Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,790.75 |
1,768.50 |
-22.25 |
-1.2% |
1,824.75 |
High |
1,805.50 |
1,781.75 |
-23.75 |
-1.3% |
1,842.75 |
Low |
1,768.25 |
1,754.50 |
-13.75 |
-0.8% |
1,744.00 |
Close |
1,768.75 |
1,766.50 |
-2.25 |
-0.1% |
1,789.25 |
Range |
37.25 |
27.25 |
-10.00 |
-26.8% |
98.75 |
ATR |
37.68 |
36.94 |
-0.75 |
-2.0% |
0.00 |
Volume |
255,852 |
360,795 |
104,943 |
41.0% |
1,664,513 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.25 |
1,835.25 |
1,781.50 |
|
R3 |
1,822.00 |
1,808.00 |
1,774.00 |
|
R2 |
1,794.75 |
1,794.75 |
1,771.50 |
|
R1 |
1,780.75 |
1,780.75 |
1,769.00 |
1,774.00 |
PP |
1,767.50 |
1,767.50 |
1,767.50 |
1,764.25 |
S1 |
1,753.50 |
1,753.50 |
1,764.00 |
1,747.00 |
S2 |
1,740.25 |
1,740.25 |
1,761.50 |
|
S3 |
1,713.00 |
1,726.25 |
1,759.00 |
|
S4 |
1,685.75 |
1,699.00 |
1,751.50 |
|
|
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 |
1,805.50 |
1,744.00 |
61.50 |
3.5% |
39.00 |
2.2% |
37% |
False |
False |
337,658 |
10 |
1,862.25 |
1,744.00 |
118.25 |
6.7% |
37.00 |
2.1% |
19% |
False |
False |
319,068 |
20 |
1,918.00 |
1,744.00 |
174.00 |
9.8% |
35.25 |
2.0% |
13% |
False |
False |
307,380 |
40 |
1,918.00 |
1,721.75 |
196.25 |
11.1% |
36.50 |
2.1% |
23% |
False |
False |
311,055 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.8% |
38.75 |
2.2% |
28% |
False |
False |
303,151 |
80 |
1,980.00 |
1,698.00 |
282.00 |
16.0% |
43.25 |
2.5% |
24% |
False |
False |
227,511 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.3% |
43.75 |
2.5% |
19% |
False |
False |
182,057 |
120 |
2,056.00 |
1,698.00 |
358.00 |
20.3% |
39.50 |
2.2% |
19% |
False |
False |
151,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.50 |
2.618 |
1,853.00 |
1.618 |
1,825.75 |
1.000 |
1,809.00 |
0.618 |
1,798.50 |
HIGH |
1,781.75 |
0.618 |
1,771.25 |
0.500 |
1,768.00 |
0.382 |
1,765.00 |
LOW |
1,754.50 |
0.618 |
1,737.75 |
1.000 |
1,727.25 |
1.618 |
1,710.50 |
2.618 |
1,683.25 |
4.250 |
1,638.75 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,768.00 |
1,774.75 |
PP |
1,767.50 |
1,772.00 |
S1 |
1,767.00 |
1,769.25 |
|