Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,634 |
10,616 |
-18 |
-0.2% |
10,459 |
High |
10,685 |
10,682 |
-3 |
0.0% |
10,685 |
Low |
10,473 |
10,590 |
117 |
1.1% |
10,448 |
Close |
10,613 |
10,666 |
53 |
0.5% |
10,613 |
Range |
212 |
92 |
-120 |
-56.6% |
237 |
ATR |
171 |
166 |
-6 |
-3.3% |
0 |
Volume |
139,396 |
70,004 |
-69,392 |
-49.8% |
580,732 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,922 |
10,886 |
10,717 |
|
R3 |
10,830 |
10,794 |
10,691 |
|
R2 |
10,738 |
10,738 |
10,683 |
|
R1 |
10,702 |
10,702 |
10,675 |
10,720 |
PP |
10,646 |
10,646 |
10,646 |
10,655 |
S1 |
10,610 |
10,610 |
10,658 |
10,628 |
S2 |
10,554 |
10,554 |
10,649 |
|
S3 |
10,462 |
10,518 |
10,641 |
|
S4 |
10,370 |
10,426 |
10,616 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,293 |
11,190 |
10,743 |
|
R3 |
11,056 |
10,953 |
10,678 |
|
R2 |
10,819 |
10,819 |
10,657 |
|
R1 |
10,716 |
10,716 |
10,635 |
10,768 |
PP |
10,582 |
10,582 |
10,582 |
10,608 |
S1 |
10,479 |
10,479 |
10,591 |
10,531 |
S2 |
10,345 |
10,345 |
10,570 |
|
S3 |
10,108 |
10,242 |
10,548 |
|
S4 |
9,871 |
10,005 |
10,483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,685 |
10,473 |
212 |
2.0% |
118 |
1.1% |
91% |
False |
False |
99,926 |
10 |
10,685 |
10,286 |
399 |
3.7% |
137 |
1.3% |
95% |
False |
False |
117,051 |
20 |
10,685 |
9,946 |
739 |
6.9% |
165 |
1.5% |
97% |
False |
False |
131,982 |
40 |
10,685 |
9,506 |
1,179 |
11.1% |
173 |
1.6% |
98% |
False |
False |
142,607 |
60 |
10,735 |
9,506 |
1,229 |
11.5% |
199 |
1.9% |
94% |
False |
False |
96,708 |
80 |
11,144 |
9,506 |
1,638 |
15.4% |
204 |
1.9% |
71% |
False |
False |
72,562 |
100 |
11,144 |
9,506 |
1,638 |
15.4% |
179 |
1.7% |
71% |
False |
False |
58,056 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
151 |
1.4% |
71% |
False |
False |
48,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,073 |
2.618 |
10,923 |
1.618 |
10,831 |
1.000 |
10,774 |
0.618 |
10,739 |
HIGH |
10,682 |
0.618 |
10,647 |
0.500 |
10,636 |
0.382 |
10,625 |
LOW |
10,590 |
0.618 |
10,533 |
1.000 |
10,498 |
1.618 |
10,441 |
2.618 |
10,349 |
4.250 |
10,199 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,656 |
10,637 |
PP |
10,646 |
10,608 |
S1 |
10,636 |
10,579 |
|