Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,923.0 |
5,996.0 |
73.0 |
1.2% |
6,028.5 |
High |
5,985.0 |
5,996.0 |
11.0 |
0.2% |
6,062.0 |
Low |
5,866.0 |
5,889.0 |
23.0 |
0.4% |
5,850.0 |
Close |
5,963.5 |
5,926.0 |
-37.5 |
-0.6% |
5,963.5 |
Range |
119.0 |
107.0 |
-12.0 |
-10.1% |
212.0 |
ATR |
102.5 |
102.8 |
0.3 |
0.3% |
0.0 |
Volume |
1,725 |
1,240 |
-485 |
-28.1% |
4,340 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,258.0 |
6,199.0 |
5,984.9 |
|
R3 |
6,151.0 |
6,092.0 |
5,955.4 |
|
R2 |
6,044.0 |
6,044.0 |
5,945.6 |
|
R1 |
5,985.0 |
5,985.0 |
5,935.8 |
5,961.0 |
PP |
5,937.0 |
5,937.0 |
5,937.0 |
5,925.0 |
S1 |
5,878.0 |
5,878.0 |
5,916.2 |
5,854.0 |
S2 |
5,830.0 |
5,830.0 |
5,906.4 |
|
S3 |
5,723.0 |
5,771.0 |
5,896.6 |
|
S4 |
5,616.0 |
5,664.0 |
5,867.2 |
|
|
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 |
5,996.0 |
5,850.0 |
146.0 |
2.5% |
102.4 |
1.7% |
52% |
True |
False |
1,068 |
10 |
6,240.0 |
5,850.0 |
390.0 |
6.6% |
98.4 |
1.7% |
19% |
False |
False |
675 |
20 |
6,394.5 |
5,850.0 |
544.5 |
9.2% |
91.4 |
1.5% |
14% |
False |
False |
450 |
40 |
6,394.5 |
5,850.0 |
544.5 |
9.2% |
99.8 |
1.7% |
14% |
False |
False |
472 |
60 |
6,394.5 |
5,814.5 |
580.0 |
9.8% |
101.5 |
1.7% |
19% |
False |
False |
1,180 |
80 |
6,394.5 |
5,625.0 |
769.5 |
13.0% |
109.6 |
1.8% |
39% |
False |
False |
1,013 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.4% |
110.0 |
1.9% |
41% |
False |
False |
865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,450.8 |
2.618 |
6,276.1 |
1.618 |
6,169.1 |
1.000 |
6,103.0 |
0.618 |
6,062.1 |
HIGH |
5,996.0 |
0.618 |
5,955.1 |
0.500 |
5,942.5 |
0.382 |
5,929.9 |
LOW |
5,889.0 |
0.618 |
5,822.9 |
1.000 |
5,782.0 |
1.618 |
5,715.9 |
2.618 |
5,608.9 |
4.250 |
5,434.3 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,942.5 |
5,931.0 |
PP |
5,937.0 |
5,929.3 |
S1 |
5,931.5 |
5,927.7 |
|