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 |
5,991.0 |
5,919.0 |
-72.0 |
-1.2% |
6,150.0 |
High |
5,991.0 |
5,956.0 |
-35.0 |
-0.6% |
6,240.0 |
Low |
5,884.5 |
5,850.0 |
-34.5 |
-0.6% |
6,001.0 |
Close |
5,946.0 |
5,920.0 |
-26.0 |
-0.4% |
6,020.5 |
Range |
106.5 |
106.0 |
-0.5 |
-0.5% |
239.0 |
ATR |
103.2 |
103.4 |
0.2 |
0.2% |
0.0 |
Volume |
1,669 |
433 |
-1,236 |
-74.1% |
1,319 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.7 |
6,179.3 |
5,978.3 |
|
R3 |
6,120.7 |
6,073.3 |
5,949.2 |
|
R2 |
6,014.7 |
6,014.7 |
5,939.4 |
|
R1 |
5,967.3 |
5,967.3 |
5,929.7 |
5,991.0 |
PP |
5,908.7 |
5,908.7 |
5,908.7 |
5,920.5 |
S1 |
5,861.3 |
5,861.3 |
5,910.3 |
5,885.0 |
S2 |
5,802.7 |
5,802.7 |
5,900.6 |
|
S3 |
5,696.7 |
5,755.3 |
5,890.9 |
|
S4 |
5,590.7 |
5,649.3 |
5,861.7 |
|
|
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 |
5,850.0 |
390.0 |
6.6% |
107.3 |
1.8% |
18% |
False |
True |
577 |
10 |
6,240.0 |
5,850.0 |
390.0 |
6.6% |
94.3 |
1.6% |
18% |
False |
True |
404 |
20 |
6,394.5 |
5,850.0 |
544.5 |
9.2% |
94.8 |
1.6% |
13% |
False |
True |
320 |
40 |
6,394.5 |
5,818.0 |
576.5 |
9.7% |
99.9 |
1.7% |
18% |
False |
False |
421 |
60 |
6,394.5 |
5,814.5 |
580.0 |
9.8% |
102.6 |
1.7% |
18% |
False |
False |
1,182 |
80 |
6,394.5 |
5,602.5 |
792.0 |
13.4% |
114.9 |
1.9% |
40% |
False |
False |
993 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.4% |
108.2 |
1.8% |
40% |
False |
False |
836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,406.5 |
2.618 |
6,233.5 |
1.618 |
6,127.5 |
1.000 |
6,062.0 |
0.618 |
6,021.5 |
HIGH |
5,956.0 |
0.618 |
5,915.5 |
0.500 |
5,903.0 |
0.382 |
5,890.5 |
LOW |
5,850.0 |
0.618 |
5,784.5 |
1.000 |
5,744.0 |
1.618 |
5,678.5 |
2.618 |
5,572.5 |
4.250 |
5,399.5 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,914.3 |
5,956.0 |
PP |
5,908.7 |
5,944.0 |
S1 |
5,903.0 |
5,932.0 |
|