Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,840.00 |
1,838.75 |
-1.25 |
-0.1% |
1,903.00 |
High |
1,862.25 |
1,850.50 |
-11.75 |
-0.6% |
1,918.00 |
Low |
1,831.00 |
1,810.25 |
-20.75 |
-1.1% |
1,806.25 |
Close |
1,836.75 |
1,820.00 |
-16.75 |
-0.9% |
1,815.25 |
Range |
31.25 |
40.25 |
9.00 |
28.8% |
111.75 |
ATR |
36.28 |
36.56 |
0.28 |
0.8% |
0.00 |
Volume |
298,743 |
346,596 |
47,853 |
16.0% |
1,525,181 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.75 |
1,924.00 |
1,842.25 |
|
R3 |
1,907.50 |
1,883.75 |
1,831.00 |
|
R2 |
1,867.25 |
1,867.25 |
1,827.50 |
|
R1 |
1,843.50 |
1,843.50 |
1,823.75 |
1,835.25 |
PP |
1,827.00 |
1,827.00 |
1,827.00 |
1,822.75 |
S1 |
1,803.25 |
1,803.25 |
1,816.25 |
1,795.00 |
S2 |
1,786.75 |
1,786.75 |
1,812.50 |
|
S3 |
1,746.50 |
1,763.00 |
1,809.00 |
|
S4 |
1,706.25 |
1,722.75 |
1,797.75 |
|
|
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 |
1,862.25 |
1,800.00 |
62.25 |
3.4% |
35.25 |
1.9% |
32% |
False |
False |
288,613 |
10 |
1,918.00 |
1,800.00 |
118.00 |
6.5% |
35.75 |
2.0% |
17% |
False |
False |
310,203 |
20 |
1,918.00 |
1,800.00 |
118.00 |
6.5% |
33.00 |
1.8% |
17% |
False |
False |
300,571 |
40 |
1,918.00 |
1,698.00 |
220.00 |
12.1% |
38.50 |
2.1% |
55% |
False |
False |
320,879 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
41.00 |
2.3% |
50% |
False |
False |
260,873 |
80 |
2,044.50 |
1,698.00 |
346.50 |
19.0% |
47.00 |
2.6% |
35% |
False |
False |
195,716 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
42.25 |
2.3% |
34% |
False |
False |
156,606 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
37.25 |
2.0% |
34% |
False |
False |
130,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.50 |
2.618 |
1,955.75 |
1.618 |
1,915.50 |
1.000 |
1,890.75 |
0.618 |
1,875.25 |
HIGH |
1,850.50 |
0.618 |
1,835.00 |
0.500 |
1,830.50 |
0.382 |
1,825.75 |
LOW |
1,810.25 |
0.618 |
1,785.50 |
1.000 |
1,770.00 |
1.618 |
1,745.25 |
2.618 |
1,705.00 |
4.250 |
1,639.25 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,830.50 |
1,836.25 |
PP |
1,827.00 |
1,830.75 |
S1 |
1,823.50 |
1,825.50 |
|