Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4,396.0 |
4,407.0 |
11.0 |
0.3% |
4,379.0 |
High |
4,448.0 |
4,432.0 |
-16.0 |
-0.4% |
4,420.0 |
Low |
4,390.0 |
4,379.0 |
-11.0 |
-0.3% |
4,296.0 |
Close |
4,445.0 |
4,386.0 |
-59.0 |
-1.3% |
4,347.0 |
Range |
58.0 |
53.0 |
-5.0 |
-8.6% |
124.0 |
ATR |
60.8 |
61.1 |
0.4 |
0.6% |
0.0 |
Volume |
40,668 |
47,041 |
6,373 |
15.7% |
159,068 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,558.0 |
4,525.0 |
4,415.2 |
|
R3 |
4,505.0 |
4,472.0 |
4,400.6 |
|
R2 |
4,452.0 |
4,452.0 |
4,395.7 |
|
R1 |
4,419.0 |
4,419.0 |
4,390.9 |
4,409.0 |
PP |
4,399.0 |
4,399.0 |
4,399.0 |
4,394.0 |
S1 |
4,366.0 |
4,366.0 |
4,381.1 |
4,356.0 |
S2 |
4,346.0 |
4,346.0 |
4,376.3 |
|
S3 |
4,293.0 |
4,313.0 |
4,371.4 |
|
S4 |
4,240.0 |
4,260.0 |
4,356.9 |
|
|
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 |
3.5% |
51.6 |
1.2% |
59% |
False |
False |
38,489 |
10 |
4,478.0 |
4,296.0 |
182.0 |
4.1% |
45.5 |
1.0% |
49% |
False |
False |
34,662 |
20 |
4,566.0 |
4,296.0 |
270.0 |
6.2% |
50.0 |
1.1% |
33% |
False |
False |
33,279 |
40 |
4,566.0 |
4,213.0 |
353.0 |
8.0% |
46.6 |
1.1% |
49% |
False |
False |
28,863 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.6% |
49.6 |
1.1% |
48% |
False |
False |
28,784 |
80 |
4,654.0 |
4,163.0 |
491.0 |
11.2% |
47.4 |
1.1% |
45% |
False |
False |
21,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,657.3 |
2.618 |
4,570.8 |
1.618 |
4,517.8 |
1.000 |
4,485.0 |
0.618 |
4,464.8 |
HIGH |
4,432.0 |
0.618 |
4,411.8 |
0.500 |
4,405.5 |
0.382 |
4,399.2 |
LOW |
4,379.0 |
0.618 |
4,346.2 |
1.000 |
4,326.0 |
1.618 |
4,293.2 |
2.618 |
4,240.2 |
4.250 |
4,153.8 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4,405.5 |
4,383.5 |
PP |
4,399.0 |
4,381.0 |
S1 |
4,392.5 |
4,378.5 |
|