Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,145 |
9,230 |
85 |
0.9% |
9,580 |
High |
9,325 |
9,290 |
-35 |
-0.4% |
9,680 |
Low |
9,090 |
9,160 |
70 |
0.8% |
9,070 |
Close |
9,230 |
9,230 |
0 |
0.0% |
9,205 |
Range |
235 |
130 |
-105 |
-44.7% |
610 |
ATR |
202 |
197 |
-5 |
-2.5% |
0 |
Volume |
7,216 |
6,562 |
-654 |
-9.1% |
48,684 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,617 |
9,553 |
9,302 |
|
R3 |
9,487 |
9,423 |
9,266 |
|
R2 |
9,357 |
9,357 |
9,254 |
|
R1 |
9,293 |
9,293 |
9,242 |
9,295 |
PP |
9,227 |
9,227 |
9,227 |
9,228 |
S1 |
9,163 |
9,163 |
9,218 |
9,165 |
S2 |
9,097 |
9,097 |
9,206 |
|
S3 |
8,967 |
9,033 |
9,194 |
|
S4 |
8,837 |
8,903 |
9,159 |
|
|
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 |
9,325 |
9,070 |
255 |
2.8% |
164 |
1.8% |
63% |
False |
False |
7,813 |
10 |
9,700 |
9,070 |
630 |
6.8% |
195 |
2.1% |
25% |
False |
False |
8,458 |
20 |
9,775 |
9,070 |
705 |
7.6% |
189 |
2.0% |
23% |
False |
False |
8,852 |
40 |
10,040 |
9,050 |
990 |
10.7% |
212 |
2.3% |
18% |
False |
False |
9,603 |
60 |
10,305 |
9,050 |
1,255 |
13.6% |
210 |
2.3% |
14% |
False |
False |
8,188 |
80 |
11,150 |
9,050 |
2,100 |
22.8% |
167 |
1.8% |
9% |
False |
False |
6,142 |
100 |
11,465 |
9,050 |
2,415 |
26.2% |
135 |
1.5% |
7% |
False |
False |
4,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,843 |
2.618 |
9,630 |
1.618 |
9,500 |
1.000 |
9,420 |
0.618 |
9,370 |
HIGH |
9,290 |
0.618 |
9,240 |
0.500 |
9,225 |
0.382 |
9,210 |
LOW |
9,160 |
0.618 |
9,080 |
1.000 |
9,030 |
1.618 |
8,950 |
2.618 |
8,820 |
4.250 |
8,608 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,228 |
9,223 |
PP |
9,227 |
9,215 |
S1 |
9,225 |
9,208 |
|