Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,137 |
9,983 |
-154 |
-1.5% |
10,202 |
High |
10,212 |
10,066 |
-146 |
-1.4% |
10,286 |
Low |
9,975 |
9,908 |
-67 |
-0.7% |
9,914 |
Close |
9,979 |
10,006 |
27 |
0.3% |
10,141 |
Range |
237 |
158 |
-79 |
-33.3% |
372 |
ATR |
177 |
176 |
-1 |
-0.8% |
0 |
Volume |
114,020 |
162,619 |
48,599 |
42.6% |
726,867 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,467 |
10,395 |
10,093 |
|
R3 |
10,309 |
10,237 |
10,050 |
|
R2 |
10,151 |
10,151 |
10,035 |
|
R1 |
10,079 |
10,079 |
10,021 |
10,115 |
PP |
9,993 |
9,993 |
9,993 |
10,012 |
S1 |
9,921 |
9,921 |
9,992 |
9,957 |
S2 |
9,835 |
9,835 |
9,977 |
|
S3 |
9,677 |
9,763 |
9,963 |
|
S4 |
9,519 |
9,605 |
9,919 |
|
|
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 |
9,908 |
304 |
3.0% |
189 |
1.9% |
32% |
False |
True |
145,540 |
10 |
10,455 |
9,908 |
547 |
5.5% |
180 |
1.8% |
18% |
False |
True |
140,748 |
20 |
10,685 |
9,908 |
777 |
7.8% |
168 |
1.7% |
13% |
False |
True |
127,329 |
40 |
10,685 |
9,613 |
1,072 |
10.7% |
172 |
1.7% |
37% |
False |
False |
134,081 |
60 |
10,685 |
9,506 |
1,179 |
11.8% |
178 |
1.8% |
42% |
False |
False |
132,390 |
80 |
10,859 |
9,506 |
1,353 |
13.5% |
197 |
2.0% |
37% |
False |
False |
99,396 |
100 |
11,144 |
9,506 |
1,638 |
16.4% |
195 |
1.9% |
31% |
False |
False |
79,533 |
120 |
11,144 |
9,506 |
1,638 |
16.4% |
173 |
1.7% |
31% |
False |
False |
66,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,738 |
2.618 |
10,480 |
1.618 |
10,322 |
1.000 |
10,224 |
0.618 |
10,164 |
HIGH |
10,066 |
0.618 |
10,006 |
0.500 |
9,987 |
0.382 |
9,968 |
LOW |
9,908 |
0.618 |
9,810 |
1.000 |
9,750 |
1.618 |
9,652 |
2.618 |
9,494 |
4.250 |
9,237 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,000 |
10,060 |
PP |
9,993 |
10,042 |
S1 |
9,987 |
10,024 |
|