Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,232 |
10,202 |
-30 |
-0.3% |
10,272 |
High |
10,272 |
10,286 |
14 |
0.1% |
10,456 |
Low |
10,127 |
10,143 |
16 |
0.2% |
10,127 |
Close |
10,202 |
10,157 |
-45 |
-0.4% |
10,202 |
Range |
145 |
143 |
-2 |
-1.4% |
329 |
ATR |
170 |
168 |
-2 |
-1.1% |
0 |
Volume |
121,377 |
114,381 |
-6,996 |
-5.8% |
629,737 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,624 |
10,534 |
10,236 |
|
R3 |
10,481 |
10,391 |
10,196 |
|
R2 |
10,338 |
10,338 |
10,183 |
|
R1 |
10,248 |
10,248 |
10,170 |
10,222 |
PP |
10,195 |
10,195 |
10,195 |
10,182 |
S1 |
10,105 |
10,105 |
10,144 |
10,079 |
S2 |
10,052 |
10,052 |
10,131 |
|
S3 |
9,909 |
9,962 |
10,118 |
|
S4 |
9,766 |
9,819 |
10,078 |
|
|
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% |
173 |
1.7% |
9% |
False |
False |
127,160 |
10 |
10,665 |
10,127 |
538 |
5.3% |
172 |
1.7% |
6% |
False |
False |
125,909 |
20 |
10,685 |
10,127 |
558 |
5.5% |
155 |
1.5% |
5% |
False |
False |
121,480 |
40 |
10,685 |
9,506 |
1,179 |
11.6% |
177 |
1.7% |
55% |
False |
False |
137,239 |
60 |
10,685 |
9,506 |
1,179 |
11.6% |
183 |
1.8% |
55% |
False |
False |
117,640 |
80 |
11,096 |
9,506 |
1,590 |
15.7% |
210 |
2.1% |
41% |
False |
False |
88,292 |
100 |
11,144 |
9,506 |
1,638 |
16.1% |
188 |
1.8% |
40% |
False |
False |
70,644 |
120 |
11,144 |
9,506 |
1,638 |
16.1% |
164 |
1.6% |
40% |
False |
False |
58,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,894 |
2.618 |
10,660 |
1.618 |
10,517 |
1.000 |
10,429 |
0.618 |
10,374 |
HIGH |
10,286 |
0.618 |
10,231 |
0.500 |
10,215 |
0.382 |
10,198 |
LOW |
10,143 |
0.618 |
10,055 |
1.000 |
10,000 |
1.618 |
9,912 |
2.618 |
9,769 |
4.250 |
9,535 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,215 |
10,276 |
PP |
10,195 |
10,236 |
S1 |
10,176 |
10,197 |
|