Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
6,127.0 |
6,143.0 |
16.0 |
0.3% |
6,329.5 |
High |
6,159.0 |
6,219.5 |
60.5 |
1.0% |
6,374.0 |
Low |
6,063.5 |
6,125.5 |
62.0 |
1.0% |
6,071.0 |
Close |
6,107.0 |
6,210.0 |
103.0 |
1.7% |
6,113.5 |
Range |
95.5 |
94.0 |
-1.5 |
-1.6% |
303.0 |
ATR |
112.4 |
112.4 |
0.0 |
0.0% |
0.0 |
Volume |
110,517 |
123,999 |
13,482 |
12.2% |
588,509 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,467.0 |
6,432.5 |
6,261.7 |
|
R3 |
6,373.0 |
6,338.5 |
6,235.9 |
|
R2 |
6,279.0 |
6,279.0 |
6,227.2 |
|
R1 |
6,244.5 |
6,244.5 |
6,218.6 |
6,261.8 |
PP |
6,185.0 |
6,185.0 |
6,185.0 |
6,193.6 |
S1 |
6,150.5 |
6,150.5 |
6,201.4 |
6,167.8 |
S2 |
6,091.0 |
6,091.0 |
6,192.8 |
|
S3 |
5,997.0 |
6,056.5 |
6,184.2 |
|
S4 |
5,903.0 |
5,962.5 |
6,158.3 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,095.2 |
6,907.3 |
6,280.2 |
|
R3 |
6,792.2 |
6,604.3 |
6,196.8 |
|
R2 |
6,489.2 |
6,489.2 |
6,169.1 |
|
R1 |
6,301.3 |
6,301.3 |
6,141.3 |
6,243.8 |
PP |
6,186.2 |
6,186.2 |
6,186.2 |
6,157.4 |
S1 |
5,998.3 |
5,998.3 |
6,085.7 |
5,940.8 |
S2 |
5,883.2 |
5,883.2 |
6,058.0 |
|
S3 |
5,580.2 |
5,695.3 |
6,030.2 |
|
S4 |
5,277.2 |
5,392.3 |
5,946.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,277.0 |
6,063.5 |
213.5 |
3.4% |
101.5 |
1.6% |
69% |
False |
False |
126,756 |
10 |
6,391.5 |
6,063.5 |
328.0 |
5.3% |
96.9 |
1.6% |
45% |
False |
False |
118,979 |
20 |
6,391.5 |
5,944.5 |
447.0 |
7.2% |
104.5 |
1.7% |
59% |
False |
False |
121,948 |
40 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
113.0 |
1.8% |
69% |
False |
False |
132,863 |
60 |
6,391.5 |
5,615.0 |
776.5 |
12.5% |
116.8 |
1.9% |
77% |
False |
False |
97,944 |
80 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
130.3 |
2.1% |
77% |
False |
False |
73,609 |
100 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
117.6 |
1.9% |
77% |
False |
False |
58,962 |
120 |
6,391.5 |
5,554.0 |
837.5 |
13.5% |
108.5 |
1.7% |
78% |
False |
False |
49,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,619.0 |
2.618 |
6,465.6 |
1.618 |
6,371.6 |
1.000 |
6,313.5 |
0.618 |
6,277.6 |
HIGH |
6,219.5 |
0.618 |
6,183.6 |
0.500 |
6,172.5 |
0.382 |
6,161.4 |
LOW |
6,125.5 |
0.618 |
6,067.4 |
1.000 |
6,031.5 |
1.618 |
5,973.4 |
2.618 |
5,879.4 |
4.250 |
5,726.0 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
6,197.5 |
6,187.2 |
PP |
6,185.0 |
6,164.3 |
S1 |
6,172.5 |
6,141.5 |
|