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 |
5,909.0 |
5,923.0 |
14.0 |
0.2% |
6,127.0 |
High |
5,957.5 |
5,952.0 |
-5.5 |
-0.1% |
6,233.5 |
Low |
5,836.5 |
5,872.0 |
35.5 |
0.6% |
5,990.0 |
Close |
5,911.0 |
5,907.0 |
-4.0 |
-0.1% |
6,011.5 |
Range |
121.0 |
80.0 |
-41.0 |
-33.9% |
243.5 |
ATR |
112.4 |
110.1 |
-2.3 |
-2.1% |
0.0 |
Volume |
163,553 |
128,758 |
-34,795 |
-21.3% |
565,539 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,150.3 |
6,108.7 |
5,951.0 |
|
R3 |
6,070.3 |
6,028.7 |
5,929.0 |
|
R2 |
5,990.3 |
5,990.3 |
5,921.7 |
|
R1 |
5,948.7 |
5,948.7 |
5,914.3 |
5,929.5 |
PP |
5,910.3 |
5,910.3 |
5,910.3 |
5,900.8 |
S1 |
5,868.7 |
5,868.7 |
5,899.7 |
5,849.5 |
S2 |
5,830.3 |
5,830.3 |
5,892.3 |
|
S3 |
5,750.3 |
5,788.7 |
5,885.0 |
|
S4 |
5,670.3 |
5,708.7 |
5,863.0 |
|
|
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 |
6,100.0 |
5,836.5 |
263.5 |
4.5% |
98.6 |
1.7% |
27% |
False |
False |
114,285 |
10 |
6,233.5 |
5,836.5 |
397.0 |
6.7% |
103.3 |
1.7% |
18% |
False |
False |
126,590 |
20 |
6,391.5 |
5,836.5 |
555.0 |
9.4% |
100.2 |
1.7% |
13% |
False |
False |
122,223 |
40 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
110.6 |
1.9% |
17% |
False |
False |
128,572 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
113.4 |
1.9% |
17% |
False |
False |
112,874 |
80 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
127.5 |
2.2% |
39% |
False |
False |
84,845 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
121.5 |
2.1% |
39% |
False |
False |
67,958 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
111.4 |
1.9% |
39% |
False |
False |
56,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,292.0 |
2.618 |
6,161.4 |
1.618 |
6,081.4 |
1.000 |
6,032.0 |
0.618 |
6,001.4 |
HIGH |
5,952.0 |
0.618 |
5,921.4 |
0.500 |
5,912.0 |
0.382 |
5,902.6 |
LOW |
5,872.0 |
0.618 |
5,822.6 |
1.000 |
5,792.0 |
1.618 |
5,742.6 |
2.618 |
5,662.6 |
4.250 |
5,532.0 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,912.0 |
5,914.3 |
PP |
5,910.3 |
5,911.8 |
S1 |
5,908.7 |
5,909.4 |
|