Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,419.0 |
4,468.0 |
49.0 |
1.1% |
4,507.0 |
High |
4,465.0 |
4,478.0 |
13.0 |
0.3% |
4,566.0 |
Low |
4,399.0 |
4,436.0 |
37.0 |
0.8% |
4,345.0 |
Close |
4,453.0 |
4,464.0 |
11.0 |
0.2% |
4,429.0 |
Range |
66.0 |
42.0 |
-24.0 |
-36.4% |
221.0 |
ATR |
61.8 |
60.4 |
-1.4 |
-2.3% |
0.0 |
Volume |
33,677 |
32,260 |
-1,417 |
-4.2% |
186,775 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,585.3 |
4,566.7 |
4,487.1 |
|
R3 |
4,543.3 |
4,524.7 |
4,475.6 |
|
R2 |
4,501.3 |
4,501.3 |
4,471.7 |
|
R1 |
4,482.7 |
4,482.7 |
4,467.9 |
4,471.0 |
PP |
4,459.3 |
4,459.3 |
4,459.3 |
4,453.5 |
S1 |
4,440.7 |
4,440.7 |
4,460.2 |
4,429.0 |
S2 |
4,417.3 |
4,417.3 |
4,456.3 |
|
S3 |
4,375.3 |
4,398.7 |
4,452.5 |
|
S4 |
4,333.3 |
4,356.7 |
4,440.9 |
|
|
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 |
4,478.0 |
4,345.0 |
133.0 |
3.0% |
55.8 |
1.3% |
89% |
True |
False |
35,678 |
10 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
55.5 |
1.2% |
54% |
False |
False |
32,310 |
20 |
4,566.0 |
4,341.0 |
225.0 |
5.0% |
46.8 |
1.0% |
55% |
False |
False |
28,475 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.0% |
50.5 |
1.1% |
75% |
False |
False |
27,071 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
46.5 |
1.0% |
64% |
False |
False |
23,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,656.5 |
2.618 |
4,588.0 |
1.618 |
4,546.0 |
1.000 |
4,520.0 |
0.618 |
4,504.0 |
HIGH |
4,478.0 |
0.618 |
4,462.0 |
0.500 |
4,457.0 |
0.382 |
4,452.0 |
LOW |
4,436.0 |
0.618 |
4,410.0 |
1.000 |
4,394.0 |
1.618 |
4,368.0 |
2.618 |
4,326.0 |
4.250 |
4,257.5 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,461.7 |
4,451.7 |
PP |
4,459.3 |
4,439.3 |
S1 |
4,457.0 |
4,427.0 |
|