Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,914.00 |
1,897.00 |
-17.00 |
-0.9% |
1,868.75 |
High |
1,914.00 |
1,898.00 |
-16.00 |
-0.8% |
1,912.75 |
Low |
1,880.75 |
1,837.00 |
-43.75 |
-2.3% |
1,864.50 |
Close |
1,896.50 |
1,837.75 |
-58.75 |
-3.1% |
1,902.50 |
Range |
33.25 |
61.00 |
27.75 |
83.5% |
48.25 |
ATR |
35.62 |
37.43 |
1.81 |
5.1% |
0.00 |
Volume |
344,656 |
407,601 |
62,945 |
18.3% |
1,444,282 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.50 |
2,000.25 |
1,871.25 |
|
R3 |
1,979.50 |
1,939.25 |
1,854.50 |
|
R2 |
1,918.50 |
1,918.50 |
1,849.00 |
|
R1 |
1,878.25 |
1,878.25 |
1,843.25 |
1,868.00 |
PP |
1,857.50 |
1,857.50 |
1,857.50 |
1,852.50 |
S1 |
1,817.25 |
1,817.25 |
1,832.25 |
1,807.00 |
S2 |
1,796.50 |
1,796.50 |
1,826.50 |
|
S3 |
1,735.50 |
1,756.25 |
1,821.00 |
|
S4 |
1,674.50 |
1,695.25 |
1,804.25 |
|
|
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 |
1,837.00 |
81.00 |
4.4% |
34.50 |
1.9% |
1% |
False |
True |
306,731 |
10 |
1,918.00 |
1,831.50 |
86.50 |
4.7% |
34.50 |
1.9% |
7% |
False |
False |
301,877 |
20 |
1,918.00 |
1,781.75 |
136.25 |
7.4% |
37.25 |
2.0% |
41% |
False |
False |
318,708 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
38.50 |
2.1% |
58% |
False |
False |
325,118 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
43.50 |
2.4% |
58% |
False |
False |
231,026 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
46.50 |
2.5% |
39% |
False |
False |
173,339 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
41.50 |
2.3% |
39% |
False |
False |
138,688 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
35.50 |
1.9% |
39% |
False |
False |
115,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,157.25 |
2.618 |
2,057.75 |
1.618 |
1,996.75 |
1.000 |
1,959.00 |
0.618 |
1,935.75 |
HIGH |
1,898.00 |
0.618 |
1,874.75 |
0.500 |
1,867.50 |
0.382 |
1,860.25 |
LOW |
1,837.00 |
0.618 |
1,799.25 |
1.000 |
1,776.00 |
1.618 |
1,738.25 |
2.618 |
1,677.25 |
4.250 |
1,577.75 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,867.50 |
1,877.50 |
PP |
1,857.50 |
1,864.25 |
S1 |
1,847.75 |
1,851.00 |
|