Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,095 |
9,000 |
-95 |
-1.0% |
9,125 |
High |
9,285 |
9,005 |
-280 |
-3.0% |
9,170 |
Low |
8,980 |
8,765 |
-215 |
-2.4% |
8,740 |
Close |
8,985 |
8,835 |
-150 |
-1.7% |
9,080 |
Range |
305 |
240 |
-65 |
-21.3% |
430 |
ATR |
208 |
210 |
2 |
1.1% |
0 |
Volume |
8,225 |
12,070 |
3,845 |
46.7% |
49,940 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,588 |
9,452 |
8,967 |
|
R3 |
9,348 |
9,212 |
8,901 |
|
R2 |
9,108 |
9,108 |
8,879 |
|
R1 |
8,972 |
8,972 |
8,857 |
8,920 |
PP |
8,868 |
8,868 |
8,868 |
8,843 |
S1 |
8,732 |
8,732 |
8,813 |
8,680 |
S2 |
8,628 |
8,628 |
8,791 |
|
S3 |
8,388 |
8,492 |
8,769 |
|
S4 |
8,148 |
8,252 |
8,703 |
|
|
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 |
6.2% |
231 |
2.6% |
17% |
False |
False |
10,238 |
10 |
9,385 |
8,740 |
645 |
7.3% |
211 |
2.4% |
15% |
False |
False |
9,690 |
20 |
9,700 |
8,740 |
960 |
10.9% |
205 |
2.3% |
10% |
False |
False |
9,297 |
40 |
9,830 |
8,740 |
1,090 |
12.3% |
203 |
2.3% |
9% |
False |
False |
9,311 |
60 |
10,305 |
8,740 |
1,565 |
17.7% |
209 |
2.4% |
6% |
False |
False |
9,672 |
80 |
10,680 |
8,740 |
1,940 |
22.0% |
182 |
2.1% |
5% |
False |
False |
7,271 |
100 |
11,365 |
8,740 |
2,625 |
29.7% |
155 |
1.7% |
4% |
False |
False |
5,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,025 |
2.618 |
9,633 |
1.618 |
9,393 |
1.000 |
9,245 |
0.618 |
9,153 |
HIGH |
9,005 |
0.618 |
8,913 |
0.500 |
8,885 |
0.382 |
8,857 |
LOW |
8,765 |
0.618 |
8,617 |
1.000 |
8,525 |
1.618 |
8,377 |
2.618 |
8,137 |
4.250 |
7,745 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
8,885 |
9,025 |
PP |
8,868 |
8,962 |
S1 |
8,852 |
8,898 |
|