Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,309.0 |
4,396.0 |
87.0 |
2.0% |
4,379.0 |
High |
4,365.0 |
4,448.0 |
83.0 |
1.9% |
4,420.0 |
Low |
4,309.0 |
4,390.0 |
81.0 |
1.9% |
4,296.0 |
Close |
4,347.0 |
4,445.0 |
98.0 |
2.3% |
4,347.0 |
Range |
56.0 |
58.0 |
2.0 |
3.6% |
124.0 |
ATR |
57.7 |
60.8 |
3.1 |
5.4% |
0.0 |
Volume |
25,493 |
40,668 |
15,175 |
59.5% |
159,068 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.7 |
4,581.3 |
4,476.9 |
|
R3 |
4,543.7 |
4,523.3 |
4,461.0 |
|
R2 |
4,485.7 |
4,485.7 |
4,455.6 |
|
R1 |
4,465.3 |
4,465.3 |
4,450.3 |
4,475.5 |
PP |
4,427.7 |
4,427.7 |
4,427.7 |
4,432.8 |
S1 |
4,407.3 |
4,407.3 |
4,439.7 |
4,417.5 |
S2 |
4,369.7 |
4,369.7 |
4,434.4 |
|
S3 |
4,311.7 |
4,349.3 |
4,429.1 |
|
S4 |
4,253.7 |
4,291.3 |
4,413.1 |
|
|
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 |
4,448.0 |
4,296.0 |
152.0 |
3.4% |
49.2 |
1.1% |
98% |
True |
False |
34,752 |
10 |
4,478.0 |
4,296.0 |
182.0 |
4.1% |
46.8 |
1.1% |
82% |
False |
False |
33,325 |
20 |
4,566.0 |
4,296.0 |
270.0 |
6.1% |
49.4 |
1.1% |
55% |
False |
False |
32,441 |
40 |
4,566.0 |
4,163.0 |
403.0 |
9.1% |
48.1 |
1.1% |
70% |
False |
False |
28,381 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.5% |
49.3 |
1.1% |
60% |
False |
False |
28,005 |
80 |
4,654.0 |
4,163.0 |
491.0 |
11.0% |
47.4 |
1.1% |
57% |
False |
False |
21,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.5 |
2.618 |
4,599.8 |
1.618 |
4,541.8 |
1.000 |
4,506.0 |
0.618 |
4,483.8 |
HIGH |
4,448.0 |
0.618 |
4,425.8 |
0.500 |
4,419.0 |
0.382 |
4,412.2 |
LOW |
4,390.0 |
0.618 |
4,354.2 |
1.000 |
4,332.0 |
1.618 |
4,296.2 |
2.618 |
4,238.2 |
4.250 |
4,143.5 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,436.3 |
4,422.2 |
PP |
4,427.7 |
4,399.3 |
S1 |
4,419.0 |
4,376.5 |
|