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 |
5,991.5 |
5,909.0 |
-82.5 |
-1.4% |
6,127.0 |
High |
5,992.0 |
5,957.5 |
-34.5 |
-0.6% |
6,233.5 |
Low |
5,870.5 |
5,836.5 |
-34.0 |
-0.6% |
5,990.0 |
Close |
5,937.0 |
5,911.0 |
-26.0 |
-0.4% |
6,011.5 |
Range |
121.5 |
121.0 |
-0.5 |
-0.4% |
243.5 |
ATR |
111.8 |
112.4 |
0.7 |
0.6% |
0.0 |
Volume |
171,489 |
163,553 |
-7,936 |
-4.6% |
565,539 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,264.7 |
6,208.8 |
5,977.6 |
|
R3 |
6,143.7 |
6,087.8 |
5,944.3 |
|
R2 |
6,022.7 |
6,022.7 |
5,933.2 |
|
R1 |
5,966.8 |
5,966.8 |
5,922.1 |
5,994.8 |
PP |
5,901.7 |
5,901.7 |
5,901.7 |
5,915.6 |
S1 |
5,845.8 |
5,845.8 |
5,899.9 |
5,873.8 |
S2 |
5,780.7 |
5,780.7 |
5,888.8 |
|
S3 |
5,659.7 |
5,724.8 |
5,877.7 |
|
S4 |
5,538.7 |
5,603.8 |
5,844.5 |
|
|
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 |
5,836.5 |
397.0 |
6.7% |
118.6 |
2.0% |
19% |
False |
True |
129,796 |
10 |
6,233.5 |
5,836.5 |
397.0 |
6.7% |
103.1 |
1.7% |
19% |
False |
True |
127,086 |
20 |
6,391.5 |
5,836.5 |
555.0 |
9.4% |
104.1 |
1.8% |
13% |
False |
True |
122,316 |
40 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
111.3 |
1.9% |
18% |
False |
False |
129,042 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
114.7 |
1.9% |
18% |
False |
False |
110,740 |
80 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
127.6 |
2.2% |
40% |
False |
False |
83,244 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
121.3 |
2.1% |
40% |
False |
False |
66,672 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
110.9 |
1.9% |
40% |
False |
False |
55,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,471.8 |
2.618 |
6,274.3 |
1.618 |
6,153.3 |
1.000 |
6,078.5 |
0.618 |
6,032.3 |
HIGH |
5,957.5 |
0.618 |
5,911.3 |
0.500 |
5,897.0 |
0.382 |
5,882.7 |
LOW |
5,836.5 |
0.618 |
5,761.7 |
1.000 |
5,715.5 |
1.618 |
5,640.7 |
2.618 |
5,519.7 |
4.250 |
5,322.3 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,906.3 |
5,946.8 |
PP |
5,901.7 |
5,934.8 |
S1 |
5,897.0 |
5,922.9 |
|