0 |
146.0 |
3.3% |
45.6 |
1.0% |
7% |
False |
True |
27,183 |
20 |
4,566.0 |
4,322.0 |
244.0 |
5.5% |
44.4 |
1.0% |
44% |
False |
False |
25,076 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
49.7 |
1.1% |
57% |
False |
False |
25,642 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
48.2 |
1.1% |
57% |
False |
False |
20,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,840.0 |
2.618 |
4,709.4 |
1.618 |
4,629.4 |
1.000 |
4,580.0 |
0.618 |
4,549.4 |
HIGH |
4,500.0 |
0.618 |
4,469.4 |
0.500 |
4,460.0 |
0.382 |
4,450.6 |
LOW |
4,420.0 |
0.618 |
4,370.6 |
1.000 |
4,340.0 |
1.618 |
4,290.6 |
2.618 |
4,210.6 |
4.250 |
4,080.0 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,460.0 |
4,493.0 |
PP |
4,450.0 |
4,472.0 |
S1 |
4,440.0 |
4,451.0 |
|