Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,207.0 |
5,216.0 |
9.0 |
0.2% |
5,279.0 |
High |
5,250.0 |
5,266.5 |
16.5 |
0.3% |
5,347.0 |
Low |
5,155.5 |
5,181.5 |
26.0 |
0.5% |
5,155.5 |
Close |
5,194.0 |
5,220.5 |
26.5 |
0.5% |
5,194.0 |
Range |
94.5 |
85.0 |
-9.5 |
-10.1% |
191.5 |
ATR |
97.8 |
96.9 |
-0.9 |
-0.9% |
0.0 |
Volume |
95,548 |
72,290 |
-23,258 |
-24.3% |
478,250 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,478.0 |
5,434.0 |
5,267.0 |
|
R3 |
5,393.0 |
5,349.0 |
5,244.0 |
|
R2 |
5,308.0 |
5,308.0 |
5,236.0 |
|
R1 |
5,264.0 |
5,264.0 |
5,228.5 |
5,286.0 |
PP |
5,223.0 |
5,223.0 |
5,223.0 |
5,234.0 |
S1 |
5,179.0 |
5,179.0 |
5,212.5 |
5,201.0 |
S2 |
5,138.0 |
5,138.0 |
5,205.0 |
|
S3 |
5,053.0 |
5,094.0 |
5,197.0 |
|
S4 |
4,968.0 |
5,009.0 |
5,174.0 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,806.5 |
5,692.0 |
5,299.5 |
|
R3 |
5,615.0 |
5,500.5 |
5,246.5 |
|
R2 |
5,423.5 |
5,423.5 |
5,229.0 |
|
R1 |
5,309.0 |
5,309.0 |
5,211.5 |
5,270.5 |
PP |
5,232.0 |
5,232.0 |
5,232.0 |
5,213.0 |
S1 |
5,117.5 |
5,117.5 |
5,176.5 |
5,079.0 |
S2 |
5,040.5 |
5,040.5 |
5,159.0 |
|
S3 |
4,849.0 |
4,926.0 |
5,141.5 |
|
S4 |
4,657.5 |
4,734.5 |
5,088.5 |
|
|
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 |
5,155.5 |
191.5 |
3.7% |
93.5 |
1.8% |
34% |
False |
False |
95,812 |
10 |
5,400.5 |
5,155.5 |
245.0 |
4.7% |
90.0 |
1.7% |
27% |
False |
False |
92,391 |
20 |
5,414.5 |
5,155.5 |
259.0 |
5.0% |
86.0 |
1.6% |
25% |
False |
False |
88,596 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.6% |
95.0 |
1.8% |
70% |
False |
False |
94,763 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.6% |
97.5 |
1.9% |
70% |
False |
False |
87,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,628.0 |
2.618 |
5,489.0 |
1.618 |
5,404.0 |
1.000 |
5,351.5 |
0.618 |
5,319.0 |
HIGH |
5,266.5 |
0.618 |
5,234.0 |
0.500 |
5,224.0 |
0.382 |
5,214.0 |
LOW |
5,181.5 |
0.618 |
5,129.0 |
1.000 |
5,096.5 |
1.618 |
5,044.0 |
2.618 |
4,959.0 |
4.250 |
4,820.0 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,224.0 |
5,245.5 |
PP |
5,223.0 |
5,237.0 |
S1 |
5,221.5 |
5,229.0 |
|