Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,895.5 |
5,977.0 |
81.5 |
1.4% |
6,020.0 |
High |
5,980.0 |
5,987.5 |
7.5 |
0.1% |
6,057.0 |
Low |
5,845.0 |
5,880.0 |
35.0 |
0.6% |
5,836.5 |
Close |
5,955.0 |
5,917.5 |
-37.5 |
-0.6% |
5,955.0 |
Range |
135.0 |
107.5 |
-27.5 |
-20.4% |
220.5 |
ATR |
111.9 |
111.6 |
-0.3 |
-0.3% |
0.0 |
Volume |
166,624 |
0 |
-166,624 |
-100.0% |
738,049 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,250.8 |
6,191.7 |
5,976.6 |
|
R3 |
6,143.3 |
6,084.2 |
5,947.1 |
|
R2 |
6,035.8 |
6,035.8 |
5,937.2 |
|
R1 |
5,976.7 |
5,976.7 |
5,927.4 |
5,952.5 |
PP |
5,928.3 |
5,928.3 |
5,928.3 |
5,916.3 |
S1 |
5,869.2 |
5,869.2 |
5,907.6 |
5,845.0 |
S2 |
5,820.8 |
5,820.8 |
5,897.8 |
|
S3 |
5,713.3 |
5,761.7 |
5,887.9 |
|
S4 |
5,605.8 |
5,654.2 |
5,858.4 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,611.0 |
6,503.5 |
6,076.3 |
|
R3 |
6,390.5 |
6,283.0 |
6,015.6 |
|
R2 |
6,170.0 |
6,170.0 |
5,995.4 |
|
R1 |
6,062.5 |
6,062.5 |
5,975.2 |
6,006.0 |
PP |
5,949.5 |
5,949.5 |
5,949.5 |
5,921.3 |
S1 |
5,842.0 |
5,842.0 |
5,934.8 |
5,785.5 |
S2 |
5,729.0 |
5,729.0 |
5,914.6 |
|
S3 |
5,508.5 |
5,621.5 |
5,894.4 |
|
S4 |
5,288.0 |
5,401.0 |
5,833.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,992.0 |
5,836.5 |
155.5 |
2.6% |
113.0 |
1.9% |
52% |
False |
False |
126,084 |
10 |
6,233.5 |
5,836.5 |
397.0 |
6.7% |
107.3 |
1.8% |
20% |
False |
False |
119,307 |
20 |
6,391.5 |
5,836.5 |
555.0 |
9.4% |
99.8 |
1.7% |
15% |
False |
False |
117,750 |
40 |
6,391.5 |
5,836.5 |
555.0 |
9.4% |
109.9 |
1.9% |
15% |
False |
False |
124,195 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
112.2 |
1.9% |
19% |
False |
False |
115,620 |
80 |
6,391.5 |
5,615.0 |
776.5 |
13.1% |
122.4 |
2.1% |
39% |
False |
False |
86,916 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
122.8 |
2.1% |
41% |
False |
False |
69,617 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
112.1 |
1.9% |
41% |
False |
False |
58,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,444.4 |
2.618 |
6,268.9 |
1.618 |
6,161.4 |
1.000 |
6,095.0 |
0.618 |
6,053.9 |
HIGH |
5,987.5 |
0.618 |
5,946.4 |
0.500 |
5,933.8 |
0.382 |
5,921.1 |
LOW |
5,880.0 |
0.618 |
5,813.6 |
1.000 |
5,772.5 |
1.618 |
5,706.1 |
2.618 |
5,598.6 |
4.250 |
5,423.1 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,933.8 |
5,917.1 |
PP |
5,928.3 |
5,916.7 |
S1 |
5,922.9 |
5,916.3 |
|