Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,150 |
10,023 |
-127 |
-1.3% |
10,272 |
High |
10,161 |
10,078 |
-83 |
-0.8% |
10,456 |
Low |
9,970 |
9,914 |
-56 |
-0.6% |
10,127 |
Close |
10,023 |
10,047 |
24 |
0.2% |
10,202 |
Range |
191 |
164 |
-27 |
-14.1% |
329 |
ATR |
169 |
169 |
0 |
-0.2% |
0 |
Volume |
161,421 |
146,529 |
-14,892 |
-9.2% |
629,737 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,505 |
10,440 |
10,137 |
|
R3 |
10,341 |
10,276 |
10,092 |
|
R2 |
10,177 |
10,177 |
10,077 |
|
R1 |
10,112 |
10,112 |
10,062 |
10,145 |
PP |
10,013 |
10,013 |
10,013 |
10,029 |
S1 |
9,948 |
9,948 |
10,032 |
9,981 |
S2 |
9,849 |
9,849 |
10,017 |
|
S3 |
9,685 |
9,784 |
10,002 |
|
S4 |
9,521 |
9,620 |
9,957 |
|
|
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 |
10,425 |
9,914 |
511 |
5.1% |
175 |
1.7% |
26% |
False |
True |
138,674 |
10 |
10,456 |
9,914 |
542 |
5.4% |
163 |
1.6% |
25% |
False |
True |
129,046 |
20 |
10,685 |
9,914 |
771 |
7.7% |
162 |
1.6% |
17% |
False |
True |
124,661 |
40 |
10,685 |
9,506 |
1,179 |
11.7% |
174 |
1.7% |
46% |
False |
False |
138,065 |
60 |
10,685 |
9,506 |
1,179 |
11.7% |
182 |
1.8% |
46% |
False |
False |
122,753 |
80 |
11,053 |
9,506 |
1,547 |
15.4% |
210 |
2.1% |
35% |
False |
False |
92,140 |
100 |
11,144 |
9,506 |
1,638 |
16.3% |
191 |
1.9% |
33% |
False |
False |
73,723 |
120 |
11,144 |
9,506 |
1,638 |
16.3% |
167 |
1.7% |
33% |
False |
False |
61,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,775 |
2.618 |
10,507 |
1.618 |
10,343 |
1.000 |
10,242 |
0.618 |
10,179 |
HIGH |
10,078 |
0.618 |
10,015 |
0.500 |
9,996 |
0.382 |
9,977 |
LOW |
9,914 |
0.618 |
9,813 |
1.000 |
9,750 |
1.618 |
9,649 |
2.618 |
9,485 |
4.250 |
9,217 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,030 |
10,100 |
PP |
10,013 |
10,082 |
S1 |
9,996 |
10,065 |
|