Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,206.9 |
1,200.6 |
-6.3 |
-0.5% |
1,183.8 |
High |
1,210.2 |
1,218.5 |
8.3 |
0.7% |
1,213.3 |
Low |
1,194.2 |
1,199.5 |
5.3 |
0.4% |
1,176.7 |
Close |
1,199.2 |
1,216.7 |
17.5 |
1.5% |
1,205.3 |
Range |
16.0 |
19.0 |
3.0 |
18.8% |
36.6 |
ATR |
17.0 |
17.2 |
0.2 |
0.9% |
0.0 |
Volume |
110,728 |
106,009 |
-4,719 |
-4.3% |
473,887 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.6 |
1,261.6 |
1,227.2 |
|
R3 |
1,249.6 |
1,242.6 |
1,221.9 |
|
R2 |
1,230.6 |
1,230.6 |
1,220.2 |
|
R1 |
1,223.6 |
1,223.6 |
1,218.4 |
1,227.1 |
PP |
1,211.6 |
1,211.6 |
1,211.6 |
1,213.3 |
S1 |
1,204.6 |
1,204.6 |
1,215.0 |
1,208.1 |
S2 |
1,192.6 |
1,192.6 |
1,213.2 |
|
S3 |
1,173.6 |
1,185.6 |
1,211.5 |
|
S4 |
1,154.6 |
1,166.6 |
1,206.3 |
|
|
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 |
1,218.5 |
1,192.5 |
26.0 |
2.1% |
16.4 |
1.4% |
93% |
True |
False |
93,205 |
10 |
1,218.5 |
1,168.0 |
50.5 |
4.2% |
15.8 |
1.3% |
96% |
True |
False |
96,012 |
20 |
1,218.5 |
1,159.3 |
59.2 |
4.9% |
16.9 |
1.4% |
97% |
True |
False |
79,536 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.7 |
1.5% |
52% |
False |
False |
45,585 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.9 |
1.6% |
52% |
False |
False |
32,150 |
80 |
1,270.6 |
1,135.9 |
134.7 |
11.1% |
19.3 |
1.6% |
60% |
False |
False |
25,083 |
100 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.2 |
1.5% |
70% |
False |
False |
20,380 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
17.8 |
1.5% |
70% |
False |
False |
17,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.3 |
2.618 |
1,268.2 |
1.618 |
1,249.2 |
1.000 |
1,237.5 |
0.618 |
1,230.2 |
HIGH |
1,218.5 |
0.618 |
1,211.2 |
0.500 |
1,209.0 |
0.382 |
1,206.8 |
LOW |
1,199.5 |
0.618 |
1,187.8 |
1.000 |
1,180.5 |
1.618 |
1,168.8 |
2.618 |
1,149.8 |
4.250 |
1,118.8 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,214.1 |
1,213.0 |
PP |
1,211.6 |
1,209.2 |
S1 |
1,209.0 |
1,205.5 |
|