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 |
6,175.5 |
6,200.5 |
25.0 |
0.4% |
6,329.5 |
High |
6,220.0 |
6,233.5 |
13.5 |
0.2% |
6,374.0 |
Low |
6,157.0 |
6,053.5 |
-103.5 |
-1.7% |
6,071.0 |
Close |
6,193.5 |
6,083.5 |
-110.0 |
-1.8% |
6,113.5 |
Range |
63.0 |
180.0 |
117.0 |
185.7% |
303.0 |
ATR |
108.9 |
114.0 |
5.1 |
4.7% |
0.0 |
Volume |
124,706 |
206,317 |
81,611 |
65.4% |
588,509 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,663.5 |
6,553.5 |
6,182.5 |
|
R3 |
6,483.5 |
6,373.5 |
6,133.0 |
|
R2 |
6,303.5 |
6,303.5 |
6,116.5 |
|
R1 |
6,193.5 |
6,193.5 |
6,100.0 |
6,158.5 |
PP |
6,123.5 |
6,123.5 |
6,123.5 |
6,106.0 |
S1 |
6,013.5 |
6,013.5 |
6,067.0 |
5,978.5 |
S2 |
5,943.5 |
5,943.5 |
6,050.5 |
|
S3 |
5,763.5 |
5,833.5 |
6,034.0 |
|
S4 |
5,583.5 |
5,653.5 |
5,984.5 |
|
|
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 |
6,233.5 |
6,053.5 |
180.0 |
3.0% |
108.0 |
1.8% |
17% |
True |
True |
138,896 |
10 |
6,391.5 |
6,053.5 |
338.0 |
5.6% |
104.0 |
1.7% |
9% |
False |
True |
129,844 |
20 |
6,391.5 |
6,053.5 |
338.0 |
5.6% |
100.5 |
1.7% |
9% |
False |
True |
123,358 |
40 |
6,391.5 |
5,805.0 |
586.5 |
9.6% |
114.2 |
1.9% |
47% |
False |
False |
133,705 |
60 |
6,391.5 |
5,765.5 |
626.0 |
10.3% |
116.6 |
1.9% |
51% |
False |
False |
103,421 |
80 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
128.9 |
2.1% |
61% |
False |
False |
77,725 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
119.4 |
2.0% |
61% |
False |
False |
62,258 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
109.6 |
1.8% |
61% |
False |
False |
52,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,998.5 |
2.618 |
6,704.7 |
1.618 |
6,524.7 |
1.000 |
6,413.5 |
0.618 |
6,344.7 |
HIGH |
6,233.5 |
0.618 |
6,164.7 |
0.500 |
6,143.5 |
0.382 |
6,122.3 |
LOW |
6,053.5 |
0.618 |
5,942.3 |
1.000 |
5,873.5 |
1.618 |
5,762.3 |
2.618 |
5,582.3 |
4.250 |
5,288.5 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
6,143.5 |
6,143.5 |
PP |
6,123.5 |
6,123.5 |
S1 |
6,103.5 |
6,103.5 |
|