Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,220 |
9,190 |
-30 |
-0.3% |
9,180 |
High |
9,385 |
9,280 |
-105 |
-1.1% |
9,385 |
Low |
9,165 |
9,085 |
-80 |
-0.9% |
9,085 |
Close |
9,225 |
9,160 |
-65 |
-0.7% |
9,160 |
Range |
220 |
195 |
-25 |
-11.4% |
300 |
ATR |
199 |
198 |
0 |
-0.1% |
0 |
Volume |
13,357 |
6,746 |
-6,611 |
-49.5% |
38,743 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,760 |
9,655 |
9,267 |
|
R3 |
9,565 |
9,460 |
9,214 |
|
R2 |
9,370 |
9,370 |
9,196 |
|
R1 |
9,265 |
9,265 |
9,178 |
9,220 |
PP |
9,175 |
9,175 |
9,175 |
9,153 |
S1 |
9,070 |
9,070 |
9,142 |
9,025 |
S2 |
8,980 |
8,980 |
9,124 |
|
S3 |
8,785 |
8,875 |
9,107 |
|
S4 |
8,590 |
8,680 |
9,053 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,110 |
9,935 |
9,325 |
|
R3 |
9,810 |
9,635 |
9,243 |
|
R2 |
9,510 |
9,510 |
9,215 |
|
R1 |
9,335 |
9,335 |
9,188 |
9,273 |
PP |
9,210 |
9,210 |
9,210 |
9,179 |
S1 |
9,035 |
9,035 |
9,133 |
8,973 |
S2 |
8,910 |
8,910 |
9,105 |
|
S3 |
8,610 |
8,735 |
9,078 |
|
S4 |
8,310 |
8,435 |
8,995 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,385 |
9,085 |
300 |
3.3% |
182 |
2.0% |
25% |
False |
True |
7,748 |
10 |
9,680 |
9,070 |
610 |
6.7% |
199 |
2.2% |
15% |
False |
False |
8,742 |
20 |
9,775 |
9,070 |
705 |
7.7% |
187 |
2.0% |
13% |
False |
False |
8,837 |
40 |
9,835 |
9,050 |
785 |
8.6% |
210 |
2.3% |
14% |
False |
False |
9,573 |
60 |
10,305 |
9,050 |
1,255 |
13.7% |
209 |
2.3% |
9% |
False |
False |
8,523 |
80 |
11,150 |
9,050 |
2,100 |
22.9% |
173 |
1.9% |
5% |
False |
False |
6,393 |
100 |
11,465 |
9,050 |
2,415 |
26.4% |
139 |
1.5% |
5% |
False |
False |
5,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,109 |
2.618 |
9,791 |
1.618 |
9,596 |
1.000 |
9,475 |
0.618 |
9,401 |
HIGH |
9,280 |
0.618 |
9,206 |
0.500 |
9,183 |
0.382 |
9,160 |
LOW |
9,085 |
0.618 |
8,965 |
1.000 |
8,890 |
1.618 |
8,770 |
2.618 |
8,575 |
4.250 |
8,256 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,183 |
9,235 |
PP |
9,175 |
9,210 |
S1 |
9,168 |
9,185 |
|