Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,242.4 |
1,239.1 |
-3.3 |
-0.3% |
1,229.2 |
High |
1,246.0 |
1,244.2 |
-1.8 |
-0.1% |
1,246.0 |
Low |
1,235.1 |
1,233.5 |
-1.6 |
-0.1% |
1,211.7 |
Close |
1,237.7 |
1,237.9 |
0.2 |
0.0% |
1,237.9 |
Range |
10.9 |
10.7 |
-0.2 |
-1.8% |
34.3 |
ATR |
14.9 |
14.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
70,684 |
78,704 |
8,020 |
11.3% |
433,849 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.6 |
1,265.0 |
1,243.8 |
|
R3 |
1,259.9 |
1,254.3 |
1,240.8 |
|
R2 |
1,249.2 |
1,249.2 |
1,239.9 |
|
R1 |
1,243.6 |
1,243.6 |
1,238.9 |
1,241.1 |
PP |
1,238.5 |
1,238.5 |
1,238.5 |
1,237.3 |
S1 |
1,232.9 |
1,232.9 |
1,236.9 |
1,230.4 |
S2 |
1,227.8 |
1,227.8 |
1,235.9 |
|
S3 |
1,217.1 |
1,222.2 |
1,235.0 |
|
S4 |
1,206.4 |
1,211.5 |
1,232.0 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.8 |
1,320.6 |
1,256.8 |
|
R3 |
1,300.5 |
1,286.3 |
1,247.3 |
|
R2 |
1,266.2 |
1,266.2 |
1,244.2 |
|
R1 |
1,252.0 |
1,252.0 |
1,241.0 |
1,259.1 |
PP |
1,231.9 |
1,231.9 |
1,231.9 |
1,235.4 |
S1 |
1,217.7 |
1,217.7 |
1,234.8 |
1,224.8 |
S2 |
1,197.6 |
1,197.6 |
1,231.6 |
|
S3 |
1,163.3 |
1,183.4 |
1,228.5 |
|
S4 |
1,129.0 |
1,149.1 |
1,219.0 |
|
|
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% |
14.1 |
1.1% |
76% |
False |
False |
86,769 |
10 |
1,246.0 |
1,211.7 |
34.3 |
2.8% |
12.8 |
1.0% |
76% |
False |
False |
80,263 |
20 |
1,246.0 |
1,176.7 |
69.3 |
5.6% |
13.8 |
1.1% |
88% |
False |
False |
85,807 |
40 |
1,246.0 |
1,159.3 |
86.7 |
7.0% |
15.9 |
1.3% |
91% |
False |
False |
65,194 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
17.6 |
1.4% |
71% |
False |
False |
45,699 |
80 |
1,270.6 |
1,159.3 |
111.3 |
9.0% |
18.8 |
1.5% |
71% |
False |
False |
35,618 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.5% |
18.0 |
1.5% |
77% |
False |
False |
28,908 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.6% |
17.5 |
1.4% |
82% |
False |
False |
24,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.7 |
2.618 |
1,272.2 |
1.618 |
1,261.5 |
1.000 |
1,254.9 |
0.618 |
1,250.8 |
HIGH |
1,244.2 |
0.618 |
1,240.1 |
0.500 |
1,238.9 |
0.382 |
1,237.6 |
LOW |
1,233.5 |
0.618 |
1,226.9 |
1.000 |
1,222.8 |
1.618 |
1,216.2 |
2.618 |
1,205.5 |
4.250 |
1,188.0 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,238.9 |
1,238.5 |
PP |
1,238.5 |
1,238.3 |
S1 |
1,238.2 |
1,238.1 |
|