Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,617 |
10,337 |
-280 |
-2.6% |
10,459 |
High |
10,624 |
10,367 |
-257 |
-2.4% |
10,685 |
Low |
10,334 |
10,223 |
-111 |
-1.1% |
10,448 |
Close |
10,337 |
10,271 |
-66 |
-0.6% |
10,613 |
Range |
290 |
144 |
-146 |
-50.3% |
237 |
ATR |
174 |
172 |
-2 |
-1.2% |
0 |
Volume |
148,797 |
133,247 |
-15,550 |
-10.5% |
580,732 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,719 |
10,639 |
10,350 |
|
R3 |
10,575 |
10,495 |
10,311 |
|
R2 |
10,431 |
10,431 |
10,298 |
|
R1 |
10,351 |
10,351 |
10,284 |
10,319 |
PP |
10,287 |
10,287 |
10,287 |
10,271 |
S1 |
10,207 |
10,207 |
10,258 |
10,175 |
S2 |
10,143 |
10,143 |
10,245 |
|
S3 |
9,999 |
10,063 |
10,232 |
|
S4 |
9,855 |
9,919 |
10,192 |
|
|
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 |
10,223 |
462 |
4.5% |
179 |
1.7% |
10% |
False |
True |
123,845 |
10 |
10,685 |
10,223 |
462 |
4.5% |
155 |
1.5% |
10% |
False |
True |
122,003 |
20 |
10,685 |
9,946 |
739 |
7.2% |
169 |
1.6% |
44% |
False |
False |
134,005 |
40 |
10,685 |
9,506 |
1,179 |
11.5% |
176 |
1.7% |
65% |
False |
False |
142,446 |
60 |
10,685 |
9,506 |
1,179 |
11.5% |
197 |
1.9% |
65% |
False |
False |
103,532 |
80 |
11,144 |
9,506 |
1,638 |
15.9% |
207 |
2.0% |
47% |
False |
False |
77,682 |
100 |
11,144 |
9,506 |
1,638 |
15.9% |
181 |
1.8% |
47% |
False |
False |
62,153 |
120 |
11,144 |
9,506 |
1,638 |
15.9% |
156 |
1.5% |
47% |
False |
False |
51,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,979 |
2.618 |
10,744 |
1.618 |
10,600 |
1.000 |
10,511 |
0.618 |
10,456 |
HIGH |
10,367 |
0.618 |
10,312 |
0.500 |
10,295 |
0.382 |
10,278 |
LOW |
10,223 |
0.618 |
10,134 |
1.000 |
10,079 |
1.618 |
9,990 |
2.618 |
9,846 |
4.250 |
9,611 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,295 |
10,444 |
PP |
10,287 |
10,386 |
S1 |
10,279 |
10,329 |
|