Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,049 |
9,957 |
-92 |
-0.9% |
10,202 |
High |
10,106 |
10,146 |
40 |
0.4% |
10,286 |
Low |
9,947 |
9,920 |
-27 |
-0.3% |
9,914 |
Close |
9,967 |
10,141 |
174 |
1.7% |
10,141 |
Range |
159 |
226 |
67 |
42.1% |
372 |
ATR |
168 |
172 |
4 |
2.4% |
0 |
Volume |
146,083 |
158,453 |
12,370 |
8.5% |
726,867 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,747 |
10,670 |
10,265 |
|
R3 |
10,521 |
10,444 |
10,203 |
|
R2 |
10,295 |
10,295 |
10,183 |
|
R1 |
10,218 |
10,218 |
10,162 |
10,257 |
PP |
10,069 |
10,069 |
10,069 |
10,088 |
S1 |
9,992 |
9,992 |
10,120 |
10,031 |
S2 |
9,843 |
9,843 |
10,100 |
|
S3 |
9,617 |
9,766 |
10,079 |
|
S4 |
9,391 |
9,540 |
10,017 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,230 |
11,057 |
10,346 |
|
R3 |
10,858 |
10,685 |
10,243 |
|
R2 |
10,486 |
10,486 |
10,209 |
|
R1 |
10,313 |
10,313 |
10,175 |
10,214 |
PP |
10,114 |
10,114 |
10,114 |
10,064 |
S1 |
9,941 |
9,941 |
10,107 |
9,842 |
S2 |
9,742 |
9,742 |
10,073 |
|
S3 |
9,370 |
9,569 |
10,039 |
|
S4 |
8,998 |
9,197 |
9,937 |
|
|
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% |
177 |
1.7% |
61% |
False |
False |
145,373 |
10 |
10,456 |
9,914 |
542 |
5.3% |
174 |
1.7% |
42% |
False |
False |
135,660 |
20 |
10,685 |
9,914 |
771 |
7.6% |
162 |
1.6% |
29% |
False |
False |
126,115 |
40 |
10,685 |
9,506 |
1,179 |
11.6% |
174 |
1.7% |
54% |
False |
False |
136,491 |
60 |
10,685 |
9,506 |
1,179 |
11.6% |
182 |
1.8% |
54% |
False |
False |
127,812 |
80 |
10,859 |
9,506 |
1,353 |
13.3% |
209 |
2.1% |
47% |
False |
False |
95,944 |
100 |
11,144 |
9,506 |
1,638 |
16.2% |
193 |
1.9% |
39% |
False |
False |
76,768 |
120 |
11,144 |
9,506 |
1,638 |
16.2% |
170 |
1.7% |
39% |
False |
False |
63,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,107 |
2.618 |
10,738 |
1.618 |
10,512 |
1.000 |
10,372 |
0.618 |
10,286 |
HIGH |
10,146 |
0.618 |
10,060 |
0.500 |
10,033 |
0.382 |
10,006 |
LOW |
9,920 |
0.618 |
9,780 |
1.000 |
9,694 |
1.618 |
9,554 |
2.618 |
9,328 |
4.250 |
8,960 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,105 |
10,104 |
PP |
10,069 |
10,067 |
S1 |
10,033 |
10,030 |
|