Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,580 |
9,665 |
85 |
0.9% |
9,550 |
High |
9,655 |
9,680 |
25 |
0.3% |
9,755 |
Low |
9,520 |
9,460 |
-60 |
-0.6% |
9,465 |
Close |
9,640 |
9,495 |
-145 |
-1.5% |
9,600 |
Range |
135 |
220 |
85 |
63.0% |
290 |
ATR |
196 |
197 |
2 |
0.9% |
0 |
Volume |
6,221 |
8,734 |
2,513 |
40.4% |
47,620 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,205 |
10,070 |
9,616 |
|
R3 |
9,985 |
9,850 |
9,556 |
|
R2 |
9,765 |
9,765 |
9,535 |
|
R1 |
9,630 |
9,630 |
9,515 |
9,588 |
PP |
9,545 |
9,545 |
9,545 |
9,524 |
S1 |
9,410 |
9,410 |
9,475 |
9,368 |
S2 |
9,325 |
9,325 |
9,455 |
|
S3 |
9,105 |
9,190 |
9,435 |
|
S4 |
8,885 |
8,970 |
9,374 |
|
|
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 |
9,700 |
9,460 |
240 |
2.5% |
181 |
1.9% |
15% |
False |
True |
8,647 |
10 |
9,775 |
9,425 |
350 |
3.7% |
182 |
1.9% |
20% |
False |
False |
8,675 |
20 |
9,830 |
9,180 |
650 |
6.8% |
203 |
2.1% |
48% |
False |
False |
9,215 |
40 |
10,305 |
9,050 |
1,255 |
13.2% |
209 |
2.2% |
35% |
False |
False |
9,511 |
60 |
10,375 |
9,050 |
1,325 |
14.0% |
190 |
2.0% |
34% |
False |
False |
7,316 |
80 |
11,200 |
9,050 |
2,150 |
22.6% |
152 |
1.6% |
21% |
False |
False |
5,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,615 |
2.618 |
10,256 |
1.618 |
10,036 |
1.000 |
9,900 |
0.618 |
9,816 |
HIGH |
9,680 |
0.618 |
9,596 |
0.500 |
9,570 |
0.382 |
9,544 |
LOW |
9,460 |
0.618 |
9,324 |
1.000 |
9,240 |
1.618 |
9,104 |
2.618 |
8,884 |
4.250 |
8,525 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,570 |
9,575 |
PP |
9,545 |
9,548 |
S1 |
9,520 |
9,522 |
|