Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,500 |
9,130 |
-370 |
-3.9% |
9,550 |
High |
9,500 |
9,265 |
-235 |
-2.5% |
9,755 |
Low |
9,100 |
9,070 |
-30 |
-0.3% |
9,465 |
Close |
9,135 |
9,180 |
45 |
0.5% |
9,600 |
Range |
400 |
195 |
-205 |
-51.3% |
290 |
ATR |
212 |
211 |
-1 |
-0.6% |
0 |
Volume |
13,303 |
11,387 |
-1,916 |
-14.4% |
47,620 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,757 |
9,663 |
9,287 |
|
R3 |
9,562 |
9,468 |
9,234 |
|
R2 |
9,367 |
9,367 |
9,216 |
|
R1 |
9,273 |
9,273 |
9,198 |
9,320 |
PP |
9,172 |
9,172 |
9,172 |
9,195 |
S1 |
9,078 |
9,078 |
9,162 |
9,125 |
S2 |
8,977 |
8,977 |
9,144 |
|
S3 |
8,782 |
8,883 |
9,127 |
|
S4 |
8,587 |
8,688 |
9,073 |
|
|
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 |
9,690 |
9,070 |
620 |
6.8% |
235 |
2.6% |
18% |
False |
True |
10,080 |
10 |
9,755 |
9,070 |
685 |
7.5% |
209 |
2.3% |
16% |
False |
True |
9,405 |
20 |
9,775 |
9,070 |
705 |
7.7% |
213 |
2.3% |
16% |
False |
True |
9,578 |
40 |
10,305 |
9,050 |
1,255 |
13.7% |
214 |
2.3% |
10% |
False |
False |
9,727 |
60 |
10,305 |
9,050 |
1,255 |
13.7% |
200 |
2.2% |
10% |
False |
False |
7,727 |
80 |
11,200 |
9,050 |
2,150 |
23.4% |
160 |
1.7% |
6% |
False |
False |
5,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,094 |
2.618 |
9,776 |
1.618 |
9,581 |
1.000 |
9,460 |
0.618 |
9,386 |
HIGH |
9,265 |
0.618 |
9,191 |
0.500 |
9,168 |
0.382 |
9,145 |
LOW |
9,070 |
0.618 |
8,950 |
1.000 |
8,875 |
1.618 |
8,755 |
2.618 |
8,560 |
4.250 |
8,241 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,176 |
9,375 |
PP |
9,172 |
9,310 |
S1 |
9,168 |
9,245 |
|