Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,359 |
10,232 |
-127 |
-1.2% |
10,272 |
High |
10,425 |
10,272 |
-153 |
-1.5% |
10,456 |
Low |
10,196 |
10,127 |
-69 |
-0.7% |
10,127 |
Close |
10,235 |
10,202 |
-33 |
-0.3% |
10,202 |
Range |
229 |
145 |
-84 |
-36.7% |
329 |
ATR |
172 |
170 |
-2 |
-1.1% |
0 |
Volume |
149,666 |
121,377 |
-28,289 |
-18.9% |
629,737 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,635 |
10,564 |
10,282 |
|
R3 |
10,490 |
10,419 |
10,242 |
|
R2 |
10,345 |
10,345 |
10,229 |
|
R1 |
10,274 |
10,274 |
10,215 |
10,237 |
PP |
10,200 |
10,200 |
10,200 |
10,182 |
S1 |
10,129 |
10,129 |
10,189 |
10,092 |
S2 |
10,055 |
10,055 |
10,176 |
|
S3 |
9,910 |
9,984 |
10,162 |
|
S4 |
9,765 |
9,839 |
10,122 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,249 |
11,054 |
10,383 |
|
R3 |
10,920 |
10,725 |
10,293 |
|
R2 |
10,591 |
10,591 |
10,262 |
|
R1 |
10,396 |
10,396 |
10,232 |
10,329 |
PP |
10,262 |
10,262 |
10,262 |
10,228 |
S1 |
10,067 |
10,067 |
10,172 |
10,000 |
S2 |
9,933 |
9,933 |
10,142 |
|
S3 |
9,604 |
9,738 |
10,112 |
|
S4 |
9,275 |
9,409 |
10,021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,456 |
10,127 |
329 |
3.2% |
171 |
1.7% |
23% |
False |
True |
125,947 |
10 |
10,682 |
10,127 |
555 |
5.4% |
167 |
1.6% |
14% |
False |
True |
121,471 |
20 |
10,685 |
10,127 |
558 |
5.5% |
153 |
1.5% |
13% |
False |
True |
123,296 |
40 |
10,685 |
9,506 |
1,179 |
11.6% |
176 |
1.7% |
59% |
False |
False |
138,639 |
60 |
10,685 |
9,506 |
1,179 |
11.6% |
187 |
1.8% |
59% |
False |
False |
115,746 |
80 |
11,096 |
9,506 |
1,590 |
15.6% |
210 |
2.1% |
44% |
False |
False |
86,863 |
100 |
11,144 |
9,506 |
1,638 |
16.1% |
187 |
1.8% |
42% |
False |
False |
69,501 |
120 |
11,144 |
9,506 |
1,638 |
16.1% |
163 |
1.6% |
42% |
False |
False |
57,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,888 |
2.618 |
10,652 |
1.618 |
10,507 |
1.000 |
10,417 |
0.618 |
10,362 |
HIGH |
10,272 |
0.618 |
10,217 |
0.500 |
10,200 |
0.382 |
10,183 |
LOW |
10,127 |
0.618 |
10,038 |
1.000 |
9,982 |
1.618 |
9,893 |
2.618 |
9,748 |
4.250 |
9,511 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,201 |
10,291 |
PP |
10,200 |
10,261 |
S1 |
10,200 |
10,232 |
|