Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,361 |
10,359 |
-2 |
0.0% |
10,616 |
High |
10,455 |
10,425 |
-30 |
-0.3% |
10,682 |
Low |
10,309 |
10,196 |
-113 |
-1.1% |
10,222 |
Close |
10,352 |
10,235 |
-117 |
-1.1% |
10,266 |
Range |
146 |
229 |
83 |
56.8% |
460 |
ATR |
167 |
172 |
4 |
2.6% |
0 |
Volume |
132,935 |
149,666 |
16,731 |
12.6% |
584,976 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,972 |
10,833 |
10,361 |
|
R3 |
10,743 |
10,604 |
10,298 |
|
R2 |
10,514 |
10,514 |
10,277 |
|
R1 |
10,375 |
10,375 |
10,256 |
10,330 |
PP |
10,285 |
10,285 |
10,285 |
10,263 |
S1 |
10,146 |
10,146 |
10,214 |
10,101 |
S2 |
10,056 |
10,056 |
10,193 |
|
S3 |
9,827 |
9,917 |
10,172 |
|
S4 |
9,598 |
9,688 |
10,109 |
|
|
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% |
169 |
1.6% |
20% |
False |
False |
122,701 |
10 |
10,685 |
10,181 |
504 |
4.9% |
174 |
1.7% |
11% |
False |
False |
123,273 |
20 |
10,685 |
10,181 |
504 |
4.9% |
154 |
1.5% |
11% |
False |
False |
124,940 |
40 |
10,685 |
9,506 |
1,179 |
11.5% |
177 |
1.7% |
62% |
False |
False |
139,479 |
60 |
10,685 |
9,506 |
1,179 |
11.5% |
189 |
1.8% |
62% |
False |
False |
113,732 |
80 |
11,096 |
9,506 |
1,590 |
15.5% |
210 |
2.0% |
46% |
False |
False |
85,347 |
100 |
11,144 |
9,506 |
1,638 |
16.0% |
187 |
1.8% |
45% |
False |
False |
68,287 |
120 |
11,144 |
9,506 |
1,638 |
16.0% |
162 |
1.6% |
45% |
False |
False |
56,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,398 |
2.618 |
11,025 |
1.618 |
10,796 |
1.000 |
10,654 |
0.618 |
10,567 |
HIGH |
10,425 |
0.618 |
10,338 |
0.500 |
10,311 |
0.382 |
10,284 |
LOW |
10,196 |
0.618 |
10,055 |
1.000 |
9,967 |
1.618 |
9,826 |
2.618 |
9,597 |
4.250 |
9,223 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,311 |
10,326 |
PP |
10,285 |
10,296 |
S1 |
10,260 |
10,265 |
|