Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,190 |
9,125 |
-65 |
-0.7% |
9,180 |
High |
9,280 |
9,170 |
-110 |
-1.2% |
9,385 |
Low |
9,085 |
9,035 |
-50 |
-0.6% |
9,085 |
Close |
9,160 |
9,045 |
-115 |
-1.3% |
9,160 |
Range |
195 |
135 |
-60 |
-30.8% |
300 |
ATR |
198 |
194 |
-5 |
-2.3% |
0 |
Volume |
6,746 |
5,747 |
-999 |
-14.8% |
38,743 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,488 |
9,402 |
9,119 |
|
R3 |
9,353 |
9,267 |
9,082 |
|
R2 |
9,218 |
9,218 |
9,070 |
|
R1 |
9,132 |
9,132 |
9,058 |
9,108 |
PP |
9,083 |
9,083 |
9,083 |
9,071 |
S1 |
8,997 |
8,997 |
9,033 |
8,973 |
S2 |
8,948 |
8,948 |
9,020 |
|
S3 |
8,813 |
8,862 |
9,008 |
|
S4 |
8,678 |
8,727 |
8,971 |
|
|
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 |
9,035 |
350 |
3.9% |
183 |
2.0% |
3% |
False |
True |
7,925 |
10 |
9,680 |
9,035 |
645 |
7.1% |
199 |
2.2% |
2% |
False |
True |
8,695 |
20 |
9,775 |
9,035 |
740 |
8.2% |
187 |
2.1% |
1% |
False |
True |
8,639 |
40 |
9,830 |
9,035 |
795 |
8.8% |
210 |
2.3% |
1% |
False |
True |
9,437 |
60 |
10,305 |
9,035 |
1,270 |
14.0% |
208 |
2.3% |
1% |
False |
True |
8,618 |
80 |
11,150 |
9,035 |
2,115 |
23.4% |
174 |
1.9% |
0% |
False |
True |
6,465 |
100 |
11,465 |
9,035 |
2,430 |
26.9% |
140 |
1.6% |
0% |
False |
True |
5,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,744 |
2.618 |
9,524 |
1.618 |
9,389 |
1.000 |
9,305 |
0.618 |
9,254 |
HIGH |
9,170 |
0.618 |
9,119 |
0.500 |
9,103 |
0.382 |
9,087 |
LOW |
9,035 |
0.618 |
8,952 |
1.000 |
8,900 |
1.618 |
8,817 |
2.618 |
8,682 |
4.250 |
8,461 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,103 |
9,210 |
PP |
9,083 |
9,155 |
S1 |
9,064 |
9,100 |
|