Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,229.2 |
1,227.3 |
-1.9 |
-0.2% |
1,216.5 |
High |
1,234.0 |
1,237.5 |
3.5 |
0.3% |
1,239.5 |
Low |
1,223.5 |
1,211.7 |
-11.8 |
-1.0% |
1,216.2 |
Close |
1,228.5 |
1,233.4 |
4.9 |
0.4% |
1,228.8 |
Range |
10.5 |
25.8 |
15.3 |
145.7% |
23.3 |
ATR |
14.7 |
15.4 |
0.8 |
5.4% |
0.0 |
Volume |
55,500 |
130,358 |
74,858 |
134.9% |
368,787 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.9 |
1,295.0 |
1,247.6 |
|
R3 |
1,279.1 |
1,269.2 |
1,240.5 |
|
R2 |
1,253.3 |
1,253.3 |
1,238.1 |
|
R1 |
1,243.4 |
1,243.4 |
1,235.8 |
1,248.4 |
PP |
1,227.5 |
1,227.5 |
1,227.5 |
1,230.0 |
S1 |
1,217.6 |
1,217.6 |
1,231.0 |
1,222.6 |
S2 |
1,201.7 |
1,201.7 |
1,228.7 |
|
S3 |
1,175.9 |
1,191.8 |
1,226.3 |
|
S4 |
1,150.1 |
1,166.0 |
1,219.2 |
|
|
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 |
1,211.7 |
27.8 |
2.3% |
14.8 |
1.2% |
78% |
False |
True |
86,270 |
10 |
1,239.5 |
1,194.2 |
45.3 |
3.7% |
13.6 |
1.1% |
87% |
False |
False |
83,789 |
20 |
1,239.5 |
1,159.3 |
80.2 |
6.5% |
14.0 |
1.1% |
92% |
False |
False |
93,798 |
40 |
1,252.0 |
1,159.3 |
92.7 |
7.5% |
17.0 |
1.4% |
80% |
False |
False |
59,593 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
17.9 |
1.5% |
67% |
False |
False |
41,720 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
19.0 |
1.5% |
67% |
False |
False |
32,632 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.6% |
18.1 |
1.5% |
74% |
False |
False |
26,462 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.7% |
17.6 |
1.4% |
79% |
False |
False |
22,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.2 |
2.618 |
1,305.0 |
1.618 |
1,279.2 |
1.000 |
1,263.3 |
0.618 |
1,253.4 |
HIGH |
1,237.5 |
0.618 |
1,227.6 |
0.500 |
1,224.6 |
0.382 |
1,221.6 |
LOW |
1,211.7 |
0.618 |
1,195.8 |
1.000 |
1,185.9 |
1.618 |
1,170.0 |
2.618 |
1,144.2 |
4.250 |
1,102.1 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,230.5 |
1,230.5 |
PP |
1,227.5 |
1,227.5 |
S1 |
1,224.6 |
1,224.6 |
|