Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,202 |
10,150 |
-52 |
-0.5% |
10,272 |
High |
10,286 |
10,161 |
-125 |
-1.2% |
10,456 |
Low |
10,143 |
9,970 |
-173 |
-1.7% |
10,127 |
Close |
10,157 |
10,023 |
-134 |
-1.3% |
10,202 |
Range |
143 |
191 |
48 |
33.6% |
329 |
ATR |
168 |
169 |
2 |
1.0% |
0 |
Volume |
114,381 |
161,421 |
47,040 |
41.1% |
629,737 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,624 |
10,515 |
10,128 |
|
R3 |
10,433 |
10,324 |
10,076 |
|
R2 |
10,242 |
10,242 |
10,058 |
|
R1 |
10,133 |
10,133 |
10,041 |
10,092 |
PP |
10,051 |
10,051 |
10,051 |
10,031 |
S1 |
9,942 |
9,942 |
10,006 |
9,901 |
S2 |
9,860 |
9,860 |
9,988 |
|
S3 |
9,669 |
9,751 |
9,971 |
|
S4 |
9,478 |
9,560 |
9,918 |
|
|
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 |
10,455 |
9,970 |
485 |
4.8% |
171 |
1.7% |
11% |
False |
True |
135,956 |
10 |
10,624 |
9,970 |
654 |
6.5% |
176 |
1.8% |
8% |
False |
True |
129,272 |
20 |
10,685 |
9,970 |
715 |
7.1% |
159 |
1.6% |
7% |
False |
True |
123,707 |
40 |
10,685 |
9,506 |
1,179 |
11.8% |
179 |
1.8% |
44% |
False |
False |
137,352 |
60 |
10,685 |
9,506 |
1,179 |
11.8% |
183 |
1.8% |
44% |
False |
False |
120,317 |
80 |
11,070 |
9,506 |
1,564 |
15.6% |
210 |
2.1% |
33% |
False |
False |
90,309 |
100 |
11,144 |
9,506 |
1,638 |
16.3% |
190 |
1.9% |
32% |
False |
False |
72,258 |
120 |
11,144 |
9,506 |
1,638 |
16.3% |
166 |
1.7% |
32% |
False |
False |
60,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,973 |
2.618 |
10,661 |
1.618 |
10,470 |
1.000 |
10,352 |
0.618 |
10,279 |
HIGH |
10,161 |
0.618 |
10,088 |
0.500 |
10,066 |
0.382 |
10,043 |
LOW |
9,970 |
0.618 |
9,852 |
1.000 |
9,779 |
1.618 |
9,661 |
2.618 |
9,470 |
4.250 |
9,158 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,066 |
10,128 |
PP |
10,051 |
10,093 |
S1 |
10,037 |
10,058 |
|