Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
6,020.0 |
5,991.5 |
-28.5 |
-0.5% |
6,127.0 |
High |
6,057.0 |
5,992.0 |
-65.0 |
-1.1% |
6,233.5 |
Low |
5,996.5 |
5,870.5 |
-126.0 |
-2.1% |
5,990.0 |
Close |
6,006.5 |
5,937.0 |
-69.5 |
-1.2% |
6,011.5 |
Range |
60.5 |
121.5 |
61.0 |
100.8% |
243.5 |
ATR |
109.9 |
111.8 |
1.9 |
1.7% |
0.0 |
Volume |
107,625 |
171,489 |
63,864 |
59.3% |
565,539 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,297.7 |
6,238.8 |
6,003.8 |
|
R3 |
6,176.2 |
6,117.3 |
5,970.4 |
|
R2 |
6,054.7 |
6,054.7 |
5,959.3 |
|
R1 |
5,995.8 |
5,995.8 |
5,948.1 |
5,964.5 |
PP |
5,933.2 |
5,933.2 |
5,933.2 |
5,917.5 |
S1 |
5,874.3 |
5,874.3 |
5,925.9 |
5,843.0 |
S2 |
5,811.7 |
5,811.7 |
5,914.7 |
|
S3 |
5,690.2 |
5,752.8 |
5,903.6 |
|
S4 |
5,568.7 |
5,631.3 |
5,870.2 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,808.8 |
6,653.7 |
6,145.4 |
|
R3 |
6,565.3 |
6,410.2 |
6,078.5 |
|
R2 |
6,321.8 |
6,321.8 |
6,056.1 |
|
R1 |
6,166.7 |
6,166.7 |
6,033.8 |
6,122.5 |
PP |
6,078.3 |
6,078.3 |
6,078.3 |
6,056.3 |
S1 |
5,923.2 |
5,923.2 |
5,989.2 |
5,879.0 |
S2 |
5,834.8 |
5,834.8 |
5,966.9 |
|
S3 |
5,591.3 |
5,679.7 |
5,944.5 |
|
S4 |
5,347.8 |
5,436.2 |
5,877.6 |
|
|
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 |
5,870.5 |
363.0 |
6.1% |
107.0 |
1.8% |
18% |
False |
True |
122,027 |
10 |
6,277.0 |
5,870.5 |
406.5 |
6.8% |
104.3 |
1.8% |
16% |
False |
True |
124,391 |
20 |
6,391.5 |
5,870.5 |
521.0 |
8.8% |
103.2 |
1.7% |
13% |
False |
True |
119,576 |
40 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
112.1 |
1.9% |
23% |
False |
False |
129,359 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
115.6 |
1.9% |
23% |
False |
False |
108,029 |
80 |
6,391.5 |
5,593.5 |
798.0 |
13.4% |
128.7 |
2.2% |
43% |
False |
False |
81,205 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.4% |
120.5 |
2.0% |
43% |
False |
False |
65,040 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.4% |
110.5 |
1.9% |
43% |
False |
False |
54,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,508.4 |
2.618 |
6,310.1 |
1.618 |
6,188.6 |
1.000 |
6,113.5 |
0.618 |
6,067.1 |
HIGH |
5,992.0 |
0.618 |
5,945.6 |
0.500 |
5,931.3 |
0.382 |
5,916.9 |
LOW |
5,870.5 |
0.618 |
5,795.4 |
1.000 |
5,749.0 |
1.618 |
5,673.9 |
2.618 |
5,552.4 |
4.250 |
5,354.1 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,935.1 |
5,985.3 |
PP |
5,933.2 |
5,969.2 |
S1 |
5,931.3 |
5,953.1 |
|