Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,270.0 |
5,326.0 |
56.0 |
1.1% |
5,380.0 |
High |
5,347.0 |
5,335.0 |
-12.0 |
-0.2% |
5,414.5 |
Low |
5,262.0 |
5,292.5 |
30.5 |
0.6% |
5,197.5 |
Close |
5,339.0 |
5,305.5 |
-33.5 |
-0.6% |
5,265.0 |
Range |
85.0 |
42.5 |
-42.5 |
-50.0% |
217.0 |
ATR |
96.8 |
93.2 |
-3.6 |
-3.7% |
0.0 |
Volume |
81,177 |
90,799 |
9,622 |
11.9% |
440,024 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,438.5 |
5,414.5 |
5,329.0 |
|
R3 |
5,396.0 |
5,372.0 |
5,317.0 |
|
R2 |
5,353.5 |
5,353.5 |
5,313.5 |
|
R1 |
5,329.5 |
5,329.5 |
5,309.5 |
5,320.0 |
PP |
5,311.0 |
5,311.0 |
5,311.0 |
5,306.5 |
S1 |
5,287.0 |
5,287.0 |
5,301.5 |
5,278.0 |
S2 |
5,268.5 |
5,268.5 |
5,297.5 |
|
S3 |
5,226.0 |
5,244.5 |
5,294.0 |
|
S4 |
5,183.5 |
5,202.0 |
5,282.0 |
|
|
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% |
72.5 |
1.4% |
72% |
False |
False |
86,040 |
10 |
5,414.5 |
5,197.5 |
217.0 |
4.1% |
77.0 |
1.4% |
50% |
False |
False |
84,016 |
20 |
5,414.5 |
5,146.0 |
268.5 |
5.1% |
84.0 |
1.6% |
59% |
False |
False |
87,767 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.4% |
94.0 |
1.8% |
83% |
False |
False |
95,147 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.4% |
97.5 |
1.8% |
83% |
False |
False |
82,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,515.5 |
2.618 |
5,446.5 |
1.618 |
5,404.0 |
1.000 |
5,377.5 |
0.618 |
5,361.5 |
HIGH |
5,335.0 |
0.618 |
5,319.0 |
0.500 |
5,314.0 |
0.382 |
5,308.5 |
LOW |
5,292.5 |
0.618 |
5,266.0 |
1.000 |
5,250.0 |
1.618 |
5,223.5 |
2.618 |
5,181.0 |
4.250 |
5,112.0 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,314.0 |
5,297.5 |
PP |
5,311.0 |
5,289.0 |
S1 |
5,308.0 |
5,281.0 |
|