Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,350.0 |
4,381.0 |
31.0 |
0.7% |
4,507.0 |
High |
4,434.0 |
4,427.0 |
-7.0 |
-0.2% |
4,566.0 |
Low |
4,350.0 |
4,376.0 |
26.0 |
0.6% |
4,345.0 |
Close |
4,429.0 |
4,420.0 |
-9.0 |
-0.2% |
4,429.0 |
Range |
84.0 |
51.0 |
-33.0 |
-39.3% |
221.0 |
ATR |
62.1 |
61.5 |
-0.7 |
-1.0% |
0.0 |
Volume |
39,509 |
33,425 |
-6,084 |
-15.4% |
186,775 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,560.7 |
4,541.3 |
4,448.1 |
|
R3 |
4,509.7 |
4,490.3 |
4,434.0 |
|
R2 |
4,458.7 |
4,458.7 |
4,429.4 |
|
R1 |
4,439.3 |
4,439.3 |
4,424.7 |
4,449.0 |
PP |
4,407.7 |
4,407.7 |
4,407.7 |
4,412.5 |
S1 |
4,388.3 |
4,388.3 |
4,415.3 |
4,398.0 |
S2 |
4,356.7 |
4,356.7 |
4,410.7 |
|
S3 |
4,305.7 |
4,337.3 |
4,406.0 |
|
S4 |
4,254.7 |
4,286.3 |
4,392.0 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,109.7 |
4,990.3 |
4,550.6 |
|
R3 |
4,888.7 |
4,769.3 |
4,489.8 |
|
R2 |
4,667.7 |
4,667.7 |
4,469.5 |
|
R1 |
4,548.3 |
4,548.3 |
4,449.3 |
4,497.5 |
PP |
4,446.7 |
4,446.7 |
4,446.7 |
4,421.3 |
S1 |
4,327.3 |
4,327.3 |
4,408.7 |
4,276.5 |
S2 |
4,225.7 |
4,225.7 |
4,388.5 |
|
S3 |
4,004.7 |
4,106.3 |
4,368.2 |
|
S4 |
3,783.7 |
3,885.3 |
4,307.5 |
|
|
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 |
5.0% |
63.0 |
1.4% |
34% |
False |
False |
38,164 |
10 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
51.9 |
1.2% |
34% |
False |
False |
31,558 |
20 |
4,566.0 |
4,322.0 |
244.0 |
5.5% |
47.1 |
1.1% |
40% |
False |
False |
27,668 |
40 |
4,594.0 |
4,163.0 |
431.0 |
9.8% |
50.4 |
1.1% |
60% |
False |
False |
26,574 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.6% |
46.5 |
1.1% |
55% |
False |
False |
22,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,643.8 |
2.618 |
4,560.5 |
1.618 |
4,509.5 |
1.000 |
4,478.0 |
0.618 |
4,458.5 |
HIGH |
4,427.0 |
0.618 |
4,407.5 |
0.500 |
4,401.5 |
0.382 |
4,395.5 |
LOW |
4,376.0 |
0.618 |
4,344.5 |
1.000 |
4,325.0 |
1.618 |
4,293.5 |
2.618 |
4,242.5 |
4.250 |
4,159.3 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,413.8 |
4,409.8 |
PP |
4,407.7 |
4,399.7 |
S1 |
4,401.5 |
4,389.5 |
|