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 |
6,028.5 |
5,991.0 |
-37.5 |
-0.6% |
6,150.0 |
High |
6,062.0 |
5,991.0 |
-71.0 |
-1.2% |
6,240.0 |
Low |
6,008.0 |
5,884.5 |
-123.5 |
-2.1% |
6,001.0 |
Close |
6,015.5 |
5,946.0 |
-69.5 |
-1.2% |
6,020.5 |
Range |
54.0 |
106.5 |
52.5 |
97.2% |
239.0 |
ATR |
101.0 |
103.2 |
2.1 |
2.1% |
0.0 |
Volume |
238 |
1,669 |
1,431 |
601.3% |
1,319 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,260.0 |
6,209.5 |
6,004.6 |
|
R3 |
6,153.5 |
6,103.0 |
5,975.3 |
|
R2 |
6,047.0 |
6,047.0 |
5,965.5 |
|
R1 |
5,996.5 |
5,996.5 |
5,955.8 |
5,968.5 |
PP |
5,940.5 |
5,940.5 |
5,940.5 |
5,926.5 |
S1 |
5,890.0 |
5,890.0 |
5,936.2 |
5,862.0 |
S2 |
5,834.0 |
5,834.0 |
5,926.5 |
|
S3 |
5,727.5 |
5,783.5 |
5,916.7 |
|
S4 |
5,621.0 |
5,677.0 |
5,887.4 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,804.2 |
6,651.3 |
6,152.0 |
|
R3 |
6,565.2 |
6,412.3 |
6,086.2 |
|
R2 |
6,326.2 |
6,326.2 |
6,064.3 |
|
R1 |
6,173.3 |
6,173.3 |
6,042.4 |
6,130.3 |
PP |
6,087.2 |
6,087.2 |
6,087.2 |
6,065.6 |
S1 |
5,934.3 |
5,934.3 |
5,998.6 |
5,891.3 |
S2 |
5,848.2 |
5,848.2 |
5,976.7 |
|
S3 |
5,609.2 |
5,695.3 |
5,954.8 |
|
S4 |
5,370.2 |
5,456.3 |
5,889.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,240.0 |
5,884.5 |
355.5 |
6.0% |
97.6 |
1.6% |
17% |
False |
True |
569 |
10 |
6,285.0 |
5,884.5 |
400.5 |
6.7% |
96.5 |
1.6% |
15% |
False |
True |
391 |
20 |
6,394.5 |
5,884.5 |
510.0 |
8.6% |
94.4 |
1.6% |
12% |
False |
True |
306 |
40 |
6,394.5 |
5,818.0 |
576.5 |
9.7% |
99.6 |
1.7% |
22% |
False |
False |
413 |
60 |
6,394.5 |
5,814.5 |
580.0 |
9.8% |
103.3 |
1.7% |
23% |
False |
False |
1,182 |
80 |
6,394.5 |
5,602.5 |
792.0 |
13.3% |
114.6 |
1.9% |
43% |
False |
False |
995 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.3% |
107.6 |
1.8% |
43% |
False |
False |
833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,443.6 |
2.618 |
6,269.8 |
1.618 |
6,163.3 |
1.000 |
6,097.5 |
0.618 |
6,056.8 |
HIGH |
5,991.0 |
0.618 |
5,950.3 |
0.500 |
5,937.8 |
0.382 |
5,925.2 |
LOW |
5,884.5 |
0.618 |
5,818.7 |
1.000 |
5,778.0 |
1.618 |
5,712.2 |
2.618 |
5,605.7 |
4.250 |
5,431.9 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,943.3 |
5,991.3 |
PP |
5,940.5 |
5,976.2 |
S1 |
5,937.8 |
5,961.1 |
|