Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,206.3 |
1,203.3 |
-3.0 |
-0.2% |
1,183.8 |
High |
1,212.1 |
1,209.9 |
-2.2 |
-0.2% |
1,213.3 |
Low |
1,201.1 |
1,192.5 |
-8.6 |
-0.7% |
1,176.7 |
Close |
1,202.6 |
1,198.0 |
-4.6 |
-0.4% |
1,205.3 |
Range |
11.0 |
17.4 |
6.4 |
58.2% |
36.6 |
ATR |
17.1 |
17.1 |
0.0 |
0.1% |
0.0 |
Volume |
63,075 |
93,301 |
30,226 |
47.9% |
473,887 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.3 |
1,242.6 |
1,207.6 |
|
R3 |
1,234.9 |
1,225.2 |
1,202.8 |
|
R2 |
1,217.5 |
1,217.5 |
1,201.2 |
|
R1 |
1,207.8 |
1,207.8 |
1,199.6 |
1,204.0 |
PP |
1,200.1 |
1,200.1 |
1,200.1 |
1,198.2 |
S1 |
1,190.4 |
1,190.4 |
1,196.4 |
1,186.6 |
S2 |
1,182.7 |
1,182.7 |
1,194.8 |
|
S3 |
1,165.3 |
1,173.0 |
1,193.2 |
|
S4 |
1,147.9 |
1,155.6 |
1,188.4 |
|
|
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 |
1,187.0 |
26.3 |
2.2% |
15.3 |
1.3% |
42% |
False |
False |
84,274 |
10 |
1,213.3 |
1,159.3 |
54.0 |
4.5% |
14.3 |
1.2% |
72% |
False |
False |
103,806 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.2% |
16.6 |
1.4% |
62% |
False |
False |
70,056 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
18.5 |
1.5% |
35% |
False |
False |
40,582 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
19.1 |
1.6% |
35% |
False |
False |
28,683 |
80 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.2 |
1.6% |
49% |
False |
False |
22,399 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.2 |
1.5% |
60% |
False |
False |
18,233 |
120 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
17.9 |
1.5% |
60% |
False |
False |
15,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.9 |
2.618 |
1,255.5 |
1.618 |
1,238.1 |
1.000 |
1,227.3 |
0.618 |
1,220.7 |
HIGH |
1,209.9 |
0.618 |
1,203.3 |
0.500 |
1,201.2 |
0.382 |
1,199.1 |
LOW |
1,192.5 |
0.618 |
1,181.7 |
1.000 |
1,175.1 |
1.618 |
1,164.3 |
2.618 |
1,146.9 |
4.250 |
1,118.6 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,201.2 |
1,202.9 |
PP |
1,200.1 |
1,201.3 |
S1 |
1,199.1 |
1,199.6 |
|