Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,616 |
10,661 |
45 |
0.4% |
10,459 |
High |
10,682 |
10,665 |
-17 |
-0.2% |
10,685 |
Low |
10,590 |
10,511 |
-79 |
-0.7% |
10,448 |
Close |
10,666 |
10,618 |
-48 |
-0.5% |
10,613 |
Range |
92 |
154 |
62 |
67.4% |
237 |
ATR |
166 |
165 |
-1 |
-0.5% |
0 |
Volume |
70,004 |
127,782 |
57,778 |
82.5% |
580,732 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,060 |
10,993 |
10,703 |
|
R3 |
10,906 |
10,839 |
10,660 |
|
R2 |
10,752 |
10,752 |
10,646 |
|
R1 |
10,685 |
10,685 |
10,632 |
10,642 |
PP |
10,598 |
10,598 |
10,598 |
10,576 |
S1 |
10,531 |
10,531 |
10,604 |
10,488 |
S2 |
10,444 |
10,444 |
10,590 |
|
S3 |
10,290 |
10,377 |
10,576 |
|
S4 |
10,136 |
10,223 |
10,533 |
|
|
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% |
133 |
1.2% |
68% |
False |
False |
105,232 |
10 |
10,685 |
10,286 |
399 |
3.8% |
143 |
1.3% |
83% |
False |
False |
118,142 |
20 |
10,685 |
9,946 |
739 |
7.0% |
162 |
1.5% |
91% |
False |
False |
133,201 |
40 |
10,685 |
9,506 |
1,179 |
11.1% |
174 |
1.6% |
94% |
False |
False |
142,622 |
60 |
10,685 |
9,506 |
1,179 |
11.1% |
197 |
1.9% |
94% |
False |
False |
98,836 |
80 |
11,144 |
9,506 |
1,638 |
15.4% |
204 |
1.9% |
68% |
False |
False |
74,159 |
100 |
11,144 |
9,506 |
1,638 |
15.4% |
179 |
1.7% |
68% |
False |
False |
59,333 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
152 |
1.4% |
68% |
False |
False |
49,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,320 |
2.618 |
11,068 |
1.618 |
10,914 |
1.000 |
10,819 |
0.618 |
10,760 |
HIGH |
10,665 |
0.618 |
10,606 |
0.500 |
10,588 |
0.382 |
10,570 |
LOW |
10,511 |
0.618 |
10,416 |
1.000 |
10,357 |
1.618 |
10,262 |
2.618 |
10,108 |
4.250 |
9,857 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,608 |
10,605 |
PP |
10,598 |
10,592 |
S1 |
10,588 |
10,579 |
|