Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,400.0 |
4,316.0 |
-84.0 |
-1.9% |
4,381.0 |
High |
4,400.0 |
4,345.0 |
-55.0 |
-1.3% |
4,478.0 |
Low |
4,359.0 |
4,296.0 |
-63.0 |
-1.4% |
4,376.0 |
Close |
4,368.0 |
4,301.0 |
-67.0 |
-1.5% |
4,395.0 |
Range |
41.0 |
49.0 |
8.0 |
19.5% |
102.0 |
ATR |
57.7 |
58.7 |
1.0 |
1.8% |
0.0 |
Volume |
28,360 |
40,865 |
12,505 |
44.1% |
166,948 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,461.0 |
4,430.0 |
4,328.0 |
|
R3 |
4,412.0 |
4,381.0 |
4,314.5 |
|
R2 |
4,363.0 |
4,363.0 |
4,310.0 |
|
R1 |
4,332.0 |
4,332.0 |
4,305.5 |
4,323.0 |
PP |
4,314.0 |
4,314.0 |
4,314.0 |
4,309.5 |
S1 |
4,283.0 |
4,283.0 |
4,296.5 |
4,274.0 |
S2 |
4,265.0 |
4,265.0 |
4,292.0 |
|
S3 |
4,216.0 |
4,234.0 |
4,287.5 |
|
S4 |
4,167.0 |
4,185.0 |
4,274.1 |
|
|
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 |
4,462.0 |
4,296.0 |
166.0 |
3.9% |
40.8 |
0.9% |
3% |
False |
True |
32,556 |
10 |
4,478.0 |
4,296.0 |
182.0 |
4.2% |
48.3 |
1.1% |
3% |
False |
True |
34,117 |
20 |
4,566.0 |
4,296.0 |
270.0 |
6.3% |
47.0 |
1.1% |
2% |
False |
True |
30,650 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.4% |
48.4 |
1.1% |
34% |
False |
False |
27,877 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.9% |
48.2 |
1.1% |
30% |
False |
False |
26,275 |
80 |
4,677.0 |
4,163.0 |
514.0 |
12.0% |
47.6 |
1.1% |
27% |
False |
False |
19,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,553.3 |
2.618 |
4,473.3 |
1.618 |
4,424.3 |
1.000 |
4,394.0 |
0.618 |
4,375.3 |
HIGH |
4,345.0 |
0.618 |
4,326.3 |
0.500 |
4,320.5 |
0.382 |
4,314.7 |
LOW |
4,296.0 |
0.618 |
4,265.7 |
1.000 |
4,247.0 |
1.618 |
4,216.7 |
2.618 |
4,167.7 |
4.250 |
4,087.8 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,320.5 |
4,358.0 |
PP |
4,314.0 |
4,339.0 |
S1 |
4,307.5 |
4,320.0 |
|