Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,500.0 |
4,350.0 |
-150.0 |
-3.3% |
4,472.0 |
High |
4,500.0 |
4,381.0 |
-119.0 |
-2.6% |
4,563.0 |
Low |
4,420.0 |
4,345.0 |
-75.0 |
-1.7% |
4,472.0 |
Close |
4,430.0 |
4,356.0 |
-74.0 |
-1.7% |
4,529.0 |
Range |
80.0 |
36.0 |
-44.0 |
-55.0% |
91.0 |
ATR |
58.5 |
60.4 |
1.9 |
3.2% |
0.0 |
Volume |
46,670 |
39,520 |
-7,150 |
-15.3% |
116,568 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,468.7 |
4,448.3 |
4,375.8 |
|
R3 |
4,432.7 |
4,412.3 |
4,365.9 |
|
R2 |
4,396.7 |
4,396.7 |
4,362.6 |
|
R1 |
4,376.3 |
4,376.3 |
4,359.3 |
4,386.5 |
PP |
4,360.7 |
4,360.7 |
4,360.7 |
4,365.8 |
S1 |
4,340.3 |
4,340.3 |
4,352.7 |
4,350.5 |
S2 |
4,324.7 |
4,324.7 |
4,349.4 |
|
S3 |
4,288.7 |
4,304.3 |
4,346.1 |
|
S4 |
4,252.7 |
4,268.3 |
4,336.2 |
|
|
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 |
4,345.0 |
221.0 |
5.1% |
57.8 |
1.3% |
5% |
False |
True |
32,767 |
10 |
4,566.0 |
4,345.0 |
221.0 |
5.1% |
46.1 |
1.1% |
5% |
False |
True |
29,010 |
20 |
4,566.0 |
4,322.0 |
244.0 |
5.6% |
44.2 |
1.0% |
14% |
False |
False |
25,817 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.7% |
49.3 |
1.1% |
41% |
False |
False |
25,982 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.7% |
47.7 |
1.1% |
41% |
False |
False |
21,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,534.0 |
2.618 |
4,475.2 |
1.618 |
4,439.2 |
1.000 |
4,417.0 |
0.618 |
4,403.2 |
HIGH |
4,381.0 |
0.618 |
4,367.2 |
0.500 |
4,363.0 |
0.382 |
4,358.8 |
LOW |
4,345.0 |
0.618 |
4,322.8 |
1.000 |
4,309.0 |
1.618 |
4,286.8 |
2.618 |
4,250.8 |
4.250 |
4,192.0 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,363.0 |
4,455.5 |
PP |
4,360.7 |
4,422.3 |
S1 |
4,358.3 |
4,389.2 |
|