Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,226.8 |
1,231.0 |
4.2 |
0.3% |
1,206.3 |
High |
1,234.4 |
1,239.5 |
5.1 |
0.4% |
1,219.8 |
Low |
1,218.9 |
1,229.5 |
10.6 |
0.9% |
1,192.5 |
Close |
1,231.4 |
1,235.4 |
4.0 |
0.3% |
1,216.6 |
Range |
15.5 |
10.0 |
-5.5 |
-35.5% |
27.3 |
ATR |
15.6 |
15.2 |
-0.4 |
-2.6% |
0.0 |
Volume |
94,837 |
80,847 |
-13,990 |
-14.8% |
439,626 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.8 |
1,260.1 |
1,240.9 |
|
R3 |
1,254.8 |
1,250.1 |
1,238.2 |
|
R2 |
1,244.8 |
1,244.8 |
1,237.2 |
|
R1 |
1,240.1 |
1,240.1 |
1,236.3 |
1,242.5 |
PP |
1,234.8 |
1,234.8 |
1,234.8 |
1,236.0 |
S1 |
1,230.1 |
1,230.1 |
1,234.5 |
1,232.5 |
S2 |
1,224.8 |
1,224.8 |
1,233.6 |
|
S3 |
1,214.8 |
1,220.1 |
1,232.7 |
|
S4 |
1,204.8 |
1,210.1 |
1,229.9 |
|
|
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 |
1,239.5 |
1,212.3 |
27.2 |
2.2% |
10.6 |
0.9% |
85% |
True |
False |
73,097 |
10 |
1,239.5 |
1,192.5 |
47.0 |
3.8% |
13.5 |
1.1% |
91% |
True |
False |
83,151 |
20 |
1,239.5 |
1,159.3 |
80.2 |
6.5% |
14.8 |
1.2% |
95% |
True |
False |
91,120 |
40 |
1,267.5 |
1,159.3 |
108.2 |
8.8% |
17.4 |
1.4% |
70% |
False |
False |
53,566 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
17.8 |
1.4% |
68% |
False |
False |
37,898 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
18.9 |
1.5% |
68% |
False |
False |
29,529 |
100 |
1,270.6 |
1,106.6 |
164.0 |
13.3% |
18.0 |
1.5% |
79% |
False |
False |
23,961 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.6% |
17.6 |
1.4% |
81% |
False |
False |
20,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.0 |
2.618 |
1,265.7 |
1.618 |
1,255.7 |
1.000 |
1,249.5 |
0.618 |
1,245.7 |
HIGH |
1,239.5 |
0.618 |
1,235.7 |
0.500 |
1,234.5 |
0.382 |
1,233.3 |
LOW |
1,229.5 |
0.618 |
1,223.3 |
1.000 |
1,219.5 |
1.618 |
1,213.3 |
2.618 |
1,203.3 |
4.250 |
1,187.0 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,235.1 |
1,233.3 |
PP |
1,234.8 |
1,231.3 |
S1 |
1,234.5 |
1,229.2 |
|