Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,902.50 |
1,903.00 |
0.50 |
0.0% |
1,868.75 |
High |
1,907.75 |
1,918.00 |
10.25 |
0.5% |
1,912.75 |
Low |
1,871.25 |
1,898.50 |
27.25 |
1.5% |
1,864.50 |
Close |
1,902.50 |
1,913.75 |
11.25 |
0.6% |
1,902.50 |
Range |
36.50 |
19.50 |
-17.00 |
-46.6% |
48.25 |
ATR |
37.06 |
35.80 |
-1.25 |
-3.4% |
0.00 |
Volume |
373,035 |
184,344 |
-188,691 |
-50.6% |
1,444,282 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.50 |
1,960.75 |
1,924.50 |
|
R3 |
1,949.00 |
1,941.25 |
1,919.00 |
|
R2 |
1,929.50 |
1,929.50 |
1,917.25 |
|
R1 |
1,921.75 |
1,921.75 |
1,915.50 |
1,925.50 |
PP |
1,910.00 |
1,910.00 |
1,910.00 |
1,912.00 |
S1 |
1,902.25 |
1,902.25 |
1,912.00 |
1,906.00 |
S2 |
1,890.50 |
1,890.50 |
1,910.25 |
|
S3 |
1,871.00 |
1,882.75 |
1,908.50 |
|
S4 |
1,851.50 |
1,863.25 |
1,903.00 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.00 |
2,018.50 |
1,929.00 |
|
R3 |
1,989.75 |
1,970.25 |
1,915.75 |
|
R2 |
1,941.50 |
1,941.50 |
1,911.25 |
|
R1 |
1,922.00 |
1,922.00 |
1,907.00 |
1,931.75 |
PP |
1,893.25 |
1,893.25 |
1,893.25 |
1,898.00 |
S1 |
1,873.75 |
1,873.75 |
1,898.00 |
1,883.50 |
S2 |
1,845.00 |
1,845.00 |
1,893.75 |
|
S3 |
1,796.75 |
1,825.50 |
1,889.25 |
|
S4 |
1,748.50 |
1,777.25 |
1,876.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,918.00 |
1,871.25 |
46.75 |
2.4% |
24.50 |
1.3% |
91% |
True |
False |
254,660 |
10 |
1,918.00 |
1,831.50 |
86.50 |
4.5% |
30.25 |
1.6% |
95% |
True |
False |
279,108 |
20 |
1,918.00 |
1,781.75 |
136.25 |
7.1% |
35.75 |
1.9% |
97% |
True |
False |
308,529 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.7% |
38.25 |
2.0% |
89% |
False |
False |
321,008 |
60 |
1,948.50 |
1,698.00 |
250.50 |
13.1% |
43.75 |
2.3% |
86% |
False |
False |
218,494 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.7% |
46.25 |
2.4% |
60% |
False |
False |
163,941 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.7% |
41.00 |
2.1% |
60% |
False |
False |
131,166 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.7% |
34.75 |
1.8% |
60% |
False |
False |
109,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.00 |
2.618 |
1,969.00 |
1.618 |
1,949.50 |
1.000 |
1,937.50 |
0.618 |
1,930.00 |
HIGH |
1,918.00 |
0.618 |
1,910.50 |
0.500 |
1,908.25 |
0.382 |
1,906.00 |
LOW |
1,898.50 |
0.618 |
1,886.50 |
1.000 |
1,879.00 |
1.618 |
1,867.00 |
2.618 |
1,847.50 |
4.250 |
1,815.50 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,912.00 |
1,907.50 |
PP |
1,910.00 |
1,901.00 |
S1 |
1,908.25 |
1,894.50 |
|