Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,230 |
9,220 |
-10 |
-0.1% |
9,580 |
High |
9,290 |
9,385 |
95 |
1.0% |
9,680 |
Low |
9,160 |
9,165 |
5 |
0.1% |
9,070 |
Close |
9,230 |
9,225 |
-5 |
-0.1% |
9,205 |
Range |
130 |
220 |
90 |
69.2% |
610 |
ATR |
197 |
199 |
2 |
0.8% |
0 |
Volume |
6,562 |
13,357 |
6,795 |
103.6% |
48,684 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,918 |
9,792 |
9,346 |
|
R3 |
9,698 |
9,572 |
9,286 |
|
R2 |
9,478 |
9,478 |
9,265 |
|
R1 |
9,352 |
9,352 |
9,245 |
9,415 |
PP |
9,258 |
9,258 |
9,258 |
9,290 |
S1 |
9,132 |
9,132 |
9,205 |
9,195 |
S2 |
9,038 |
9,038 |
9,185 |
|
S3 |
8,818 |
8,912 |
9,165 |
|
S4 |
8,598 |
8,692 |
9,104 |
|
|
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 |
9,385 |
9,090 |
295 |
3.2% |
169 |
1.8% |
46% |
True |
False |
8,207 |
10 |
9,690 |
9,070 |
620 |
6.7% |
202 |
2.2% |
25% |
False |
False |
9,143 |
20 |
9,775 |
9,070 |
705 |
7.6% |
188 |
2.0% |
22% |
False |
False |
9,026 |
40 |
10,040 |
9,050 |
990 |
10.7% |
213 |
2.3% |
18% |
False |
False |
9,647 |
60 |
10,305 |
9,050 |
1,255 |
13.6% |
212 |
2.3% |
14% |
False |
False |
8,411 |
80 |
11,150 |
9,050 |
2,100 |
22.8% |
170 |
1.8% |
8% |
False |
False |
6,309 |
100 |
11,465 |
9,050 |
2,415 |
26.2% |
137 |
1.5% |
7% |
False |
False |
5,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,320 |
2.618 |
9,961 |
1.618 |
9,741 |
1.000 |
9,605 |
0.618 |
9,521 |
HIGH |
9,385 |
0.618 |
9,301 |
0.500 |
9,275 |
0.382 |
9,249 |
LOW |
9,165 |
0.618 |
9,029 |
1.000 |
8,945 |
1.618 |
8,809 |
2.618 |
8,589 |
4.250 |
8,230 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,275 |
9,238 |
PP |
9,258 |
9,233 |
S1 |
9,242 |
9,229 |
|