Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,903.00 |
1,914.00 |
11.00 |
0.6% |
1,868.75 |
High |
1,918.00 |
1,914.00 |
-4.00 |
-0.2% |
1,912.75 |
Low |
1,898.50 |
1,880.75 |
-17.75 |
-0.9% |
1,864.50 |
Close |
1,913.75 |
1,896.50 |
-17.25 |
-0.9% |
1,902.50 |
Range |
19.50 |
33.25 |
13.75 |
70.5% |
48.25 |
ATR |
35.80 |
35.62 |
-0.18 |
-0.5% |
0.00 |
Volume |
184,344 |
344,656 |
160,312 |
87.0% |
1,444,282 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.75 |
1,980.00 |
1,914.75 |
|
R3 |
1,963.50 |
1,946.75 |
1,905.75 |
|
R2 |
1,930.25 |
1,930.25 |
1,902.50 |
|
R1 |
1,913.50 |
1,913.50 |
1,899.50 |
1,905.25 |
PP |
1,897.00 |
1,897.00 |
1,897.00 |
1,893.00 |
S1 |
1,880.25 |
1,880.25 |
1,893.50 |
1,872.00 |
S2 |
1,863.75 |
1,863.75 |
1,890.50 |
|
S3 |
1,830.50 |
1,847.00 |
1,887.25 |
|
S4 |
1,797.25 |
1,813.75 |
1,878.25 |
|
|
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 |
2.5% |
27.50 |
1.5% |
54% |
False |
False |
280,453 |
10 |
1,918.00 |
1,831.50 |
86.50 |
4.6% |
31.25 |
1.7% |
75% |
False |
False |
288,159 |
20 |
1,918.00 |
1,781.75 |
136.25 |
7.2% |
35.75 |
1.9% |
84% |
False |
False |
313,839 |
40 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
38.25 |
2.0% |
82% |
False |
False |
323,178 |
60 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
43.25 |
2.3% |
82% |
False |
False |
224,236 |
80 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
46.25 |
2.4% |
55% |
False |
False |
168,246 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
41.25 |
2.2% |
55% |
False |
False |
134,612 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
35.00 |
1.8% |
55% |
False |
False |
112,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.25 |
2.618 |
2,001.00 |
1.618 |
1,967.75 |
1.000 |
1,947.25 |
0.618 |
1,934.50 |
HIGH |
1,914.00 |
0.618 |
1,901.25 |
0.500 |
1,897.50 |
0.382 |
1,893.50 |
LOW |
1,880.75 |
0.618 |
1,860.25 |
1.000 |
1,847.50 |
1.618 |
1,827.00 |
2.618 |
1,793.75 |
4.250 |
1,739.50 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,897.50 |
1,896.00 |
PP |
1,897.00 |
1,895.25 |
S1 |
1,896.75 |
1,894.50 |
|