Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,272 |
10,276 |
4 |
0.0% |
10,616 |
High |
10,312 |
10,456 |
144 |
1.4% |
10,682 |
Low |
10,181 |
10,254 |
73 |
0.7% |
10,222 |
Close |
10,273 |
10,358 |
85 |
0.8% |
10,266 |
Range |
131 |
202 |
71 |
54.2% |
460 |
ATR |
166 |
169 |
3 |
1.5% |
0 |
Volume |
108,316 |
117,443 |
9,127 |
8.4% |
584,976 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,962 |
10,862 |
10,469 |
|
R3 |
10,760 |
10,660 |
10,414 |
|
R2 |
10,558 |
10,558 |
10,395 |
|
R1 |
10,458 |
10,458 |
10,377 |
10,508 |
PP |
10,356 |
10,356 |
10,356 |
10,381 |
S1 |
10,256 |
10,256 |
10,340 |
10,306 |
S2 |
10,154 |
10,154 |
10,321 |
|
S3 |
9,952 |
10,054 |
10,303 |
|
S4 |
9,750 |
9,852 |
10,247 |
|
|
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 |
10,624 |
10,181 |
443 |
4.3% |
181 |
1.7% |
40% |
False |
False |
122,589 |
10 |
10,685 |
10,181 |
504 |
4.9% |
157 |
1.5% |
35% |
False |
False |
113,911 |
20 |
10,685 |
10,013 |
672 |
6.5% |
160 |
1.5% |
51% |
False |
False |
127,461 |
40 |
10,685 |
9,506 |
1,179 |
11.4% |
177 |
1.7% |
72% |
False |
False |
139,939 |
60 |
10,685 |
9,506 |
1,179 |
11.4% |
190 |
1.8% |
72% |
False |
False |
109,036 |
80 |
11,144 |
9,506 |
1,638 |
15.8% |
209 |
2.0% |
52% |
False |
False |
81,816 |
100 |
11,144 |
9,506 |
1,638 |
15.8% |
184 |
1.8% |
52% |
False |
False |
65,462 |
120 |
11,144 |
9,506 |
1,638 |
15.8% |
159 |
1.5% |
52% |
False |
False |
54,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,315 |
2.618 |
10,985 |
1.618 |
10,783 |
1.000 |
10,658 |
0.618 |
10,581 |
HIGH |
10,456 |
0.618 |
10,379 |
0.500 |
10,355 |
0.382 |
10,331 |
LOW |
10,254 |
0.618 |
10,129 |
1.000 |
10,052 |
1.618 |
9,927 |
2.618 |
9,725 |
4.250 |
9,396 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,357 |
10,345 |
PP |
10,356 |
10,332 |
S1 |
10,355 |
10,319 |
|