Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,824.75 |
1,809.25 |
-15.50 |
-0.8% |
1,817.75 |
High |
1,842.75 |
1,810.25 |
-32.50 |
-1.8% |
1,862.25 |
Low |
1,804.75 |
1,766.00 |
-38.75 |
-2.1% |
1,800.00 |
Close |
1,809.50 |
1,773.75 |
-35.75 |
-2.0% |
1,825.50 |
Range |
38.00 |
44.25 |
6.25 |
16.4% |
62.25 |
ATR |
35.65 |
36.26 |
0.61 |
1.7% |
0.00 |
Volume |
275,129 |
317,739 |
42,610 |
15.5% |
1,468,000 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.00 |
1,889.25 |
1,798.00 |
|
R3 |
1,871.75 |
1,845.00 |
1,786.00 |
|
R2 |
1,827.50 |
1,827.50 |
1,781.75 |
|
R1 |
1,800.75 |
1,800.75 |
1,777.75 |
1,792.00 |
PP |
1,783.25 |
1,783.25 |
1,783.25 |
1,779.00 |
S1 |
1,756.50 |
1,756.50 |
1,769.75 |
1,747.75 |
S2 |
1,739.00 |
1,739.00 |
1,765.75 |
|
S3 |
1,694.75 |
1,712.25 |
1,761.50 |
|
S4 |
1,650.50 |
1,668.00 |
1,749.50 |
|
|
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 |
1,766.00 |
96.25 |
5.4% |
35.00 |
2.0% |
8% |
False |
True |
300,477 |
10 |
1,898.00 |
1,766.00 |
132.00 |
7.4% |
37.25 |
2.1% |
6% |
False |
True |
305,704 |
20 |
1,918.00 |
1,766.00 |
152.00 |
8.6% |
34.25 |
1.9% |
5% |
False |
True |
296,932 |
40 |
1,918.00 |
1,698.00 |
220.00 |
12.4% |
38.75 |
2.2% |
34% |
False |
False |
317,674 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.7% |
39.75 |
2.2% |
31% |
False |
False |
275,128 |
80 |
2,035.50 |
1,698.00 |
337.50 |
19.0% |
47.00 |
2.6% |
22% |
False |
False |
206,423 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.2% |
42.75 |
2.4% |
21% |
False |
False |
165,176 |
120 |
2,056.00 |
1,698.00 |
358.00 |
20.2% |
38.00 |
2.1% |
21% |
False |
False |
137,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,998.25 |
2.618 |
1,926.00 |
1.618 |
1,881.75 |
1.000 |
1,854.50 |
0.618 |
1,837.50 |
HIGH |
1,810.25 |
0.618 |
1,793.25 |
0.500 |
1,788.00 |
0.382 |
1,783.00 |
LOW |
1,766.00 |
0.618 |
1,738.75 |
1.000 |
1,721.75 |
1.618 |
1,694.50 |
2.618 |
1,650.25 |
4.250 |
1,578.00 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,788.00 |
1,804.50 |
PP |
1,783.25 |
1,794.25 |
S1 |
1,778.50 |
1,784.00 |
|