Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,790.00 |
1,766.00 |
-24.00 |
-1.3% |
1,824.75 |
High |
1,802.75 |
1,794.50 |
-8.25 |
-0.5% |
1,842.75 |
Low |
1,765.00 |
1,744.00 |
-21.00 |
-1.2% |
1,744.00 |
Close |
1,767.50 |
1,789.25 |
21.75 |
1.2% |
1,789.25 |
Range |
37.75 |
50.50 |
12.75 |
33.8% |
98.75 |
ATR |
36.73 |
37.72 |
0.98 |
2.7% |
0.00 |
Volume |
325,465 |
391,994 |
66,529 |
20.4% |
1,664,513 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.50 |
1,908.75 |
1,817.00 |
|
R3 |
1,877.00 |
1,858.25 |
1,803.25 |
|
R2 |
1,826.50 |
1,826.50 |
1,798.50 |
|
R1 |
1,807.75 |
1,807.75 |
1,794.00 |
1,817.00 |
PP |
1,776.00 |
1,776.00 |
1,776.00 |
1,780.50 |
S1 |
1,757.25 |
1,757.25 |
1,784.50 |
1,766.50 |
S2 |
1,725.50 |
1,725.50 |
1,780.00 |
|
S3 |
1,675.00 |
1,706.75 |
1,775.25 |
|
S4 |
1,624.50 |
1,656.25 |
1,761.50 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.25 |
2,037.50 |
1,843.50 |
|
R3 |
1,989.50 |
1,938.75 |
1,816.50 |
|
R2 |
1,890.75 |
1,890.75 |
1,807.25 |
|
R1 |
1,840.00 |
1,840.00 |
1,798.25 |
1,816.00 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,780.00 |
S1 |
1,741.25 |
1,741.25 |
1,780.25 |
1,717.25 |
S2 |
1,693.25 |
1,693.25 |
1,771.25 |
|
S3 |
1,594.50 |
1,642.50 |
1,762.00 |
|
S4 |
1,495.75 |
1,543.75 |
1,735.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,842.75 |
1,744.00 |
98.75 |
5.5% |
42.50 |
2.4% |
46% |
False |
True |
332,902 |
10 |
1,862.25 |
1,744.00 |
118.25 |
6.6% |
38.25 |
2.1% |
38% |
False |
True |
313,251 |
20 |
1,918.00 |
1,744.00 |
174.00 |
9.7% |
34.75 |
1.9% |
26% |
False |
True |
305,098 |
40 |
1,918.00 |
1,705.75 |
212.25 |
11.9% |
37.25 |
2.1% |
39% |
False |
False |
316,234 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.6% |
39.75 |
2.2% |
38% |
False |
False |
292,913 |
80 |
1,980.00 |
1,698.00 |
282.00 |
15.8% |
46.75 |
2.6% |
32% |
False |
False |
219,815 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
43.50 |
2.4% |
25% |
False |
False |
175,891 |
120 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
39.00 |
2.2% |
25% |
False |
False |
146,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.00 |
2.618 |
1,926.75 |
1.618 |
1,876.25 |
1.000 |
1,845.00 |
0.618 |
1,825.75 |
HIGH |
1,794.50 |
0.618 |
1,775.25 |
0.500 |
1,769.25 |
0.382 |
1,763.25 |
LOW |
1,744.00 |
0.618 |
1,712.75 |
1.000 |
1,693.50 |
1.618 |
1,662.25 |
2.618 |
1,611.75 |
4.250 |
1,529.50 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,782.50 |
1,784.00 |
PP |
1,776.00 |
1,778.75 |
S1 |
1,769.25 |
1,773.50 |
|