Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,450.0 |
4,400.0 |
-50.0 |
-1.1% |
4,381.0 |
High |
4,462.0 |
4,421.0 |
-41.0 |
-0.9% |
4,478.0 |
Low |
4,429.0 |
4,382.0 |
-47.0 |
-1.1% |
4,376.0 |
Close |
4,453.0 |
4,395.0 |
-58.0 |
-1.3% |
4,395.0 |
Range |
33.0 |
39.0 |
6.0 |
18.2% |
102.0 |
ATR |
58.6 |
59.5 |
0.9 |
1.5% |
0.0 |
Volume |
32,629 |
34,957 |
2,328 |
7.1% |
166,948 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.3 |
4,494.7 |
4,416.5 |
|
R3 |
4,477.3 |
4,455.7 |
4,405.7 |
|
R2 |
4,438.3 |
4,438.3 |
4,402.2 |
|
R1 |
4,416.7 |
4,416.7 |
4,398.6 |
4,408.0 |
PP |
4,399.3 |
4,399.3 |
4,399.3 |
4,395.0 |
S1 |
4,377.7 |
4,377.7 |
4,391.4 |
4,369.0 |
S2 |
4,360.3 |
4,360.3 |
4,387.9 |
|
S3 |
4,321.3 |
4,338.7 |
4,384.3 |
|
S4 |
4,282.3 |
4,299.7 |
4,373.6 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.3 |
4,660.7 |
4,451.1 |
|
R3 |
4,620.3 |
4,558.7 |
4,423.1 |
|
R2 |
4,518.3 |
4,518.3 |
4,413.7 |
|
R1 |
4,456.7 |
4,456.7 |
4,404.4 |
4,487.5 |
PP |
4,416.3 |
4,416.3 |
4,416.3 |
4,431.8 |
S1 |
4,354.7 |
4,354.7 |
4,385.7 |
4,385.5 |
S2 |
4,314.3 |
4,314.3 |
4,376.3 |
|
S3 |
4,212.3 |
4,252.7 |
4,367.0 |
|
S4 |
4,110.3 |
4,150.7 |
4,338.9 |
|
|
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 |
4,376.0 |
102.0 |
2.3% |
46.2 |
1.1% |
19% |
False |
False |
33,389 |
10 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
57.9 |
1.3% |
23% |
False |
False |
35,372 |
20 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
46.1 |
1.0% |
23% |
False |
False |
29,296 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.2% |
50.2 |
1.1% |
58% |
False |
False |
27,653 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.6% |
46.8 |
1.1% |
50% |
False |
False |
24,691 |
80 |
4,814.0 |
4,163.0 |
651.0 |
14.8% |
47.4 |
1.1% |
36% |
False |
False |
18,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,586.8 |
2.618 |
4,523.1 |
1.618 |
4,484.1 |
1.000 |
4,460.0 |
0.618 |
4,445.1 |
HIGH |
4,421.0 |
0.618 |
4,406.1 |
0.500 |
4,401.5 |
0.382 |
4,396.9 |
LOW |
4,382.0 |
0.618 |
4,357.9 |
1.000 |
4,343.0 |
1.618 |
4,318.9 |
2.618 |
4,279.9 |
4.250 |
4,216.3 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,401.5 |
4,430.0 |
PP |
4,399.3 |
4,418.3 |
S1 |
4,397.2 |
4,406.7 |
|