Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,595 |
9,580 |
-15 |
-0.2% |
9,550 |
High |
9,690 |
9,655 |
-35 |
-0.4% |
9,755 |
Low |
9,465 |
9,520 |
55 |
0.6% |
9,465 |
Close |
9,600 |
9,640 |
40 |
0.4% |
9,600 |
Range |
225 |
135 |
-90 |
-40.0% |
290 |
ATR |
200 |
196 |
-5 |
-2.3% |
0 |
Volume |
10,756 |
6,221 |
-4,535 |
-42.2% |
47,620 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,010 |
9,960 |
9,714 |
|
R3 |
9,875 |
9,825 |
9,677 |
|
R2 |
9,740 |
9,740 |
9,665 |
|
R1 |
9,690 |
9,690 |
9,653 |
9,715 |
PP |
9,605 |
9,605 |
9,605 |
9,618 |
S1 |
9,555 |
9,555 |
9,628 |
9,580 |
S2 |
9,470 |
9,470 |
9,615 |
|
S3 |
9,335 |
9,420 |
9,603 |
|
S4 |
9,200 |
9,285 |
9,566 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,477 |
10,328 |
9,760 |
|
R3 |
10,187 |
10,038 |
9,680 |
|
R2 |
9,897 |
9,897 |
9,653 |
|
R1 |
9,748 |
9,748 |
9,627 |
9,823 |
PP |
9,607 |
9,607 |
9,607 |
9,644 |
S1 |
9,458 |
9,458 |
9,574 |
9,533 |
S2 |
9,317 |
9,317 |
9,547 |
|
S3 |
9,027 |
9,168 |
9,520 |
|
S4 |
8,737 |
8,878 |
9,441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755 |
9,465 |
290 |
3.0% |
167 |
1.7% |
60% |
False |
False |
8,734 |
10 |
9,775 |
9,425 |
350 |
3.6% |
175 |
1.8% |
61% |
False |
False |
8,583 |
20 |
9,830 |
9,180 |
650 |
6.7% |
200 |
2.1% |
71% |
False |
False |
9,107 |
40 |
10,305 |
9,050 |
1,255 |
13.0% |
207 |
2.1% |
47% |
False |
False |
9,536 |
60 |
10,550 |
9,050 |
1,500 |
15.6% |
186 |
1.9% |
39% |
False |
False |
7,170 |
80 |
11,350 |
9,050 |
2,300 |
23.9% |
149 |
1.5% |
26% |
False |
False |
5,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,229 |
2.618 |
10,009 |
1.618 |
9,874 |
1.000 |
9,790 |
0.618 |
9,739 |
HIGH |
9,655 |
0.618 |
9,604 |
0.500 |
9,588 |
0.382 |
9,572 |
LOW |
9,520 |
0.618 |
9,437 |
1.000 |
9,385 |
1.618 |
9,302 |
2.618 |
9,167 |
4.250 |
8,946 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,623 |
9,621 |
PP |
9,605 |
9,602 |
S1 |
9,588 |
9,583 |
|