Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
8,875 |
8,915 |
40 |
0.5% |
9,180 |
High |
8,950 |
8,930 |
-20 |
-0.2% |
9,385 |
Low |
8,740 |
8,820 |
80 |
0.9% |
9,085 |
Close |
8,910 |
8,840 |
-70 |
-0.8% |
9,160 |
Range |
210 |
110 |
-100 |
-47.6% |
300 |
ATR |
200 |
194 |
-6 |
-3.2% |
0 |
Volume |
10,330 |
7,480 |
-2,850 |
-27.6% |
38,743 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,193 |
9,127 |
8,901 |
|
R3 |
9,083 |
9,017 |
8,870 |
|
R2 |
8,973 |
8,973 |
8,860 |
|
R1 |
8,907 |
8,907 |
8,850 |
8,885 |
PP |
8,863 |
8,863 |
8,863 |
8,853 |
S1 |
8,797 |
8,797 |
8,830 |
8,775 |
S2 |
8,753 |
8,753 |
8,820 |
|
S3 |
8,643 |
8,687 |
8,810 |
|
S4 |
8,533 |
8,577 |
8,780 |
|
|
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 |
9,280 |
8,740 |
540 |
6.1% |
184 |
2.1% |
19% |
False |
False |
8,719 |
10 |
9,385 |
8,740 |
645 |
7.3% |
177 |
2.0% |
16% |
False |
False |
8,463 |
20 |
9,755 |
8,740 |
1,015 |
11.5% |
193 |
2.2% |
10% |
False |
False |
8,934 |
40 |
9,830 |
8,740 |
1,090 |
12.3% |
205 |
2.3% |
9% |
False |
False |
9,363 |
60 |
10,305 |
8,740 |
1,565 |
17.7% |
209 |
2.4% |
6% |
False |
False |
9,132 |
80 |
10,800 |
8,740 |
2,060 |
23.3% |
182 |
2.1% |
5% |
False |
False |
6,853 |
100 |
11,410 |
8,740 |
2,670 |
30.2% |
146 |
1.7% |
4% |
False |
False |
5,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,398 |
2.618 |
9,218 |
1.618 |
9,108 |
1.000 |
9,040 |
0.618 |
8,998 |
HIGH |
8,930 |
0.618 |
8,888 |
0.500 |
8,875 |
0.382 |
8,862 |
LOW |
8,820 |
0.618 |
8,752 |
1.000 |
8,710 |
1.618 |
8,642 |
2.618 |
8,532 |
4.250 |
8,353 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
8,875 |
8,903 |
PP |
8,863 |
8,882 |
S1 |
8,852 |
8,861 |
|