Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,897.00 |
1,837.25 |
-59.75 |
-3.1% |
1,868.75 |
High |
1,898.00 |
1,838.25 |
-59.75 |
-3.1% |
1,912.75 |
Low |
1,837.00 |
1,806.25 |
-30.75 |
-1.7% |
1,864.50 |
Close |
1,837.75 |
1,827.25 |
-10.50 |
-0.6% |
1,902.50 |
Range |
61.00 |
32.00 |
-29.00 |
-47.5% |
48.25 |
ATR |
37.43 |
37.04 |
-0.39 |
-1.0% |
0.00 |
Volume |
407,601 |
349,332 |
-58,269 |
-14.3% |
1,444,282 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.00 |
1,905.50 |
1,844.75 |
|
R3 |
1,888.00 |
1,873.50 |
1,836.00 |
|
R2 |
1,856.00 |
1,856.00 |
1,833.00 |
|
R1 |
1,841.50 |
1,841.50 |
1,830.25 |
1,832.75 |
PP |
1,824.00 |
1,824.00 |
1,824.00 |
1,819.50 |
S1 |
1,809.50 |
1,809.50 |
1,824.25 |
1,800.75 |
S2 |
1,792.00 |
1,792.00 |
1,821.50 |
|
S3 |
1,760.00 |
1,777.50 |
1,818.50 |
|
S4 |
1,728.00 |
1,745.50 |
1,809.75 |
|
|
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 |
1,806.25 |
111.75 |
6.1% |
36.50 |
2.0% |
19% |
False |
True |
331,793 |
10 |
1,918.00 |
1,806.25 |
111.75 |
6.1% |
32.75 |
1.8% |
19% |
False |
True |
311,472 |
20 |
1,918.00 |
1,781.75 |
136.25 |
7.5% |
37.25 |
2.0% |
33% |
False |
False |
319,333 |
40 |
1,941.00 |
1,698.00 |
243.00 |
13.3% |
38.50 |
2.1% |
53% |
False |
False |
325,126 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.3% |
43.25 |
2.4% |
53% |
False |
False |
236,844 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.6% |
46.75 |
2.6% |
36% |
False |
False |
177,705 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.6% |
41.50 |
2.3% |
36% |
False |
False |
142,180 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.6% |
35.75 |
2.0% |
36% |
False |
False |
118,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.25 |
2.618 |
1,922.00 |
1.618 |
1,890.00 |
1.000 |
1,870.25 |
0.618 |
1,858.00 |
HIGH |
1,838.25 |
0.618 |
1,826.00 |
0.500 |
1,822.25 |
0.382 |
1,818.50 |
LOW |
1,806.25 |
0.618 |
1,786.50 |
1.000 |
1,774.25 |
1.618 |
1,754.50 |
2.618 |
1,722.50 |
4.250 |
1,670.25 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,825.50 |
1,860.00 |
PP |
1,824.00 |
1,849.25 |
S1 |
1,822.25 |
1,838.25 |
|