Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,234.2 |
1,229.2 |
-5.0 |
-0.4% |
1,216.5 |
High |
1,235.6 |
1,234.0 |
-1.6 |
-0.1% |
1,239.5 |
Low |
1,223.6 |
1,223.5 |
-0.1 |
0.0% |
1,216.2 |
Close |
1,228.8 |
1,228.5 |
-0.3 |
0.0% |
1,228.8 |
Range |
12.0 |
10.5 |
-1.5 |
-12.5% |
23.3 |
ATR |
15.0 |
14.7 |
-0.3 |
-2.1% |
0.0 |
Volume |
69,811 |
55,500 |
-14,311 |
-20.5% |
368,787 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.2 |
1,254.8 |
1,234.3 |
|
R3 |
1,249.7 |
1,244.3 |
1,231.4 |
|
R2 |
1,239.2 |
1,239.2 |
1,230.4 |
|
R1 |
1,233.8 |
1,233.8 |
1,229.5 |
1,231.3 |
PP |
1,228.7 |
1,228.7 |
1,228.7 |
1,227.4 |
S1 |
1,223.3 |
1,223.3 |
1,227.5 |
1,220.8 |
S2 |
1,218.2 |
1,218.2 |
1,226.6 |
|
S3 |
1,207.7 |
1,212.8 |
1,225.6 |
|
S4 |
1,197.2 |
1,202.3 |
1,222.7 |
|
|
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 |
1,218.9 |
20.6 |
1.7% |
11.0 |
0.9% |
47% |
False |
False |
71,147 |
10 |
1,239.5 |
1,192.5 |
47.0 |
3.8% |
12.8 |
1.0% |
77% |
False |
False |
80,083 |
20 |
1,239.5 |
1,159.3 |
80.2 |
6.5% |
14.1 |
1.2% |
86% |
False |
False |
92,658 |
40 |
1,267.5 |
1,159.3 |
108.2 |
8.8% |
17.1 |
1.4% |
64% |
False |
False |
56,394 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
17.7 |
1.4% |
62% |
False |
False |
39,637 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.9 |
1.5% |
62% |
False |
False |
31,009 |
100 |
1,270.6 |
1,116.3 |
154.3 |
12.6% |
18.0 |
1.5% |
73% |
False |
False |
25,169 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.7% |
17.5 |
1.4% |
77% |
False |
False |
21,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.6 |
2.618 |
1,261.5 |
1.618 |
1,251.0 |
1.000 |
1,244.5 |
0.618 |
1,240.5 |
HIGH |
1,234.0 |
0.618 |
1,230.0 |
0.500 |
1,228.8 |
0.382 |
1,227.5 |
LOW |
1,223.5 |
0.618 |
1,217.0 |
1.000 |
1,213.0 |
1.618 |
1,206.5 |
2.618 |
1,196.0 |
4.250 |
1,178.9 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,228.8 |
1,231.5 |
PP |
1,228.7 |
1,230.5 |
S1 |
1,228.6 |
1,229.5 |
|