Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,279.0 |
5,270.0 |
-9.0 |
-0.2% |
5,380.0 |
High |
5,294.0 |
5,347.0 |
53.0 |
1.0% |
5,414.5 |
Low |
5,215.0 |
5,262.0 |
47.0 |
0.9% |
5,197.5 |
Close |
5,253.0 |
5,339.0 |
86.0 |
1.6% |
5,265.0 |
Range |
79.0 |
85.0 |
6.0 |
7.6% |
217.0 |
ATR |
97.0 |
96.8 |
-0.2 |
-0.2% |
0.0 |
Volume |
71,477 |
81,177 |
9,700 |
13.6% |
440,024 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.0 |
5,540.0 |
5,386.0 |
|
R3 |
5,486.0 |
5,455.0 |
5,362.5 |
|
R2 |
5,401.0 |
5,401.0 |
5,354.5 |
|
R1 |
5,370.0 |
5,370.0 |
5,347.0 |
5,385.5 |
PP |
5,316.0 |
5,316.0 |
5,316.0 |
5,324.0 |
S1 |
5,285.0 |
5,285.0 |
5,331.0 |
5,300.5 |
S2 |
5,231.0 |
5,231.0 |
5,323.5 |
|
S3 |
5,146.0 |
5,200.0 |
5,315.5 |
|
S4 |
5,061.0 |
5,115.0 |
5,292.0 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,943.5 |
5,821.0 |
5,384.5 |
|
R3 |
5,726.5 |
5,604.0 |
5,324.5 |
|
R2 |
5,509.5 |
5,509.5 |
5,305.0 |
|
R1 |
5,387.0 |
5,387.0 |
5,285.0 |
5,340.0 |
PP |
5,292.5 |
5,292.5 |
5,292.5 |
5,268.5 |
S1 |
5,170.0 |
5,170.0 |
5,245.0 |
5,123.0 |
S2 |
5,075.5 |
5,075.5 |
5,225.0 |
|
S3 |
4,858.5 |
4,953.0 |
5,205.5 |
|
S4 |
4,641.5 |
4,736.0 |
5,145.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,347.0 |
5,197.5 |
149.5 |
2.8% |
89.0 |
1.7% |
95% |
True |
False |
88,623 |
10 |
5,414.5 |
5,197.5 |
217.0 |
4.1% |
81.5 |
1.5% |
65% |
False |
False |
83,534 |
20 |
5,414.5 |
5,130.5 |
284.0 |
5.3% |
86.0 |
1.6% |
73% |
False |
False |
87,978 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.3% |
96.0 |
1.8% |
89% |
False |
False |
94,892 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.3% |
98.5 |
1.8% |
89% |
False |
False |
81,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.0 |
2.618 |
5,569.5 |
1.618 |
5,484.5 |
1.000 |
5,432.0 |
0.618 |
5,399.5 |
HIGH |
5,347.0 |
0.618 |
5,314.5 |
0.500 |
5,304.5 |
0.382 |
5,294.5 |
LOW |
5,262.0 |
0.618 |
5,209.5 |
1.000 |
5,177.0 |
1.618 |
5,124.5 |
2.618 |
5,039.5 |
4.250 |
4,901.0 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,327.5 |
5,319.0 |
PP |
5,316.0 |
5,299.5 |
S1 |
5,304.5 |
5,280.0 |
|