Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,005 |
8,875 |
-130 |
-1.4% |
9,180 |
High |
9,065 |
8,950 |
-115 |
-1.3% |
9,385 |
Low |
8,795 |
8,740 |
-55 |
-0.6% |
9,085 |
Close |
8,860 |
8,910 |
50 |
0.6% |
9,160 |
Range |
270 |
210 |
-60 |
-22.2% |
300 |
ATR |
199 |
200 |
1 |
0.4% |
0 |
Volume |
13,296 |
10,330 |
-2,966 |
-22.3% |
38,743 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,497 |
9,413 |
9,026 |
|
R3 |
9,287 |
9,203 |
8,968 |
|
R2 |
9,077 |
9,077 |
8,949 |
|
R1 |
8,993 |
8,993 |
8,929 |
9,035 |
PP |
8,867 |
8,867 |
8,867 |
8,888 |
S1 |
8,783 |
8,783 |
8,891 |
8,825 |
S2 |
8,657 |
8,657 |
8,872 |
|
S3 |
8,447 |
8,573 |
8,852 |
|
S4 |
8,237 |
8,363 |
8,795 |
|
|
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 |
8,740 |
645 |
7.2% |
206 |
2.3% |
26% |
False |
True |
9,895 |
10 |
9,385 |
8,740 |
645 |
7.2% |
185 |
2.1% |
26% |
False |
True |
8,854 |
20 |
9,755 |
8,740 |
1,015 |
11.4% |
196 |
2.2% |
17% |
False |
True |
8,991 |
40 |
9,830 |
8,740 |
1,090 |
12.2% |
207 |
2.3% |
16% |
False |
True |
9,543 |
60 |
10,305 |
8,740 |
1,565 |
17.6% |
210 |
2.4% |
11% |
False |
True |
9,011 |
80 |
10,800 |
8,740 |
2,060 |
23.1% |
180 |
2.0% |
8% |
False |
True |
6,760 |
100 |
11,465 |
8,740 |
2,725 |
30.6% |
145 |
1.6% |
6% |
False |
True |
5,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,843 |
2.618 |
9,500 |
1.618 |
9,290 |
1.000 |
9,160 |
0.618 |
9,080 |
HIGH |
8,950 |
0.618 |
8,870 |
0.500 |
8,845 |
0.382 |
8,820 |
LOW |
8,740 |
0.618 |
8,610 |
1.000 |
8,530 |
1.618 |
8,400 |
2.618 |
8,190 |
4.250 |
7,848 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
8,888 |
8,955 |
PP |
8,867 |
8,940 |
S1 |
8,845 |
8,925 |
|