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 |
5,938.5 |
5,923.0 |
-15.5 |
-0.3% |
6,028.5 |
High |
5,955.5 |
5,985.0 |
29.5 |
0.5% |
6,062.0 |
Low |
5,882.0 |
5,866.0 |
-16.0 |
-0.3% |
5,850.0 |
Close |
5,915.5 |
5,963.5 |
48.0 |
0.8% |
5,963.5 |
Range |
73.5 |
119.0 |
45.5 |
61.9% |
212.0 |
ATR |
101.2 |
102.5 |
1.3 |
1.3% |
0.0 |
Volume |
275 |
1,725 |
1,450 |
527.3% |
4,340 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,295.2 |
6,248.3 |
6,029.0 |
|
R3 |
6,176.2 |
6,129.3 |
5,996.2 |
|
R2 |
6,057.2 |
6,057.2 |
5,985.3 |
|
R1 |
6,010.3 |
6,010.3 |
5,974.4 |
6,033.8 |
PP |
5,938.2 |
5,938.2 |
5,938.2 |
5,949.9 |
S1 |
5,891.3 |
5,891.3 |
5,952.6 |
5,914.8 |
S2 |
5,819.2 |
5,819.2 |
5,941.7 |
|
S3 |
5,700.2 |
5,772.3 |
5,930.8 |
|
S4 |
5,581.2 |
5,653.3 |
5,898.1 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,594.5 |
6,491.0 |
6,080.1 |
|
R3 |
6,382.5 |
6,279.0 |
6,021.8 |
|
R2 |
6,170.5 |
6,170.5 |
6,002.4 |
|
R1 |
6,067.0 |
6,067.0 |
5,982.9 |
6,012.8 |
PP |
5,958.5 |
5,958.5 |
5,958.5 |
5,931.4 |
S1 |
5,855.0 |
5,855.0 |
5,944.1 |
5,800.8 |
S2 |
5,746.5 |
5,746.5 |
5,924.6 |
|
S3 |
5,534.5 |
5,643.0 |
5,905.2 |
|
S4 |
5,322.5 |
5,431.0 |
5,846.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,062.0 |
5,850.0 |
212.0 |
3.6% |
91.8 |
1.5% |
54% |
False |
False |
868 |
10 |
6,240.0 |
5,850.0 |
390.0 |
6.5% |
96.2 |
1.6% |
29% |
False |
False |
565 |
20 |
6,394.5 |
5,850.0 |
544.5 |
9.1% |
92.1 |
1.5% |
21% |
False |
False |
402 |
40 |
6,394.5 |
5,823.0 |
571.5 |
9.6% |
98.5 |
1.7% |
25% |
False |
False |
451 |
60 |
6,394.5 |
5,814.5 |
580.0 |
9.7% |
101.1 |
1.7% |
26% |
False |
False |
1,185 |
80 |
6,394.5 |
5,625.0 |
769.5 |
12.9% |
109.1 |
1.8% |
44% |
False |
False |
1,006 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.3% |
109.3 |
1.8% |
46% |
False |
False |
854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,490.8 |
2.618 |
6,296.5 |
1.618 |
6,177.5 |
1.000 |
6,104.0 |
0.618 |
6,058.5 |
HIGH |
5,985.0 |
0.618 |
5,939.5 |
0.500 |
5,925.5 |
0.382 |
5,911.5 |
LOW |
5,866.0 |
0.618 |
5,792.5 |
1.000 |
5,747.0 |
1.618 |
5,673.5 |
2.618 |
5,554.5 |
4.250 |
5,360.3 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,950.8 |
5,948.2 |
PP |
5,938.2 |
5,932.8 |
S1 |
5,925.5 |
5,917.5 |
|