Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,023 |
10,049 |
26 |
0.3% |
10,272 |
High |
10,078 |
10,106 |
28 |
0.3% |
10,456 |
Low |
9,914 |
9,947 |
33 |
0.3% |
10,127 |
Close |
10,047 |
9,967 |
-80 |
-0.8% |
10,202 |
Range |
164 |
159 |
-5 |
-3.0% |
329 |
ATR |
169 |
168 |
-1 |
-0.4% |
0 |
Volume |
146,529 |
146,083 |
-446 |
-0.3% |
629,737 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,484 |
10,384 |
10,055 |
|
R3 |
10,325 |
10,225 |
10,011 |
|
R2 |
10,166 |
10,166 |
9,996 |
|
R1 |
10,066 |
10,066 |
9,982 |
10,037 |
PP |
10,007 |
10,007 |
10,007 |
9,992 |
S1 |
9,907 |
9,907 |
9,953 |
9,878 |
S2 |
9,848 |
9,848 |
9,938 |
|
S3 |
9,689 |
9,748 |
9,923 |
|
S4 |
9,530 |
9,589 |
9,880 |
|
|
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 |
10,286 |
9,914 |
372 |
3.7% |
161 |
1.6% |
14% |
False |
False |
137,958 |
10 |
10,456 |
9,914 |
542 |
5.4% |
165 |
1.7% |
10% |
False |
False |
130,329 |
20 |
10,685 |
9,914 |
771 |
7.7% |
160 |
1.6% |
7% |
False |
False |
126,166 |
40 |
10,685 |
9,506 |
1,179 |
11.8% |
173 |
1.7% |
39% |
False |
False |
136,687 |
60 |
10,685 |
9,506 |
1,179 |
11.8% |
180 |
1.8% |
39% |
False |
False |
125,178 |
80 |
10,859 |
9,506 |
1,353 |
13.6% |
208 |
2.1% |
34% |
False |
False |
93,965 |
100 |
11,144 |
9,506 |
1,638 |
16.4% |
192 |
1.9% |
28% |
False |
False |
75,184 |
120 |
11,144 |
9,506 |
1,638 |
16.4% |
169 |
1.7% |
28% |
False |
False |
62,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,782 |
2.618 |
10,522 |
1.618 |
10,363 |
1.000 |
10,265 |
0.618 |
10,204 |
HIGH |
10,106 |
0.618 |
10,045 |
0.500 |
10,027 |
0.382 |
10,008 |
LOW |
9,947 |
0.618 |
9,849 |
1.000 |
9,788 |
1.618 |
9,690 |
2.618 |
9,531 |
4.250 |
9,271 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,027 |
10,038 |
PP |
10,007 |
10,014 |
S1 |
9,987 |
9,991 |
|