Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,326.0 |
5,331.5 |
5.5 |
0.1% |
5,380.0 |
High |
5,335.0 |
5,335.5 |
0.5 |
0.0% |
5,414.5 |
Low |
5,292.5 |
5,175.0 |
-117.5 |
-2.2% |
5,197.5 |
Close |
5,305.5 |
5,212.0 |
-93.5 |
-1.8% |
5,265.0 |
Range |
42.5 |
160.5 |
118.0 |
277.6% |
217.0 |
ATR |
93.2 |
98.0 |
4.8 |
5.2% |
0.0 |
Volume |
90,799 |
139,249 |
48,450 |
53.4% |
440,024 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,722.5 |
5,627.5 |
5,300.5 |
|
R3 |
5,562.0 |
5,467.0 |
5,256.0 |
|
R2 |
5,401.5 |
5,401.5 |
5,241.5 |
|
R1 |
5,306.5 |
5,306.5 |
5,226.5 |
5,274.0 |
PP |
5,241.0 |
5,241.0 |
5,241.0 |
5,224.5 |
S1 |
5,146.0 |
5,146.0 |
5,197.5 |
5,113.0 |
S2 |
5,080.5 |
5,080.5 |
5,182.5 |
|
S3 |
4,920.0 |
4,985.5 |
5,168.0 |
|
S4 |
4,759.5 |
4,825.0 |
5,123.5 |
|
|
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 |
5,175.0 |
172.0 |
3.3% |
90.5 |
1.7% |
22% |
False |
True |
93,635 |
10 |
5,414.5 |
5,175.0 |
239.5 |
4.6% |
86.5 |
1.7% |
15% |
False |
True |
91,673 |
20 |
5,414.5 |
5,175.0 |
239.5 |
4.6% |
84.5 |
1.6% |
15% |
False |
True |
90,086 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.6% |
96.0 |
1.8% |
69% |
False |
False |
95,946 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.6% |
98.5 |
1.9% |
69% |
False |
False |
84,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,017.5 |
2.618 |
5,755.5 |
1.618 |
5,595.0 |
1.000 |
5,496.0 |
0.618 |
5,434.5 |
HIGH |
5,335.5 |
0.618 |
5,274.0 |
0.500 |
5,255.0 |
0.382 |
5,236.5 |
LOW |
5,175.0 |
0.618 |
5,076.0 |
1.000 |
5,014.5 |
1.618 |
4,915.5 |
2.618 |
4,755.0 |
4.250 |
4,493.0 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,255.0 |
5,261.0 |
PP |
5,241.0 |
5,244.5 |
S1 |
5,226.5 |
5,228.5 |
|