Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,276 |
10,361 |
85 |
0.8% |
10,616 |
High |
10,456 |
10,455 |
-1 |
0.0% |
10,682 |
Low |
10,254 |
10,309 |
55 |
0.5% |
10,222 |
Close |
10,358 |
10,352 |
-6 |
-0.1% |
10,266 |
Range |
202 |
146 |
-56 |
-27.7% |
460 |
ATR |
169 |
167 |
-2 |
-1.0% |
0 |
Volume |
117,443 |
132,935 |
15,492 |
13.2% |
584,976 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,810 |
10,727 |
10,432 |
|
R3 |
10,664 |
10,581 |
10,392 |
|
R2 |
10,518 |
10,518 |
10,379 |
|
R1 |
10,435 |
10,435 |
10,366 |
10,404 |
PP |
10,372 |
10,372 |
10,372 |
10,356 |
S1 |
10,289 |
10,289 |
10,339 |
10,258 |
S2 |
10,226 |
10,226 |
10,325 |
|
S3 |
10,080 |
10,143 |
10,312 |
|
S4 |
9,934 |
9,997 |
10,272 |
|
|
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 |
10,456 |
10,181 |
275 |
2.7% |
152 |
1.5% |
62% |
False |
False |
119,417 |
10 |
10,685 |
10,181 |
504 |
4.9% |
160 |
1.5% |
34% |
False |
False |
116,637 |
20 |
10,685 |
10,035 |
650 |
6.3% |
157 |
1.5% |
49% |
False |
False |
126,055 |
40 |
10,685 |
9,506 |
1,179 |
11.4% |
175 |
1.7% |
72% |
False |
False |
139,718 |
60 |
10,685 |
9,506 |
1,179 |
11.4% |
190 |
1.8% |
72% |
False |
False |
111,241 |
80 |
11,105 |
9,506 |
1,599 |
15.4% |
210 |
2.0% |
53% |
False |
False |
83,476 |
100 |
11,144 |
9,506 |
1,638 |
15.8% |
185 |
1.8% |
52% |
False |
False |
66,791 |
120 |
11,144 |
9,506 |
1,638 |
15.8% |
160 |
1.5% |
52% |
False |
False |
55,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,076 |
2.618 |
10,837 |
1.618 |
10,691 |
1.000 |
10,601 |
0.618 |
10,545 |
HIGH |
10,455 |
0.618 |
10,399 |
0.500 |
10,382 |
0.382 |
10,365 |
LOW |
10,309 |
0.618 |
10,219 |
1.000 |
10,163 |
1.618 |
10,073 |
2.618 |
9,927 |
4.250 |
9,689 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,382 |
10,341 |
PP |
10,372 |
10,330 |
S1 |
10,362 |
10,319 |
|