Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,232.1 |
1,242.4 |
10.3 |
0.8% |
1,216.5 |
High |
1,243.4 |
1,246.0 |
2.6 |
0.2% |
1,239.5 |
Low |
1,230.9 |
1,235.1 |
4.2 |
0.3% |
1,216.2 |
Close |
1,241.3 |
1,237.7 |
-3.6 |
-0.3% |
1,228.8 |
Range |
12.5 |
10.9 |
-1.6 |
-12.8% |
23.3 |
ATR |
15.2 |
14.9 |
-0.3 |
-2.0% |
0.0 |
Volume |
98,603 |
70,684 |
-27,919 |
-28.3% |
368,787 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.3 |
1,265.9 |
1,243.7 |
|
R3 |
1,261.4 |
1,255.0 |
1,240.7 |
|
R2 |
1,250.5 |
1,250.5 |
1,239.7 |
|
R1 |
1,244.1 |
1,244.1 |
1,238.7 |
1,241.9 |
PP |
1,239.6 |
1,239.6 |
1,239.6 |
1,238.5 |
S1 |
1,233.2 |
1,233.2 |
1,236.7 |
1,231.0 |
S2 |
1,228.7 |
1,228.7 |
1,235.7 |
|
S3 |
1,217.8 |
1,222.3 |
1,234.7 |
|
S4 |
1,206.9 |
1,211.4 |
1,231.7 |
|
|
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 |
1,246.0 |
1,211.7 |
34.3 |
2.8% |
14.3 |
1.2% |
76% |
True |
False |
84,991 |
10 |
1,246.0 |
1,211.7 |
34.3 |
2.8% |
12.5 |
1.0% |
76% |
True |
False |
79,044 |
20 |
1,246.0 |
1,168.0 |
78.0 |
6.3% |
14.1 |
1.1% |
89% |
True |
False |
87,528 |
40 |
1,248.2 |
1,159.3 |
88.9 |
7.2% |
16.8 |
1.4% |
88% |
False |
False |
63,335 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
17.8 |
1.4% |
70% |
False |
False |
44,416 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
18.9 |
1.5% |
70% |
False |
False |
34,686 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.5% |
18.1 |
1.5% |
77% |
False |
False |
28,136 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.6% |
17.6 |
1.4% |
82% |
False |
False |
23,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.3 |
2.618 |
1,274.5 |
1.618 |
1,263.6 |
1.000 |
1,256.9 |
0.618 |
1,252.7 |
HIGH |
1,246.0 |
0.618 |
1,241.8 |
0.500 |
1,240.6 |
0.382 |
1,239.3 |
LOW |
1,235.1 |
0.618 |
1,228.4 |
1.000 |
1,224.2 |
1.618 |
1,217.5 |
2.618 |
1,206.6 |
4.250 |
1,188.8 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,240.6 |
1,234.8 |
PP |
1,239.6 |
1,231.8 |
S1 |
1,238.7 |
1,228.9 |
|