Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,271 |
10,272 |
1 |
0.0% |
10,616 |
High |
10,357 |
10,312 |
-45 |
-0.4% |
10,682 |
Low |
10,222 |
10,181 |
-41 |
-0.4% |
10,222 |
Close |
10,266 |
10,273 |
7 |
0.1% |
10,266 |
Range |
135 |
131 |
-4 |
-3.0% |
460 |
ATR |
169 |
166 |
-3 |
-1.6% |
0 |
Volume |
105,146 |
108,316 |
3,170 |
3.0% |
584,976 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,648 |
10,592 |
10,345 |
|
R3 |
10,517 |
10,461 |
10,309 |
|
R2 |
10,386 |
10,386 |
10,297 |
|
R1 |
10,330 |
10,330 |
10,285 |
10,358 |
PP |
10,255 |
10,255 |
10,255 |
10,270 |
S1 |
10,199 |
10,199 |
10,261 |
10,227 |
S2 |
10,124 |
10,124 |
10,249 |
|
S3 |
9,993 |
10,068 |
10,237 |
|
S4 |
9,862 |
9,937 |
10,201 |
|
|
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 |
10,665 |
10,181 |
484 |
4.7% |
171 |
1.7% |
19% |
False |
True |
124,657 |
10 |
10,685 |
10,181 |
504 |
4.9% |
144 |
1.4% |
18% |
False |
True |
112,292 |
20 |
10,685 |
9,946 |
739 |
7.2% |
162 |
1.6% |
44% |
False |
False |
128,049 |
40 |
10,685 |
9,506 |
1,179 |
11.5% |
177 |
1.7% |
65% |
False |
False |
139,884 |
60 |
10,685 |
9,506 |
1,179 |
11.5% |
191 |
1.9% |
65% |
False |
False |
107,085 |
80 |
11,144 |
9,506 |
1,638 |
15.9% |
208 |
2.0% |
47% |
False |
False |
80,348 |
100 |
11,144 |
9,506 |
1,638 |
15.9% |
182 |
1.8% |
47% |
False |
False |
64,288 |
120 |
11,144 |
9,506 |
1,638 |
15.9% |
157 |
1.5% |
47% |
False |
False |
53,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,869 |
2.618 |
10,655 |
1.618 |
10,524 |
1.000 |
10,443 |
0.618 |
10,393 |
HIGH |
10,312 |
0.618 |
10,262 |
0.500 |
10,247 |
0.382 |
10,231 |
LOW |
10,181 |
0.618 |
10,100 |
1.000 |
10,050 |
1.618 |
9,969 |
2.618 |
9,838 |
4.250 |
9,624 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,264 |
10,274 |
PP |
10,255 |
10,274 |
S1 |
10,247 |
10,273 |
|