Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,820.00 |
1,824.75 |
4.75 |
0.3% |
1,817.75 |
High |
1,829.75 |
1,842.75 |
13.00 |
0.7% |
1,862.25 |
Low |
1,808.50 |
1,804.75 |
-3.75 |
-0.2% |
1,800.00 |
Close |
1,825.50 |
1,809.50 |
-16.00 |
-0.9% |
1,825.50 |
Range |
21.25 |
38.00 |
16.75 |
78.8% |
62.25 |
ATR |
35.47 |
35.65 |
0.18 |
0.5% |
0.00 |
Volume |
264,182 |
275,129 |
10,947 |
4.1% |
1,468,000 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.00 |
1,909.25 |
1,830.50 |
|
R3 |
1,895.00 |
1,871.25 |
1,820.00 |
|
R2 |
1,857.00 |
1,857.00 |
1,816.50 |
|
R1 |
1,833.25 |
1,833.25 |
1,813.00 |
1,826.00 |
PP |
1,819.00 |
1,819.00 |
1,819.00 |
1,815.50 |
S1 |
1,795.25 |
1,795.25 |
1,806.00 |
1,788.00 |
S2 |
1,781.00 |
1,781.00 |
1,802.50 |
|
S3 |
1,743.00 |
1,757.25 |
1,799.00 |
|
S4 |
1,705.00 |
1,719.25 |
1,788.50 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.00 |
1,983.00 |
1,859.75 |
|
R3 |
1,953.75 |
1,920.75 |
1,842.50 |
|
R2 |
1,891.50 |
1,891.50 |
1,837.00 |
|
R1 |
1,858.50 |
1,858.50 |
1,831.25 |
1,875.00 |
PP |
1,829.25 |
1,829.25 |
1,829.25 |
1,837.50 |
S1 |
1,796.25 |
1,796.25 |
1,819.75 |
1,812.75 |
S2 |
1,767.00 |
1,767.00 |
1,814.00 |
|
S3 |
1,704.75 |
1,734.00 |
1,808.50 |
|
S4 |
1,642.50 |
1,671.75 |
1,791.25 |
|
|
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 |
1,804.75 |
57.50 |
3.2% |
34.75 |
1.9% |
8% |
False |
True |
291,229 |
10 |
1,914.00 |
1,800.00 |
114.00 |
6.3% |
36.00 |
2.0% |
8% |
False |
False |
308,396 |
20 |
1,918.00 |
1,800.00 |
118.00 |
6.5% |
33.25 |
1.8% |
8% |
False |
False |
293,752 |
40 |
1,918.00 |
1,698.00 |
220.00 |
12.2% |
38.25 |
2.1% |
51% |
False |
False |
317,820 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
39.75 |
2.2% |
46% |
False |
False |
269,844 |
80 |
2,044.50 |
1,698.00 |
346.50 |
19.1% |
47.00 |
2.6% |
32% |
False |
False |
202,453 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
42.50 |
2.3% |
31% |
False |
False |
161,999 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.8% |
37.50 |
2.1% |
31% |
False |
False |
135,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.25 |
2.618 |
1,942.25 |
1.618 |
1,904.25 |
1.000 |
1,880.75 |
0.618 |
1,866.25 |
HIGH |
1,842.75 |
0.618 |
1,828.25 |
0.500 |
1,823.75 |
0.382 |
1,819.25 |
LOW |
1,804.75 |
0.618 |
1,781.25 |
1.000 |
1,766.75 |
1.618 |
1,743.25 |
2.618 |
1,705.25 |
4.250 |
1,643.25 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,823.75 |
1,827.50 |
PP |
1,819.00 |
1,821.50 |
S1 |
1,814.25 |
1,815.50 |
|