Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,227.0 |
1,226.8 |
-0.2 |
0.0% |
1,206.3 |
High |
1,231.1 |
1,234.4 |
3.3 |
0.3% |
1,219.8 |
Low |
1,224.3 |
1,218.9 |
-5.4 |
-0.4% |
1,192.5 |
Close |
1,228.3 |
1,231.4 |
3.1 |
0.3% |
1,216.6 |
Range |
6.8 |
15.5 |
8.7 |
127.9% |
27.3 |
ATR |
15.6 |
15.6 |
0.0 |
-0.1% |
0.0 |
Volume |
54,742 |
94,837 |
40,095 |
73.2% |
439,626 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.7 |
1,268.6 |
1,239.9 |
|
R3 |
1,259.2 |
1,253.1 |
1,235.7 |
|
R2 |
1,243.7 |
1,243.7 |
1,234.2 |
|
R1 |
1,237.6 |
1,237.6 |
1,232.8 |
1,240.7 |
PP |
1,228.2 |
1,228.2 |
1,228.2 |
1,229.8 |
S1 |
1,222.1 |
1,222.1 |
1,230.0 |
1,225.2 |
S2 |
1,212.7 |
1,212.7 |
1,228.6 |
|
S3 |
1,197.2 |
1,206.6 |
1,227.1 |
|
S4 |
1,181.7 |
1,191.1 |
1,222.9 |
|
|
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 |
1,234.4 |
1,199.5 |
34.9 |
2.8% |
12.4 |
1.0% |
91% |
True |
False |
78,130 |
10 |
1,234.4 |
1,192.0 |
42.4 |
3.4% |
13.6 |
1.1% |
93% |
True |
False |
82,221 |
20 |
1,234.4 |
1,159.3 |
75.1 |
6.1% |
15.3 |
1.2% |
96% |
True |
False |
89,533 |
40 |
1,267.5 |
1,159.3 |
108.2 |
8.8% |
17.7 |
1.4% |
67% |
False |
False |
51,853 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
18.0 |
1.5% |
65% |
False |
False |
36,599 |
80 |
1,270.6 |
1,150.7 |
119.9 |
9.7% |
19.1 |
1.5% |
67% |
False |
False |
28,536 |
100 |
1,270.6 |
1,106.6 |
164.0 |
13.3% |
18.1 |
1.5% |
76% |
False |
False |
23,162 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.7% |
17.6 |
1.4% |
78% |
False |
False |
19,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.3 |
2.618 |
1,275.0 |
1.618 |
1,259.5 |
1.000 |
1,249.9 |
0.618 |
1,244.0 |
HIGH |
1,234.4 |
0.618 |
1,228.5 |
0.500 |
1,226.7 |
0.382 |
1,224.8 |
LOW |
1,218.9 |
0.618 |
1,209.3 |
1.000 |
1,203.4 |
1.618 |
1,193.8 |
2.618 |
1,178.3 |
4.250 |
1,153.0 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,229.8 |
1,229.4 |
PP |
1,228.2 |
1,227.3 |
S1 |
1,226.7 |
1,225.3 |
|