Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,125 |
9,005 |
-120 |
-1.3% |
9,180 |
High |
9,170 |
9,065 |
-105 |
-1.1% |
9,385 |
Low |
9,035 |
8,795 |
-240 |
-2.7% |
9,085 |
Close |
9,045 |
8,860 |
-185 |
-2.0% |
9,160 |
Range |
135 |
270 |
135 |
100.0% |
300 |
ATR |
194 |
199 |
5 |
2.8% |
0 |
Volume |
5,747 |
13,296 |
7,549 |
131.4% |
38,743 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,717 |
9,558 |
9,009 |
|
R3 |
9,447 |
9,288 |
8,934 |
|
R2 |
9,177 |
9,177 |
8,910 |
|
R1 |
9,018 |
9,018 |
8,885 |
8,963 |
PP |
8,907 |
8,907 |
8,907 |
8,879 |
S1 |
8,748 |
8,748 |
8,835 |
8,693 |
S2 |
8,637 |
8,637 |
8,811 |
|
S3 |
8,367 |
8,478 |
8,786 |
|
S4 |
8,097 |
8,208 |
8,712 |
|
|
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 |
8,795 |
590 |
6.7% |
190 |
2.1% |
11% |
False |
True |
9,141 |
10 |
9,500 |
8,795 |
705 |
8.0% |
204 |
2.3% |
9% |
False |
True |
9,151 |
20 |
9,775 |
8,795 |
980 |
11.1% |
193 |
2.2% |
7% |
False |
True |
8,913 |
40 |
9,830 |
8,795 |
1,035 |
11.7% |
213 |
2.4% |
6% |
False |
True |
9,530 |
60 |
10,305 |
8,795 |
1,510 |
17.0% |
209 |
2.4% |
4% |
False |
True |
8,839 |
80 |
11,060 |
8,795 |
2,265 |
25.6% |
178 |
2.0% |
3% |
False |
True |
6,631 |
100 |
11,465 |
8,795 |
2,670 |
30.1% |
143 |
1.6% |
2% |
False |
True |
5,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,213 |
2.618 |
9,772 |
1.618 |
9,502 |
1.000 |
9,335 |
0.618 |
9,232 |
HIGH |
9,065 |
0.618 |
8,962 |
0.500 |
8,930 |
0.382 |
8,898 |
LOW |
8,795 |
0.618 |
8,628 |
1.000 |
8,525 |
1.618 |
8,358 |
2.618 |
8,088 |
4.250 |
7,648 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
8,930 |
9,038 |
PP |
8,907 |
8,978 |
S1 |
8,883 |
8,919 |
|