Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,380.0 |
5,377.5 |
-2.5 |
0.0% |
5,277.0 |
High |
5,414.5 |
5,400.5 |
-14.0 |
-0.3% |
5,401.5 |
Low |
5,371.0 |
5,330.5 |
-40.5 |
-0.8% |
5,272.0 |
Close |
5,385.5 |
5,358.5 |
-27.0 |
-0.5% |
5,317.0 |
Range |
43.5 |
70.0 |
26.5 |
60.9% |
129.5 |
ATR |
99.9 |
97.8 |
-2.1 |
-2.1% |
0.0 |
Volume |
66,648 |
82,912 |
16,264 |
24.4% |
446,760 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,573.0 |
5,536.0 |
5,397.0 |
|
R3 |
5,503.0 |
5,466.0 |
5,378.0 |
|
R2 |
5,433.0 |
5,433.0 |
5,371.5 |
|
R1 |
5,396.0 |
5,396.0 |
5,365.0 |
5,379.5 |
PP |
5,363.0 |
5,363.0 |
5,363.0 |
5,355.0 |
S1 |
5,326.0 |
5,326.0 |
5,352.0 |
5,309.5 |
S2 |
5,293.0 |
5,293.0 |
5,345.5 |
|
S3 |
5,223.0 |
5,256.0 |
5,339.0 |
|
S4 |
5,153.0 |
5,186.0 |
5,320.0 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,718.5 |
5,647.5 |
5,388.0 |
|
R3 |
5,589.0 |
5,518.0 |
5,352.5 |
|
R2 |
5,459.5 |
5,459.5 |
5,340.5 |
|
R1 |
5,388.5 |
5,388.5 |
5,329.0 |
5,424.0 |
PP |
5,330.0 |
5,330.0 |
5,330.0 |
5,348.0 |
S1 |
5,259.0 |
5,259.0 |
5,305.0 |
5,294.5 |
S2 |
5,200.5 |
5,200.5 |
5,293.5 |
|
S3 |
5,071.0 |
5,129.5 |
5,281.5 |
|
S4 |
4,941.5 |
5,000.0 |
5,246.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,414.5 |
5,289.5 |
125.0 |
2.3% |
74.0 |
1.4% |
55% |
False |
False |
78,445 |
10 |
5,414.5 |
5,210.5 |
204.0 |
3.8% |
83.5 |
1.6% |
73% |
False |
False |
85,823 |
20 |
5,414.5 |
5,056.5 |
358.0 |
6.7% |
90.0 |
1.7% |
84% |
False |
False |
91,212 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.3% |
96.0 |
1.8% |
91% |
False |
False |
105,768 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.3% |
101.5 |
1.9% |
91% |
False |
False |
73,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,698.0 |
2.618 |
5,584.0 |
1.618 |
5,514.0 |
1.000 |
5,470.5 |
0.618 |
5,444.0 |
HIGH |
5,400.5 |
0.618 |
5,374.0 |
0.500 |
5,365.5 |
0.382 |
5,357.0 |
LOW |
5,330.5 |
0.618 |
5,287.0 |
1.000 |
5,260.5 |
1.618 |
5,217.0 |
2.618 |
5,147.0 |
4.250 |
5,033.0 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,365.5 |
5,356.5 |
PP |
5,363.0 |
5,354.0 |
S1 |
5,361.0 |
5,352.0 |
|