Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,379.0 |
4,400.0 |
21.0 |
0.5% |
4,381.0 |
High |
4,420.0 |
4,400.0 |
-20.0 |
-0.5% |
4,478.0 |
Low |
4,378.0 |
4,359.0 |
-19.0 |
-0.4% |
4,376.0 |
Close |
4,410.0 |
4,368.0 |
-42.0 |
-1.0% |
4,395.0 |
Range |
42.0 |
41.0 |
-1.0 |
-2.4% |
102.0 |
ATR |
58.2 |
57.7 |
-0.5 |
-0.9% |
0.0 |
Volume |
25,972 |
28,360 |
2,388 |
9.2% |
166,948 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,498.7 |
4,474.3 |
4,390.6 |
|
R3 |
4,457.7 |
4,433.3 |
4,379.3 |
|
R2 |
4,416.7 |
4,416.7 |
4,375.5 |
|
R1 |
4,392.3 |
4,392.3 |
4,371.8 |
4,384.0 |
PP |
4,375.7 |
4,375.7 |
4,375.7 |
4,371.5 |
S1 |
4,351.3 |
4,351.3 |
4,364.2 |
4,343.0 |
S2 |
4,334.7 |
4,334.7 |
4,360.5 |
|
S3 |
4,293.7 |
4,310.3 |
4,356.7 |
|
S4 |
4,252.7 |
4,269.3 |
4,345.5 |
|
|
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 |
4,359.0 |
119.0 |
2.7% |
39.4 |
0.9% |
8% |
False |
True |
30,835 |
10 |
4,500.0 |
4,345.0 |
155.0 |
3.5% |
51.4 |
1.2% |
15% |
False |
False |
34,697 |
20 |
4,566.0 |
4,345.0 |
221.0 |
5.1% |
46.9 |
1.1% |
10% |
False |
False |
29,875 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.2% |
48.5 |
1.1% |
51% |
False |
False |
27,759 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.7% |
47.8 |
1.1% |
44% |
False |
False |
25,595 |
80 |
4,799.0 |
4,163.0 |
636.0 |
14.6% |
47.9 |
1.1% |
32% |
False |
False |
19,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,574.3 |
2.618 |
4,507.3 |
1.618 |
4,466.3 |
1.000 |
4,441.0 |
0.618 |
4,425.3 |
HIGH |
4,400.0 |
0.618 |
4,384.3 |
0.500 |
4,379.5 |
0.382 |
4,374.7 |
LOW |
4,359.0 |
0.618 |
4,333.7 |
1.000 |
4,318.0 |
1.618 |
4,292.7 |
2.618 |
4,251.7 |
4.250 |
4,184.8 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,379.5 |
4,390.0 |
PP |
4,375.7 |
4,382.7 |
S1 |
4,371.8 |
4,375.3 |
|