Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,231.0 |
1,234.2 |
3.2 |
0.3% |
1,216.5 |
High |
1,239.5 |
1,235.6 |
-3.9 |
-0.3% |
1,239.5 |
Low |
1,229.5 |
1,223.6 |
-5.9 |
-0.5% |
1,216.2 |
Close |
1,235.4 |
1,228.8 |
-6.6 |
-0.5% |
1,228.8 |
Range |
10.0 |
12.0 |
2.0 |
20.0% |
23.3 |
ATR |
15.2 |
15.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
80,847 |
69,811 |
-11,036 |
-13.7% |
368,787 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.3 |
1,259.1 |
1,235.4 |
|
R3 |
1,253.3 |
1,247.1 |
1,232.1 |
|
R2 |
1,241.3 |
1,241.3 |
1,231.0 |
|
R1 |
1,235.1 |
1,235.1 |
1,229.9 |
1,232.2 |
PP |
1,229.3 |
1,229.3 |
1,229.3 |
1,227.9 |
S1 |
1,223.1 |
1,223.1 |
1,227.7 |
1,220.2 |
S2 |
1,217.3 |
1,217.3 |
1,226.6 |
|
S3 |
1,205.3 |
1,211.1 |
1,225.5 |
|
S4 |
1,193.3 |
1,199.1 |
1,222.2 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.1 |
1,286.7 |
1,241.6 |
|
R3 |
1,274.8 |
1,263.4 |
1,235.2 |
|
R2 |
1,251.5 |
1,251.5 |
1,233.1 |
|
R1 |
1,240.1 |
1,240.1 |
1,230.9 |
1,245.8 |
PP |
1,228.2 |
1,228.2 |
1,228.2 |
1,231.0 |
S1 |
1,216.8 |
1,216.8 |
1,226.7 |
1,222.5 |
S2 |
1,204.9 |
1,204.9 |
1,224.5 |
|
S3 |
1,181.6 |
1,193.5 |
1,222.4 |
|
S4 |
1,158.3 |
1,170.2 |
1,216.0 |
|
|
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 |
1,216.2 |
23.3 |
1.9% |
11.5 |
0.9% |
54% |
False |
False |
73,757 |
10 |
1,239.5 |
1,192.5 |
47.0 |
3.8% |
12.9 |
1.0% |
77% |
False |
False |
80,841 |
20 |
1,239.5 |
1,159.3 |
80.2 |
6.5% |
14.4 |
1.2% |
87% |
False |
False |
92,373 |
40 |
1,267.5 |
1,159.3 |
108.2 |
8.8% |
17.2 |
1.4% |
64% |
False |
False |
55,126 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
17.7 |
1.4% |
62% |
False |
False |
38,893 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.8 |
1.5% |
62% |
False |
False |
30,354 |
100 |
1,270.6 |
1,107.5 |
163.1 |
13.3% |
18.1 |
1.5% |
74% |
False |
False |
24,634 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.7% |
17.5 |
1.4% |
77% |
False |
False |
20,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.6 |
2.618 |
1,267.0 |
1.618 |
1,255.0 |
1.000 |
1,247.6 |
0.618 |
1,243.0 |
HIGH |
1,235.6 |
0.618 |
1,231.0 |
0.500 |
1,229.6 |
0.382 |
1,228.2 |
LOW |
1,223.6 |
0.618 |
1,216.2 |
1.000 |
1,211.6 |
1.618 |
1,204.2 |
2.618 |
1,192.2 |
4.250 |
1,172.6 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,229.6 |
1,229.2 |
PP |
1,229.3 |
1,229.1 |
S1 |
1,229.1 |
1,228.9 |
|