Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,180 |
9,180 |
0 |
0.0% |
9,580 |
High |
9,295 |
9,225 |
-70 |
-0.8% |
9,680 |
Low |
9,165 |
9,095 |
-70 |
-0.8% |
9,070 |
Close |
9,205 |
9,145 |
-60 |
-0.7% |
9,205 |
Range |
130 |
130 |
0 |
0.0% |
610 |
ATR |
205 |
200 |
-5 |
-2.6% |
0 |
Volume |
9,039 |
4,862 |
-4,177 |
-46.2% |
48,684 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,545 |
9,475 |
9,217 |
|
R3 |
9,415 |
9,345 |
9,181 |
|
R2 |
9,285 |
9,285 |
9,169 |
|
R1 |
9,215 |
9,215 |
9,157 |
9,185 |
PP |
9,155 |
9,155 |
9,155 |
9,140 |
S1 |
9,085 |
9,085 |
9,133 |
9,055 |
S2 |
9,025 |
9,025 |
9,121 |
|
S3 |
8,895 |
8,955 |
9,109 |
|
S4 |
8,765 |
8,825 |
9,074 |
|
|
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 |
6.7% |
215 |
2.4% |
12% |
False |
False |
9,465 |
10 |
9,755 |
9,070 |
685 |
7.5% |
191 |
2.1% |
11% |
False |
False |
9,099 |
20 |
9,775 |
9,070 |
705 |
7.7% |
195 |
2.1% |
11% |
False |
False |
9,027 |
40 |
10,305 |
9,050 |
1,255 |
13.7% |
214 |
2.3% |
8% |
False |
False |
9,643 |
60 |
10,305 |
9,050 |
1,255 |
13.7% |
204 |
2.2% |
8% |
False |
False |
7,959 |
80 |
11,200 |
9,050 |
2,150 |
23.5% |
163 |
1.8% |
4% |
False |
False |
5,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,778 |
2.618 |
9,565 |
1.618 |
9,435 |
1.000 |
9,355 |
0.618 |
9,305 |
HIGH |
9,225 |
0.618 |
9,175 |
0.500 |
9,160 |
0.382 |
9,145 |
LOW |
9,095 |
0.618 |
9,015 |
1.000 |
8,965 |
1.618 |
8,885 |
2.618 |
8,755 |
4.250 |
8,543 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,160 |
9,183 |
PP |
9,155 |
9,170 |
S1 |
9,150 |
9,158 |
|