Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,337 |
10,271 |
-66 |
-0.6% |
10,616 |
High |
10,367 |
10,357 |
-10 |
-0.1% |
10,682 |
Low |
10,223 |
10,222 |
-1 |
0.0% |
10,222 |
Close |
10,271 |
10,266 |
-5 |
0.0% |
10,266 |
Range |
144 |
135 |
-9 |
-6.3% |
460 |
ATR |
172 |
169 |
-3 |
-1.5% |
0 |
Volume |
133,247 |
105,146 |
-28,101 |
-21.1% |
584,976 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,687 |
10,611 |
10,340 |
|
R3 |
10,552 |
10,476 |
10,303 |
|
R2 |
10,417 |
10,417 |
10,291 |
|
R1 |
10,341 |
10,341 |
10,279 |
10,312 |
PP |
10,282 |
10,282 |
10,282 |
10,267 |
S1 |
10,206 |
10,206 |
10,254 |
10,177 |
S2 |
10,147 |
10,147 |
10,241 |
|
S3 |
10,012 |
10,071 |
10,229 |
|
S4 |
9,877 |
9,936 |
10,192 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,770 |
11,478 |
10,519 |
|
R3 |
11,310 |
11,018 |
10,393 |
|
R2 |
10,850 |
10,850 |
10,350 |
|
R1 |
10,558 |
10,558 |
10,308 |
10,474 |
PP |
10,390 |
10,390 |
10,390 |
10,348 |
S1 |
10,098 |
10,098 |
10,224 |
10,014 |
S2 |
9,930 |
9,930 |
10,182 |
|
S3 |
9,470 |
9,638 |
10,140 |
|
S4 |
9,010 |
9,178 |
10,013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,682 |
10,222 |
460 |
4.5% |
163 |
1.6% |
10% |
False |
True |
116,995 |
10 |
10,685 |
10,222 |
463 |
4.5% |
151 |
1.5% |
10% |
False |
True |
116,570 |
20 |
10,685 |
9,946 |
739 |
7.2% |
161 |
1.6% |
43% |
False |
False |
131,034 |
40 |
10,685 |
9,506 |
1,179 |
11.5% |
176 |
1.7% |
64% |
False |
False |
141,378 |
60 |
10,685 |
9,506 |
1,179 |
11.5% |
196 |
1.9% |
64% |
False |
False |
105,283 |
80 |
11,144 |
9,506 |
1,638 |
16.0% |
208 |
2.0% |
46% |
False |
False |
78,995 |
100 |
11,144 |
9,506 |
1,638 |
16.0% |
182 |
1.8% |
46% |
False |
False |
63,205 |
120 |
11,144 |
9,506 |
1,638 |
16.0% |
157 |
1.5% |
46% |
False |
False |
52,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,931 |
2.618 |
10,711 |
1.618 |
10,576 |
1.000 |
10,492 |
0.618 |
10,441 |
HIGH |
10,357 |
0.618 |
10,306 |
0.500 |
10,290 |
0.382 |
10,274 |
LOW |
10,222 |
0.618 |
10,139 |
1.000 |
10,087 |
1.618 |
10,004 |
2.618 |
9,869 |
4.250 |
9,648 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,290 |
10,423 |
PP |
10,282 |
10,371 |
S1 |
10,274 |
10,318 |
|