Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,977.0 |
5,850.5 |
-126.5 |
-2.1% |
6,020.0 |
High |
5,987.5 |
5,936.0 |
-51.5 |
-0.9% |
6,057.0 |
Low |
5,880.0 |
5,816.0 |
-64.0 |
-1.1% |
5,836.5 |
Close |
5,917.5 |
5,909.5 |
-8.0 |
-0.1% |
5,955.0 |
Range |
107.5 |
120.0 |
12.5 |
11.6% |
220.5 |
ATR |
111.6 |
112.2 |
0.6 |
0.5% |
0.0 |
Volume |
0 |
155,008 |
155,008 |
|
738,049 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,247.2 |
6,198.3 |
5,975.5 |
|
R3 |
6,127.2 |
6,078.3 |
5,942.5 |
|
R2 |
6,007.2 |
6,007.2 |
5,931.5 |
|
R1 |
5,958.3 |
5,958.3 |
5,920.5 |
5,982.8 |
PP |
5,887.2 |
5,887.2 |
5,887.2 |
5,899.4 |
S1 |
5,838.3 |
5,838.3 |
5,898.5 |
5,862.8 |
S2 |
5,767.2 |
5,767.2 |
5,887.5 |
|
S3 |
5,647.2 |
5,718.3 |
5,876.5 |
|
S4 |
5,527.2 |
5,598.3 |
5,843.5 |
|
|
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 |
5,987.5 |
5,816.0 |
171.5 |
2.9% |
112.7 |
1.9% |
55% |
False |
True |
122,788 |
10 |
6,233.5 |
5,816.0 |
417.5 |
7.1% |
109.9 |
1.9% |
22% |
False |
True |
122,408 |
20 |
6,391.5 |
5,816.0 |
575.5 |
9.7% |
103.4 |
1.7% |
16% |
False |
True |
120,693 |
40 |
6,391.5 |
5,816.0 |
575.5 |
9.7% |
109.0 |
1.8% |
16% |
False |
True |
124,036 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.9% |
112.2 |
1.9% |
18% |
False |
False |
118,122 |
80 |
6,391.5 |
5,615.0 |
776.5 |
13.1% |
122.1 |
2.1% |
38% |
False |
False |
88,843 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
123.3 |
2.1% |
40% |
False |
False |
71,164 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.5% |
112.8 |
1.9% |
40% |
False |
False |
59,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,446.0 |
2.618 |
6,250.2 |
1.618 |
6,130.2 |
1.000 |
6,056.0 |
0.618 |
6,010.2 |
HIGH |
5,936.0 |
0.618 |
5,890.2 |
0.500 |
5,876.0 |
0.382 |
5,861.8 |
LOW |
5,816.0 |
0.618 |
5,741.8 |
1.000 |
5,696.0 |
1.618 |
5,621.8 |
2.618 |
5,501.8 |
4.250 |
5,306.0 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,898.3 |
5,906.9 |
PP |
5,887.2 |
5,904.3 |
S1 |
5,876.0 |
5,901.8 |
|