Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,309.0 |
4,309.0 |
0.0 |
0.0% |
4,379.0 |
High |
4,347.0 |
4,365.0 |
18.0 |
0.4% |
4,420.0 |
Low |
4,305.0 |
4,309.0 |
4.0 |
0.1% |
4,296.0 |
Close |
4,341.0 |
4,347.0 |
6.0 |
0.1% |
4,347.0 |
Range |
42.0 |
56.0 |
14.0 |
33.3% |
124.0 |
ATR |
57.8 |
57.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
38,378 |
25,493 |
-12,885 |
-33.6% |
159,068 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.3 |
4,483.7 |
4,377.8 |
|
R3 |
4,452.3 |
4,427.7 |
4,362.4 |
|
R2 |
4,396.3 |
4,396.3 |
4,357.3 |
|
R1 |
4,371.7 |
4,371.7 |
4,352.1 |
4,384.0 |
PP |
4,340.3 |
4,340.3 |
4,340.3 |
4,346.5 |
S1 |
4,315.7 |
4,315.7 |
4,341.9 |
4,328.0 |
S2 |
4,284.3 |
4,284.3 |
4,336.7 |
|
S3 |
4,228.3 |
4,259.7 |
4,331.6 |
|
S4 |
4,172.3 |
4,203.7 |
4,316.2 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.3 |
4,660.7 |
4,415.2 |
|
R3 |
4,602.3 |
4,536.7 |
4,381.1 |
|
R2 |
4,478.3 |
4,478.3 |
4,369.7 |
|
R1 |
4,412.7 |
4,412.7 |
4,358.4 |
4,383.5 |
PP |
4,354.3 |
4,354.3 |
4,354.3 |
4,339.8 |
S1 |
4,288.7 |
4,288.7 |
4,335.6 |
4,259.5 |
S2 |
4,230.3 |
4,230.3 |
4,324.3 |
|
S3 |
4,106.3 |
4,164.7 |
4,312.9 |
|
S4 |
3,982.3 |
4,040.7 |
4,278.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,420.0 |
4,296.0 |
124.0 |
2.9% |
46.0 |
1.1% |
41% |
False |
False |
31,813 |
10 |
4,478.0 |
4,296.0 |
182.0 |
4.2% |
46.1 |
1.1% |
28% |
False |
False |
32,601 |
20 |
4,566.0 |
4,296.0 |
270.0 |
6.2% |
48.8 |
1.1% |
19% |
False |
False |
31,467 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.3% |
47.9 |
1.1% |
46% |
False |
False |
27,851 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.7% |
48.7 |
1.1% |
39% |
False |
False |
27,333 |
80 |
4,654.0 |
4,163.0 |
491.0 |
11.3% |
47.8 |
1.1% |
37% |
False |
False |
20,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,603.0 |
2.618 |
4,511.6 |
1.618 |
4,455.6 |
1.000 |
4,421.0 |
0.618 |
4,399.6 |
HIGH |
4,365.0 |
0.618 |
4,343.6 |
0.500 |
4,337.0 |
0.382 |
4,330.4 |
LOW |
4,309.0 |
0.618 |
4,274.4 |
1.000 |
4,253.0 |
1.618 |
4,218.4 |
2.618 |
4,162.4 |
4.250 |
4,071.0 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,343.7 |
4,341.5 |
PP |
4,340.3 |
4,336.0 |
S1 |
4,337.0 |
4,330.5 |
|