Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,817.75 |
1,819.25 |
1.50 |
0.1% |
1,903.00 |
High |
1,833.25 |
1,860.50 |
27.25 |
1.5% |
1,918.00 |
Low |
1,800.00 |
1,817.00 |
17.00 |
0.9% |
1,806.25 |
Close |
1,820.00 |
1,839.50 |
19.50 |
1.1% |
1,815.25 |
Range |
33.25 |
43.50 |
10.25 |
30.8% |
111.75 |
ATR |
36.14 |
36.67 |
0.53 |
1.5% |
0.00 |
Volume |
286,982 |
271,497 |
-15,485 |
-5.4% |
1,525,181 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.50 |
1,948.00 |
1,863.50 |
|
R3 |
1,926.00 |
1,904.50 |
1,851.50 |
|
R2 |
1,882.50 |
1,882.50 |
1,847.50 |
|
R1 |
1,861.00 |
1,861.00 |
1,843.50 |
1,871.75 |
PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,844.50 |
S1 |
1,817.50 |
1,817.50 |
1,835.50 |
1,828.25 |
S2 |
1,795.50 |
1,795.50 |
1,831.50 |
|
S3 |
1,752.00 |
1,774.00 |
1,827.50 |
|
S4 |
1,708.50 |
1,730.50 |
1,815.50 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,181.75 |
2,110.25 |
1,876.75 |
|
R3 |
2,070.00 |
1,998.50 |
1,846.00 |
|
R2 |
1,958.25 |
1,958.25 |
1,835.75 |
|
R1 |
1,886.75 |
1,886.75 |
1,825.50 |
1,866.50 |
PP |
1,846.50 |
1,846.50 |
1,846.50 |
1,836.50 |
S1 |
1,775.00 |
1,775.00 |
1,805.00 |
1,755.00 |
S2 |
1,734.75 |
1,734.75 |
1,794.75 |
|
S3 |
1,623.00 |
1,663.25 |
1,784.50 |
|
S4 |
1,511.25 |
1,551.50 |
1,753.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,898.00 |
1,800.00 |
98.00 |
5.3% |
39.50 |
2.1% |
40% |
False |
False |
310,932 |
10 |
1,918.00 |
1,800.00 |
118.00 |
6.4% |
33.50 |
1.8% |
33% |
False |
False |
295,692 |
20 |
1,918.00 |
1,800.00 |
118.00 |
6.4% |
34.75 |
1.9% |
33% |
False |
False |
305,913 |
40 |
1,918.00 |
1,698.00 |
220.00 |
12.0% |
38.50 |
2.1% |
64% |
False |
False |
321,331 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
41.75 |
2.3% |
58% |
False |
False |
250,128 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
47.00 |
2.6% |
40% |
False |
False |
187,654 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
42.00 |
2.3% |
40% |
False |
False |
150,154 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
36.50 |
2.0% |
40% |
False |
False |
125,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.50 |
2.618 |
1,974.50 |
1.618 |
1,931.00 |
1.000 |
1,904.00 |
0.618 |
1,887.50 |
HIGH |
1,860.50 |
0.618 |
1,844.00 |
0.500 |
1,838.75 |
0.382 |
1,833.50 |
LOW |
1,817.00 |
0.618 |
1,790.00 |
1.000 |
1,773.50 |
1.618 |
1,746.50 |
2.618 |
1,703.00 |
4.250 |
1,632.00 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,839.25 |
1,836.50 |
PP |
1,839.00 |
1,833.25 |
S1 |
1,838.75 |
1,830.25 |
|