Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,130 |
9,180 |
50 |
0.5% |
9,580 |
High |
9,265 |
9,295 |
30 |
0.3% |
9,680 |
Low |
9,070 |
9,165 |
95 |
1.0% |
9,070 |
Close |
9,180 |
9,205 |
25 |
0.3% |
9,205 |
Range |
195 |
130 |
-65 |
-33.3% |
610 |
ATR |
211 |
205 |
-6 |
-2.7% |
0 |
Volume |
11,387 |
9,039 |
-2,348 |
-20.6% |
48,684 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,612 |
9,538 |
9,277 |
|
R3 |
9,482 |
9,408 |
9,241 |
|
R2 |
9,352 |
9,352 |
9,229 |
|
R1 |
9,278 |
9,278 |
9,217 |
9,315 |
PP |
9,222 |
9,222 |
9,222 |
9,240 |
S1 |
9,148 |
9,148 |
9,193 |
9,185 |
S2 |
9,092 |
9,092 |
9,181 |
|
S3 |
8,962 |
9,018 |
9,169 |
|
S4 |
8,832 |
8,888 |
9,134 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,148 |
10,787 |
9,541 |
|
R3 |
10,538 |
10,177 |
9,373 |
|
R2 |
9,928 |
9,928 |
9,317 |
|
R1 |
9,567 |
9,567 |
9,261 |
9,443 |
PP |
9,318 |
9,318 |
9,318 |
9,256 |
S1 |
8,957 |
8,957 |
9,149 |
8,833 |
S2 |
8,708 |
8,708 |
9,093 |
|
S3 |
8,098 |
8,347 |
9,037 |
|
S4 |
7,488 |
7,737 |
8,870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,680 |
9,070 |
610 |
6.6% |
216 |
2.3% |
22% |
False |
False |
9,736 |
10 |
9,755 |
9,070 |
685 |
7.4% |
198 |
2.2% |
20% |
False |
False |
9,630 |
20 |
9,775 |
9,070 |
705 |
7.7% |
194 |
2.1% |
19% |
False |
False |
9,489 |
40 |
10,305 |
9,050 |
1,255 |
13.6% |
213 |
2.3% |
12% |
False |
False |
9,773 |
60 |
10,305 |
9,050 |
1,255 |
13.6% |
202 |
2.2% |
12% |
False |
False |
7,878 |
80 |
11,200 |
9,050 |
2,150 |
23.4% |
161 |
1.8% |
7% |
False |
False |
5,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,848 |
2.618 |
9,635 |
1.618 |
9,505 |
1.000 |
9,425 |
0.618 |
9,375 |
HIGH |
9,295 |
0.618 |
9,245 |
0.500 |
9,230 |
0.382 |
9,215 |
LOW |
9,165 |
0.618 |
9,085 |
1.000 |
9,035 |
1.618 |
8,955 |
2.618 |
8,825 |
4.250 |
8,613 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,230 |
9,285 |
PP |
9,222 |
9,258 |
S1 |
9,213 |
9,232 |
|