Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,665 |
9,500 |
-165 |
-1.7% |
9,550 |
High |
9,680 |
9,500 |
-180 |
-1.9% |
9,755 |
Low |
9,460 |
9,100 |
-360 |
-3.8% |
9,465 |
Close |
9,495 |
9,135 |
-360 |
-3.8% |
9,600 |
Range |
220 |
400 |
180 |
81.8% |
290 |
ATR |
197 |
212 |
14 |
7.3% |
0 |
Volume |
8,734 |
13,303 |
4,569 |
52.3% |
47,620 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,445 |
10,190 |
9,355 |
|
R3 |
10,045 |
9,790 |
9,245 |
|
R2 |
9,645 |
9,645 |
9,208 |
|
R1 |
9,390 |
9,390 |
9,172 |
9,318 |
PP |
9,245 |
9,245 |
9,245 |
9,209 |
S1 |
8,990 |
8,990 |
9,098 |
8,918 |
S2 |
8,845 |
8,845 |
9,062 |
|
S3 |
8,445 |
8,590 |
9,025 |
|
S4 |
8,045 |
8,190 |
8,915 |
|
|
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 |
9,100 |
600 |
6.6% |
225 |
2.5% |
6% |
False |
True |
9,102 |
10 |
9,755 |
9,100 |
655 |
7.2% |
208 |
2.3% |
5% |
False |
True |
9,128 |
20 |
9,790 |
9,100 |
690 |
7.6% |
215 |
2.4% |
5% |
False |
True |
9,389 |
40 |
10,305 |
9,050 |
1,255 |
13.7% |
213 |
2.3% |
7% |
False |
False |
9,649 |
60 |
10,350 |
9,050 |
1,300 |
14.2% |
197 |
2.2% |
7% |
False |
False |
7,537 |
80 |
11,200 |
9,050 |
2,150 |
23.5% |
157 |
1.7% |
4% |
False |
False |
5,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,200 |
2.618 |
10,547 |
1.618 |
10,147 |
1.000 |
9,900 |
0.618 |
9,747 |
HIGH |
9,500 |
0.618 |
9,347 |
0.500 |
9,300 |
0.382 |
9,253 |
LOW |
9,100 |
0.618 |
8,853 |
1.000 |
8,700 |
1.618 |
8,453 |
2.618 |
8,053 |
4.250 |
7,400 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,300 |
9,390 |
PP |
9,245 |
9,305 |
S1 |
9,190 |
9,220 |
|