Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,400.0 |
4,379.0 |
-21.0 |
-0.5% |
4,381.0 |
High |
4,421.0 |
4,420.0 |
-1.0 |
0.0% |
4,478.0 |
Low |
4,382.0 |
4,378.0 |
-4.0 |
-0.1% |
4,376.0 |
Close |
4,395.0 |
4,410.0 |
15.0 |
0.3% |
4,395.0 |
Range |
39.0 |
42.0 |
3.0 |
7.7% |
102.0 |
ATR |
59.5 |
58.2 |
-1.2 |
-2.1% |
0.0 |
Volume |
34,957 |
25,972 |
-8,985 |
-25.7% |
166,948 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.7 |
4,511.3 |
4,433.1 |
|
R3 |
4,486.7 |
4,469.3 |
4,421.6 |
|
R2 |
4,444.7 |
4,444.7 |
4,417.7 |
|
R1 |
4,427.3 |
4,427.3 |
4,413.9 |
4,436.0 |
PP |
4,402.7 |
4,402.7 |
4,402.7 |
4,407.0 |
S1 |
4,385.3 |
4,385.3 |
4,406.2 |
4,394.0 |
S2 |
4,360.7 |
4,360.7 |
4,402.3 |
|
S3 |
4,318.7 |
4,343.3 |
4,398.5 |
|
S4 |
4,276.7 |
4,301.3 |
4,386.9 |
|
|
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 |
4,378.0 |
100.0 |
2.3% |
44.4 |
1.0% |
32% |
False |
True |
31,899 |
10 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
53.7 |
1.2% |
29% |
False |
False |
35,031 |
20 |
4,566.0 |
4,345.0 |
221.0 |
5.0% |
46.7 |
1.1% |
29% |
False |
False |
29,444 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.1% |
49.5 |
1.1% |
61% |
False |
False |
27,658 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.6% |
47.3 |
1.1% |
53% |
False |
False |
25,123 |
80 |
4,799.0 |
4,163.0 |
636.0 |
14.4% |
47.7 |
1.1% |
39% |
False |
False |
18,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,598.5 |
2.618 |
4,530.0 |
1.618 |
4,488.0 |
1.000 |
4,462.0 |
0.618 |
4,446.0 |
HIGH |
4,420.0 |
0.618 |
4,404.0 |
0.500 |
4,399.0 |
0.382 |
4,394.0 |
LOW |
4,378.0 |
0.618 |
4,352.0 |
1.000 |
4,336.0 |
1.618 |
4,310.0 |
2.618 |
4,268.0 |
4.250 |
4,199.5 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,406.3 |
4,420.0 |
PP |
4,402.7 |
4,416.7 |
S1 |
4,399.0 |
4,413.3 |
|