Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
8,915 |
8,805 |
-110 |
-1.2% |
9,125 |
High |
8,930 |
9,095 |
165 |
1.8% |
9,170 |
Low |
8,820 |
8,805 |
-15 |
-0.2% |
8,740 |
Close |
8,840 |
9,080 |
240 |
2.7% |
9,080 |
Range |
110 |
290 |
180 |
163.6% |
430 |
ATR |
194 |
200 |
7 |
3.6% |
0 |
Volume |
7,480 |
13,087 |
5,607 |
75.0% |
49,940 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,863 |
9,762 |
9,240 |
|
R3 |
9,573 |
9,472 |
9,160 |
|
R2 |
9,283 |
9,283 |
9,133 |
|
R1 |
9,182 |
9,182 |
9,107 |
9,233 |
PP |
8,993 |
8,993 |
8,993 |
9,019 |
S1 |
8,892 |
8,892 |
9,054 |
8,943 |
S2 |
8,703 |
8,703 |
9,027 |
|
S3 |
8,413 |
8,602 |
9,000 |
|
S4 |
8,123 |
8,312 |
8,921 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,287 |
10,113 |
9,317 |
|
R3 |
9,857 |
9,683 |
9,198 |
|
R2 |
9,427 |
9,427 |
9,159 |
|
R1 |
9,253 |
9,253 |
9,120 |
9,125 |
PP |
8,997 |
8,997 |
8,997 |
8,933 |
S1 |
8,823 |
8,823 |
9,041 |
8,695 |
S2 |
8,567 |
8,567 |
9,001 |
|
S3 |
8,137 |
8,393 |
8,962 |
|
S4 |
7,707 |
7,963 |
8,844 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,170 |
8,740 |
430 |
4.7% |
203 |
2.2% |
79% |
False |
False |
9,988 |
10 |
9,385 |
8,740 |
645 |
7.1% |
193 |
2.1% |
53% |
False |
False |
8,868 |
20 |
9,755 |
8,740 |
1,015 |
11.2% |
195 |
2.2% |
33% |
False |
False |
9,249 |
40 |
9,830 |
8,740 |
1,090 |
12.0% |
205 |
2.3% |
31% |
False |
False |
9,421 |
60 |
10,305 |
8,740 |
1,565 |
17.2% |
211 |
2.3% |
22% |
False |
False |
9,342 |
80 |
10,680 |
8,740 |
1,940 |
21.4% |
185 |
2.0% |
18% |
False |
False |
7,017 |
100 |
11,365 |
8,740 |
2,625 |
28.9% |
149 |
1.6% |
13% |
False |
False |
5,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,328 |
2.618 |
9,854 |
1.618 |
9,564 |
1.000 |
9,385 |
0.618 |
9,274 |
HIGH |
9,095 |
0.618 |
8,984 |
0.500 |
8,950 |
0.382 |
8,916 |
LOW |
8,805 |
0.618 |
8,626 |
1.000 |
8,515 |
1.618 |
8,336 |
2.618 |
8,046 |
4.250 |
7,573 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,037 |
9,026 |
PP |
8,993 |
8,972 |
S1 |
8,950 |
8,918 |
|