Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,197.4 |
1,206.3 |
8.9 |
0.7% |
1,183.8 |
High |
1,213.3 |
1,212.1 |
-1.2 |
-0.1% |
1,213.3 |
Low |
1,194.5 |
1,201.1 |
6.6 |
0.6% |
1,176.7 |
Close |
1,205.3 |
1,202.6 |
-2.7 |
-0.2% |
1,205.3 |
Range |
18.8 |
11.0 |
-7.8 |
-41.5% |
36.6 |
ATR |
17.6 |
17.1 |
-0.5 |
-2.7% |
0.0 |
Volume |
92,912 |
63,075 |
-29,837 |
-32.1% |
473,887 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.3 |
1,231.4 |
1,208.7 |
|
R3 |
1,227.3 |
1,220.4 |
1,205.6 |
|
R2 |
1,216.3 |
1,216.3 |
1,204.6 |
|
R1 |
1,209.4 |
1,209.4 |
1,203.6 |
1,207.4 |
PP |
1,205.3 |
1,205.3 |
1,205.3 |
1,204.2 |
S1 |
1,198.4 |
1,198.4 |
1,201.6 |
1,196.4 |
S2 |
1,194.3 |
1,194.3 |
1,200.6 |
|
S3 |
1,183.3 |
1,187.4 |
1,199.6 |
|
S4 |
1,172.3 |
1,176.4 |
1,196.6 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.2 |
1,293.4 |
1,225.4 |
|
R3 |
1,271.6 |
1,256.8 |
1,215.4 |
|
R2 |
1,235.0 |
1,235.0 |
1,212.0 |
|
R1 |
1,220.2 |
1,220.2 |
1,208.7 |
1,227.6 |
PP |
1,198.4 |
1,198.4 |
1,198.4 |
1,202.2 |
S1 |
1,183.6 |
1,183.6 |
1,201.9 |
1,191.0 |
S2 |
1,161.8 |
1,161.8 |
1,198.6 |
|
S3 |
1,125.2 |
1,147.0 |
1,195.2 |
|
S4 |
1,088.6 |
1,110.4 |
1,185.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,213.3 |
1,181.6 |
31.7 |
2.6% |
14.1 |
1.2% |
66% |
False |
False |
83,584 |
10 |
1,213.3 |
1,159.3 |
54.0 |
4.5% |
15.5 |
1.3% |
80% |
False |
False |
105,233 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.2% |
16.7 |
1.4% |
69% |
False |
False |
66,598 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
18.5 |
1.5% |
39% |
False |
False |
38,379 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
19.3 |
1.6% |
39% |
False |
False |
27,212 |
80 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.3 |
1.6% |
52% |
False |
False |
21,246 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
18.2 |
1.5% |
62% |
False |
False |
17,304 |
120 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
17.9 |
1.5% |
62% |
False |
False |
14,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.9 |
2.618 |
1,240.9 |
1.618 |
1,229.9 |
1.000 |
1,223.1 |
0.618 |
1,218.9 |
HIGH |
1,212.1 |
0.618 |
1,207.9 |
0.500 |
1,206.6 |
0.382 |
1,205.3 |
LOW |
1,201.1 |
0.618 |
1,194.3 |
1.000 |
1,190.1 |
1.618 |
1,183.3 |
2.618 |
1,172.3 |
4.250 |
1,154.4 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,206.6 |
1,202.7 |
PP |
1,205.3 |
1,202.6 |
S1 |
1,203.9 |
1,202.6 |
|