Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,145.0 |
5,142.0 |
-3.0 |
-0.1% |
5,279.0 |
High |
5,165.0 |
5,165.0 |
0.0 |
0.0% |
5,347.0 |
Low |
5,062.0 |
5,106.5 |
44.5 |
0.9% |
5,155.5 |
Close |
5,114.5 |
5,146.0 |
31.5 |
0.6% |
5,194.0 |
Range |
103.0 |
58.5 |
-44.5 |
-43.2% |
191.5 |
ATR |
98.6 |
95.8 |
-2.9 |
-2.9% |
0.0 |
Volume |
100,419 |
71,400 |
-29,019 |
-28.9% |
478,250 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,314.5 |
5,289.0 |
5,178.0 |
|
R3 |
5,256.0 |
5,230.5 |
5,162.0 |
|
R2 |
5,197.5 |
5,197.5 |
5,156.5 |
|
R1 |
5,172.0 |
5,172.0 |
5,151.5 |
5,185.0 |
PP |
5,139.0 |
5,139.0 |
5,139.0 |
5,145.5 |
S1 |
5,113.5 |
5,113.5 |
5,140.5 |
5,126.0 |
S2 |
5,080.5 |
5,080.5 |
5,135.5 |
|
S3 |
5,022.0 |
5,055.0 |
5,130.0 |
|
S4 |
4,963.5 |
4,996.5 |
5,114.0 |
|
|
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 |
5,266.5 |
5,062.0 |
204.5 |
4.0% |
87.0 |
1.7% |
41% |
False |
False |
87,438 |
10 |
5,347.0 |
5,062.0 |
285.0 |
5.5% |
89.0 |
1.7% |
29% |
False |
False |
90,536 |
20 |
5,414.5 |
5,062.0 |
352.5 |
6.8% |
85.0 |
1.7% |
24% |
False |
False |
89,544 |
40 |
5,414.5 |
4,757.0 |
657.5 |
12.8% |
93.0 |
1.8% |
59% |
False |
False |
93,434 |
60 |
5,414.5 |
4,757.0 |
657.5 |
12.8% |
97.0 |
1.9% |
59% |
False |
False |
91,908 |
80 |
5,414.5 |
4,757.0 |
657.5 |
12.8% |
101.0 |
2.0% |
59% |
False |
False |
69,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,413.5 |
2.618 |
5,318.0 |
1.618 |
5,259.5 |
1.000 |
5,223.5 |
0.618 |
5,201.0 |
HIGH |
5,165.0 |
0.618 |
5,142.5 |
0.500 |
5,136.0 |
0.382 |
5,129.0 |
LOW |
5,106.5 |
0.618 |
5,070.5 |
1.000 |
5,048.0 |
1.618 |
5,012.0 |
2.618 |
4,953.5 |
4.250 |
4,858.0 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,142.5 |
5,140.5 |
PP |
5,139.0 |
5,135.0 |
S1 |
5,136.0 |
5,130.0 |
|