Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,468.0 |
4,450.0 |
-18.0 |
-0.4% |
4,507.0 |
High |
4,478.0 |
4,462.0 |
-16.0 |
-0.4% |
4,566.0 |
Low |
4,436.0 |
4,429.0 |
-7.0 |
-0.2% |
4,345.0 |
Close |
4,464.0 |
4,453.0 |
-11.0 |
-0.2% |
4,429.0 |
Range |
42.0 |
33.0 |
-9.0 |
-21.4% |
221.0 |
ATR |
60.4 |
58.6 |
-1.8 |
-3.0% |
0.0 |
Volume |
32,260 |
32,629 |
369 |
1.1% |
186,775 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,547.0 |
4,533.0 |
4,471.2 |
|
R3 |
4,514.0 |
4,500.0 |
4,462.1 |
|
R2 |
4,481.0 |
4,481.0 |
4,459.1 |
|
R1 |
4,467.0 |
4,467.0 |
4,456.0 |
4,474.0 |
PP |
4,448.0 |
4,448.0 |
4,448.0 |
4,451.5 |
S1 |
4,434.0 |
4,434.0 |
4,450.0 |
4,441.0 |
S2 |
4,415.0 |
4,415.0 |
4,447.0 |
|
S3 |
4,382.0 |
4,401.0 |
4,443.9 |
|
S4 |
4,349.0 |
4,368.0 |
4,434.9 |
|
|
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 |
4,350.0 |
128.0 |
2.9% |
55.2 |
1.2% |
80% |
False |
False |
34,300 |
10 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
56.5 |
1.3% |
49% |
False |
False |
33,533 |
20 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
45.8 |
1.0% |
49% |
False |
False |
29,003 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.1% |
50.2 |
1.1% |
72% |
False |
False |
27,264 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
46.1 |
1.0% |
62% |
False |
False |
24,115 |
80 |
4,814.0 |
4,163.0 |
651.0 |
14.6% |
47.3 |
1.1% |
45% |
False |
False |
18,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.3 |
2.618 |
4,548.4 |
1.618 |
4,515.4 |
1.000 |
4,495.0 |
0.618 |
4,482.4 |
HIGH |
4,462.0 |
0.618 |
4,449.4 |
0.500 |
4,445.5 |
0.382 |
4,441.6 |
LOW |
4,429.0 |
0.618 |
4,408.6 |
1.000 |
4,396.0 |
1.618 |
4,375.6 |
2.618 |
4,342.6 |
4.250 |
4,288.8 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,450.5 |
4,448.2 |
PP |
4,448.0 |
4,443.3 |
S1 |
4,445.5 |
4,438.5 |
|