Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,957 |
10,137 |
180 |
1.8% |
10,202 |
High |
10,146 |
10,212 |
66 |
0.7% |
10,286 |
Low |
9,920 |
9,975 |
55 |
0.6% |
9,914 |
Close |
10,141 |
9,979 |
-162 |
-1.6% |
10,141 |
Range |
226 |
237 |
11 |
4.9% |
372 |
ATR |
172 |
177 |
5 |
2.7% |
0 |
Volume |
158,453 |
114,020 |
-44,433 |
-28.0% |
726,867 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,766 |
10,610 |
10,109 |
|
R3 |
10,529 |
10,373 |
10,044 |
|
R2 |
10,292 |
10,292 |
10,023 |
|
R1 |
10,136 |
10,136 |
10,001 |
10,096 |
PP |
10,055 |
10,055 |
10,055 |
10,035 |
S1 |
9,899 |
9,899 |
9,957 |
9,859 |
S2 |
9,818 |
9,818 |
9,936 |
|
S3 |
9,581 |
9,662 |
9,914 |
|
S4 |
9,344 |
9,425 |
9,849 |
|
|
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 |
10,212 |
9,914 |
298 |
3.0% |
196 |
2.0% |
22% |
True |
False |
145,301 |
10 |
10,456 |
9,914 |
542 |
5.4% |
184 |
1.8% |
12% |
False |
False |
136,230 |
20 |
10,685 |
9,914 |
771 |
7.7% |
164 |
1.6% |
8% |
False |
False |
124,261 |
40 |
10,685 |
9,506 |
1,179 |
11.8% |
175 |
1.8% |
40% |
False |
False |
133,838 |
60 |
10,685 |
9,506 |
1,179 |
11.8% |
179 |
1.8% |
40% |
False |
False |
129,700 |
80 |
10,859 |
9,506 |
1,353 |
13.6% |
200 |
2.0% |
35% |
False |
False |
97,368 |
100 |
11,144 |
9,506 |
1,638 |
16.4% |
194 |
1.9% |
29% |
False |
False |
77,907 |
120 |
11,144 |
9,506 |
1,638 |
16.4% |
172 |
1.7% |
29% |
False |
False |
64,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,219 |
2.618 |
10,833 |
1.618 |
10,596 |
1.000 |
10,449 |
0.618 |
10,359 |
HIGH |
10,212 |
0.618 |
10,122 |
0.500 |
10,094 |
0.382 |
10,066 |
LOW |
9,975 |
0.618 |
9,829 |
1.000 |
9,738 |
1.618 |
9,592 |
2.618 |
9,355 |
4.250 |
8,968 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,094 |
10,066 |
PP |
10,055 |
10,037 |
S1 |
10,017 |
10,008 |
|