Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,191.5 |
5,145.0 |
-46.5 |
-0.9% |
5,279.0 |
High |
5,197.5 |
5,165.0 |
-32.5 |
-0.6% |
5,347.0 |
Low |
5,103.5 |
5,062.0 |
-41.5 |
-0.8% |
5,155.5 |
Close |
5,157.0 |
5,114.5 |
-42.5 |
-0.8% |
5,194.0 |
Range |
94.0 |
103.0 |
9.0 |
9.6% |
191.5 |
ATR |
98.3 |
98.6 |
0.3 |
0.3% |
0.0 |
Volume |
97,534 |
100,419 |
2,885 |
3.0% |
478,250 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,423.0 |
5,371.5 |
5,171.0 |
|
R3 |
5,320.0 |
5,268.5 |
5,143.0 |
|
R2 |
5,217.0 |
5,217.0 |
5,133.5 |
|
R1 |
5,165.5 |
5,165.5 |
5,124.0 |
5,140.0 |
PP |
5,114.0 |
5,114.0 |
5,114.0 |
5,101.0 |
S1 |
5,062.5 |
5,062.5 |
5,105.0 |
5,037.0 |
S2 |
5,011.0 |
5,011.0 |
5,095.5 |
|
S3 |
4,908.0 |
4,959.5 |
5,086.0 |
|
S4 |
4,805.0 |
4,856.5 |
5,058.0 |
|
|
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 |
5,335.5 |
5,062.0 |
273.5 |
5.3% |
107.5 |
2.1% |
19% |
False |
True |
101,008 |
10 |
5,347.0 |
5,062.0 |
285.0 |
5.6% |
90.0 |
1.8% |
18% |
False |
True |
93,524 |
20 |
5,414.5 |
5,062.0 |
352.5 |
6.9% |
87.5 |
1.7% |
15% |
False |
True |
90,217 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.9% |
94.5 |
1.9% |
54% |
False |
False |
94,769 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.9% |
98.0 |
1.9% |
54% |
False |
False |
90,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,603.0 |
2.618 |
5,434.5 |
1.618 |
5,331.5 |
1.000 |
5,268.0 |
0.618 |
5,228.5 |
HIGH |
5,165.0 |
0.618 |
5,125.5 |
0.500 |
5,113.5 |
0.382 |
5,101.5 |
LOW |
5,062.0 |
0.618 |
4,998.5 |
1.000 |
4,959.0 |
1.618 |
4,895.5 |
2.618 |
4,792.5 |
4.250 |
4,624.0 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,114.0 |
5,164.0 |
PP |
5,114.0 |
5,147.5 |
S1 |
5,113.5 |
5,131.0 |
|