Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,180 |
9,145 |
-35 |
-0.4% |
9,580 |
High |
9,225 |
9,325 |
100 |
1.1% |
9,680 |
Low |
9,095 |
9,090 |
-5 |
-0.1% |
9,070 |
Close |
9,145 |
9,230 |
85 |
0.9% |
9,205 |
Range |
130 |
235 |
105 |
80.8% |
610 |
ATR |
200 |
202 |
3 |
1.3% |
0 |
Volume |
4,862 |
7,216 |
2,354 |
48.4% |
48,684 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,920 |
9,810 |
9,359 |
|
R3 |
9,685 |
9,575 |
9,295 |
|
R2 |
9,450 |
9,450 |
9,273 |
|
R1 |
9,340 |
9,340 |
9,252 |
9,395 |
PP |
9,215 |
9,215 |
9,215 |
9,243 |
S1 |
9,105 |
9,105 |
9,209 |
9,160 |
S2 |
8,980 |
8,980 |
9,187 |
|
S3 |
8,745 |
8,870 |
9,166 |
|
S4 |
8,510 |
8,635 |
9,101 |
|
|
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 |
9,500 |
9,070 |
430 |
4.7% |
218 |
2.4% |
37% |
False |
False |
9,161 |
10 |
9,700 |
9,070 |
630 |
6.8% |
200 |
2.2% |
25% |
False |
False |
8,904 |
20 |
9,775 |
9,070 |
705 |
7.6% |
194 |
2.1% |
23% |
False |
False |
9,010 |
40 |
10,225 |
9,050 |
1,175 |
12.7% |
216 |
2.3% |
15% |
False |
False |
9,655 |
60 |
10,305 |
9,050 |
1,255 |
13.6% |
208 |
2.3% |
14% |
False |
False |
8,079 |
80 |
11,200 |
9,050 |
2,150 |
23.3% |
166 |
1.8% |
8% |
False |
False |
6,060 |
100 |
11,465 |
9,050 |
2,415 |
26.2% |
134 |
1.4% |
7% |
False |
False |
4,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,324 |
2.618 |
9,940 |
1.618 |
9,705 |
1.000 |
9,560 |
0.618 |
9,470 |
HIGH |
9,325 |
0.618 |
9,235 |
0.500 |
9,208 |
0.382 |
9,180 |
LOW |
9,090 |
0.618 |
8,945 |
1.000 |
8,855 |
1.618 |
8,710 |
2.618 |
8,475 |
4.250 |
8,091 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,223 |
9,223 |
PP |
9,215 |
9,215 |
S1 |
9,208 |
9,208 |
|