Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
8,805 |
9,095 |
290 |
3.3% |
9,125 |
High |
9,095 |
9,285 |
190 |
2.1% |
9,170 |
Low |
8,805 |
8,980 |
175 |
2.0% |
8,740 |
Close |
9,080 |
8,985 |
-95 |
-1.0% |
9,080 |
Range |
290 |
305 |
15 |
5.2% |
430 |
ATR |
200 |
208 |
7 |
3.7% |
0 |
Volume |
13,087 |
8,225 |
-4,862 |
-37.2% |
49,940 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,998 |
9,797 |
9,153 |
|
R3 |
9,693 |
9,492 |
9,069 |
|
R2 |
9,388 |
9,388 |
9,041 |
|
R1 |
9,187 |
9,187 |
9,013 |
9,135 |
PP |
9,083 |
9,083 |
9,083 |
9,058 |
S1 |
8,882 |
8,882 |
8,957 |
8,830 |
S2 |
8,778 |
8,778 |
8,929 |
|
S3 |
8,473 |
8,577 |
8,901 |
|
S4 |
8,168 |
8,272 |
8,817 |
|
|
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 |
9,285 |
8,740 |
545 |
6.1% |
237 |
2.6% |
45% |
True |
False |
10,483 |
10 |
9,385 |
8,740 |
645 |
7.2% |
210 |
2.3% |
38% |
False |
False |
9,204 |
20 |
9,755 |
8,740 |
1,015 |
11.3% |
201 |
2.2% |
24% |
False |
False |
9,152 |
40 |
9,830 |
8,740 |
1,090 |
12.1% |
208 |
2.3% |
22% |
False |
False |
9,215 |
60 |
10,305 |
8,740 |
1,565 |
17.4% |
209 |
2.3% |
16% |
False |
False |
9,477 |
80 |
10,680 |
8,740 |
1,940 |
21.6% |
184 |
2.0% |
13% |
False |
False |
7,120 |
100 |
11,365 |
8,740 |
2,625 |
29.2% |
152 |
1.7% |
9% |
False |
False |
5,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,581 |
2.618 |
10,084 |
1.618 |
9,779 |
1.000 |
9,590 |
0.618 |
9,474 |
HIGH |
9,285 |
0.618 |
9,169 |
0.500 |
9,133 |
0.382 |
9,097 |
LOW |
8,980 |
0.618 |
8,792 |
1.000 |
8,675 |
1.618 |
8,487 |
2.618 |
8,182 |
4.250 |
7,684 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,133 |
9,045 |
PP |
9,083 |
9,025 |
S1 |
9,034 |
9,005 |
|