Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,227.3 |
1,232.1 |
4.8 |
0.4% |
1,216.5 |
High |
1,237.5 |
1,243.4 |
5.9 |
0.5% |
1,239.5 |
Low |
1,211.7 |
1,230.9 |
19.2 |
1.6% |
1,216.2 |
Close |
1,233.4 |
1,241.3 |
7.9 |
0.6% |
1,228.8 |
Range |
25.8 |
12.5 |
-13.3 |
-51.6% |
23.3 |
ATR |
15.4 |
15.2 |
-0.2 |
-1.4% |
0.0 |
Volume |
130,358 |
98,603 |
-31,755 |
-24.4% |
368,787 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.0 |
1,271.2 |
1,248.2 |
|
R3 |
1,263.5 |
1,258.7 |
1,244.7 |
|
R2 |
1,251.0 |
1,251.0 |
1,243.6 |
|
R1 |
1,246.2 |
1,246.2 |
1,242.4 |
1,248.6 |
PP |
1,238.5 |
1,238.5 |
1,238.5 |
1,239.8 |
S1 |
1,233.7 |
1,233.7 |
1,240.2 |
1,236.1 |
S2 |
1,226.0 |
1,226.0 |
1,239.0 |
|
S3 |
1,213.5 |
1,221.2 |
1,237.9 |
|
S4 |
1,201.0 |
1,208.7 |
1,234.4 |
|
|
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 |
1,243.4 |
1,211.7 |
31.7 |
2.6% |
14.2 |
1.1% |
93% |
True |
False |
87,023 |
10 |
1,243.4 |
1,199.5 |
43.9 |
3.5% |
13.3 |
1.1% |
95% |
True |
False |
82,577 |
20 |
1,243.4 |
1,161.6 |
81.8 |
6.6% |
14.1 |
1.1% |
97% |
True |
False |
92,882 |
40 |
1,252.0 |
1,159.3 |
92.7 |
7.5% |
16.9 |
1.4% |
88% |
False |
False |
61,975 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
17.8 |
1.4% |
74% |
False |
False |
43,270 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
19.1 |
1.5% |
74% |
False |
False |
33,815 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.5% |
18.1 |
1.5% |
79% |
False |
False |
27,437 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.6% |
17.6 |
1.4% |
84% |
False |
False |
23,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.5 |
2.618 |
1,276.1 |
1.618 |
1,263.6 |
1.000 |
1,255.9 |
0.618 |
1,251.1 |
HIGH |
1,243.4 |
0.618 |
1,238.6 |
0.500 |
1,237.2 |
0.382 |
1,235.7 |
LOW |
1,230.9 |
0.618 |
1,223.2 |
1.000 |
1,218.4 |
1.618 |
1,210.7 |
2.618 |
1,198.2 |
4.250 |
1,177.8 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,239.9 |
1,236.7 |
PP |
1,238.5 |
1,232.1 |
S1 |
1,237.2 |
1,227.6 |
|