Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,203.3 |
1,206.9 |
3.6 |
0.3% |
1,183.8 |
High |
1,209.9 |
1,210.2 |
0.3 |
0.0% |
1,213.3 |
Low |
1,192.5 |
1,194.2 |
1.7 |
0.1% |
1,176.7 |
Close |
1,198.0 |
1,199.2 |
1.2 |
0.1% |
1,205.3 |
Range |
17.4 |
16.0 |
-1.4 |
-8.0% |
36.6 |
ATR |
17.1 |
17.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
93,301 |
110,728 |
17,427 |
18.7% |
473,887 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.2 |
1,240.2 |
1,208.0 |
|
R3 |
1,233.2 |
1,224.2 |
1,203.6 |
|
R2 |
1,217.2 |
1,217.2 |
1,202.1 |
|
R1 |
1,208.2 |
1,208.2 |
1,200.7 |
1,204.7 |
PP |
1,201.2 |
1,201.2 |
1,201.2 |
1,199.5 |
S1 |
1,192.2 |
1,192.2 |
1,197.7 |
1,188.7 |
S2 |
1,185.2 |
1,185.2 |
1,196.3 |
|
S3 |
1,169.2 |
1,176.2 |
1,194.8 |
|
S4 |
1,153.2 |
1,160.2 |
1,190.4 |
|
|
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 |
1,192.0 |
21.3 |
1.8% |
14.8 |
1.2% |
34% |
False |
False |
86,312 |
10 |
1,213.3 |
1,161.6 |
51.7 |
4.3% |
14.9 |
1.2% |
73% |
False |
False |
103,188 |
20 |
1,221.1 |
1,159.3 |
61.8 |
5.2% |
16.6 |
1.4% |
65% |
False |
False |
74,720 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
18.5 |
1.5% |
36% |
False |
False |
43,232 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
18.9 |
1.6% |
36% |
False |
False |
30,448 |
80 |
1,270.6 |
1,135.9 |
134.7 |
11.2% |
19.2 |
1.6% |
47% |
False |
False |
23,767 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.2 |
1.5% |
60% |
False |
False |
19,328 |
120 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
17.8 |
1.5% |
60% |
False |
False |
16,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.2 |
2.618 |
1,252.1 |
1.618 |
1,236.1 |
1.000 |
1,226.2 |
0.618 |
1,220.1 |
HIGH |
1,210.2 |
0.618 |
1,204.1 |
0.500 |
1,202.2 |
0.382 |
1,200.3 |
LOW |
1,194.2 |
0.618 |
1,184.3 |
1.000 |
1,178.2 |
1.618 |
1,168.3 |
2.618 |
1,152.3 |
4.250 |
1,126.2 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,202.2 |
1,202.3 |
PP |
1,201.2 |
1,201.3 |
S1 |
1,200.2 |
1,200.2 |
|