Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
5,996.0 |
5,857.0 |
-139.0 |
-2.3% |
6,028.5 |
High |
5,996.0 |
5,940.0 |
-56.0 |
-0.9% |
6,062.0 |
Low |
5,889.0 |
5,830.0 |
-59.0 |
-1.0% |
5,850.0 |
Close |
5,926.0 |
5,918.0 |
-8.0 |
-0.1% |
5,963.5 |
Range |
107.0 |
110.0 |
3.0 |
2.8% |
212.0 |
ATR |
102.8 |
103.3 |
0.5 |
0.5% |
0.0 |
Volume |
1,240 |
662 |
-578 |
-46.6% |
4,340 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.0 |
6,182.0 |
5,978.5 |
|
R3 |
6,116.0 |
6,072.0 |
5,948.3 |
|
R2 |
6,006.0 |
6,006.0 |
5,938.2 |
|
R1 |
5,962.0 |
5,962.0 |
5,928.1 |
5,984.0 |
PP |
5,896.0 |
5,896.0 |
5,896.0 |
5,907.0 |
S1 |
5,852.0 |
5,852.0 |
5,907.9 |
5,874.0 |
S2 |
5,786.0 |
5,786.0 |
5,897.8 |
|
S3 |
5,676.0 |
5,742.0 |
5,887.8 |
|
S4 |
5,566.0 |
5,632.0 |
5,857.5 |
|
|
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 |
5,830.0 |
166.0 |
2.8% |
103.1 |
1.7% |
53% |
False |
True |
867 |
10 |
6,240.0 |
5,830.0 |
410.0 |
6.9% |
100.4 |
1.7% |
21% |
False |
True |
718 |
20 |
6,394.5 |
5,830.0 |
564.5 |
9.5% |
94.8 |
1.6% |
16% |
False |
True |
476 |
40 |
6,394.5 |
5,830.0 |
564.5 |
9.5% |
98.9 |
1.7% |
16% |
False |
True |
483 |
60 |
6,394.5 |
5,818.0 |
576.5 |
9.7% |
101.3 |
1.7% |
17% |
False |
False |
1,173 |
80 |
6,394.5 |
5,625.0 |
769.5 |
13.0% |
108.8 |
1.8% |
38% |
False |
False |
1,015 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.4% |
110.6 |
1.9% |
40% |
False |
False |
871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,407.5 |
2.618 |
6,228.0 |
1.618 |
6,118.0 |
1.000 |
6,050.0 |
0.618 |
6,008.0 |
HIGH |
5,940.0 |
0.618 |
5,898.0 |
0.500 |
5,885.0 |
0.382 |
5,872.0 |
LOW |
5,830.0 |
0.618 |
5,762.0 |
1.000 |
5,720.0 |
1.618 |
5,652.0 |
2.618 |
5,542.0 |
4.250 |
5,362.5 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
5,907.0 |
5,916.3 |
PP |
5,896.0 |
5,914.7 |
S1 |
5,885.0 |
5,913.0 |
|