Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,216.1 |
1,216.5 |
0.4 |
0.0% |
1,206.3 |
High |
1,219.8 |
1,229.5 |
9.7 |
0.8% |
1,219.8 |
Low |
1,212.3 |
1,216.2 |
3.9 |
0.3% |
1,192.5 |
Close |
1,216.6 |
1,226.2 |
9.6 |
0.8% |
1,216.6 |
Range |
7.5 |
13.3 |
5.8 |
77.3% |
27.3 |
ATR |
16.5 |
16.3 |
-0.2 |
-1.4% |
0.0 |
Volume |
66,513 |
68,550 |
2,037 |
3.1% |
439,626 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.9 |
1,258.3 |
1,233.5 |
|
R3 |
1,250.6 |
1,245.0 |
1,229.9 |
|
R2 |
1,237.3 |
1,237.3 |
1,228.6 |
|
R1 |
1,231.7 |
1,231.7 |
1,227.4 |
1,234.5 |
PP |
1,224.0 |
1,224.0 |
1,224.0 |
1,225.4 |
S1 |
1,218.4 |
1,218.4 |
1,225.0 |
1,221.2 |
S2 |
1,210.7 |
1,210.7 |
1,223.8 |
|
S3 |
1,197.4 |
1,205.1 |
1,222.5 |
|
S4 |
1,184.1 |
1,191.8 |
1,218.9 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.5 |
1,281.4 |
1,231.6 |
|
R3 |
1,264.2 |
1,254.1 |
1,224.1 |
|
R2 |
1,236.9 |
1,236.9 |
1,221.6 |
|
R1 |
1,226.8 |
1,226.8 |
1,219.1 |
1,231.9 |
PP |
1,209.6 |
1,209.6 |
1,209.6 |
1,212.2 |
S1 |
1,199.5 |
1,199.5 |
1,214.1 |
1,204.6 |
S2 |
1,182.3 |
1,182.3 |
1,211.6 |
|
S3 |
1,155.0 |
1,172.2 |
1,209.1 |
|
S4 |
1,127.7 |
1,144.9 |
1,201.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.5 |
1,192.5 |
37.0 |
3.0% |
14.6 |
1.2% |
91% |
True |
False |
89,020 |
10 |
1,229.5 |
1,181.6 |
47.9 |
3.9% |
14.4 |
1.2% |
93% |
True |
False |
86,302 |
20 |
1,229.5 |
1,159.3 |
70.2 |
5.7% |
15.9 |
1.3% |
95% |
True |
False |
84,668 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.2 |
1.5% |
60% |
False |
False |
48,482 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.2 |
1.5% |
60% |
False |
False |
34,267 |
80 |
1,270.6 |
1,139.0 |
131.6 |
10.7% |
19.2 |
1.6% |
66% |
False |
False |
26,720 |
100 |
1,270.6 |
1,091.9 |
178.7 |
14.6% |
18.1 |
1.5% |
75% |
False |
False |
21,695 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.7% |
17.7 |
1.4% |
75% |
False |
False |
18,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.0 |
2.618 |
1,264.3 |
1.618 |
1,251.0 |
1.000 |
1,242.8 |
0.618 |
1,237.7 |
HIGH |
1,229.5 |
0.618 |
1,224.4 |
0.500 |
1,222.9 |
0.382 |
1,221.3 |
LOW |
1,216.2 |
0.618 |
1,208.0 |
1.000 |
1,202.9 |
1.618 |
1,194.7 |
2.618 |
1,181.4 |
4.250 |
1,159.7 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,225.1 |
1,222.3 |
PP |
1,224.0 |
1,218.4 |
S1 |
1,222.9 |
1,214.5 |
|