Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,119.25 |
1,116.75 |
-2.50 |
-0.2% |
1,098.75 |
High |
1,121.75 |
1,122.00 |
0.25 |
0.0% |
1,122.50 |
Low |
1,099.50 |
1,112.25 |
12.75 |
1.2% |
1,097.50 |
Close |
1,114.75 |
1,121.00 |
6.25 |
0.6% |
1,114.75 |
Range |
22.25 |
9.75 |
-12.50 |
-56.2% |
25.00 |
ATR |
19.97 |
19.24 |
-0.73 |
-3.7% |
0.00 |
Volume |
3,637 |
2,216 |
-1,421 |
-39.1% |
19,553 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.75 |
1,144.00 |
1,126.25 |
|
R3 |
1,138.00 |
1,134.25 |
1,123.75 |
|
R2 |
1,128.25 |
1,128.25 |
1,122.75 |
|
R1 |
1,124.50 |
1,124.50 |
1,122.00 |
1,126.50 |
PP |
1,118.50 |
1,118.50 |
1,118.50 |
1,119.25 |
S1 |
1,114.75 |
1,114.75 |
1,120.00 |
1,116.50 |
S2 |
1,108.75 |
1,108.75 |
1,119.25 |
|
S3 |
1,099.00 |
1,105.00 |
1,118.25 |
|
S4 |
1,089.25 |
1,095.25 |
1,115.75 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.50 |
1,175.75 |
1,128.50 |
|
R3 |
1,161.50 |
1,150.75 |
1,121.50 |
|
R2 |
1,136.50 |
1,136.50 |
1,119.25 |
|
R1 |
1,125.75 |
1,125.75 |
1,117.00 |
1,131.00 |
PP |
1,111.50 |
1,111.50 |
1,111.50 |
1,114.25 |
S1 |
1,100.75 |
1,100.75 |
1,112.50 |
1,106.00 |
S2 |
1,086.50 |
1,086.50 |
1,110.25 |
|
S3 |
1,061.50 |
1,075.75 |
1,108.00 |
|
S4 |
1,036.50 |
1,050.75 |
1,101.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,122.50 |
1,099.50 |
23.00 |
2.1% |
13.00 |
1.2% |
93% |
False |
False |
3,377 |
10 |
1,122.50 |
1,079.00 |
43.50 |
3.9% |
16.00 |
1.4% |
97% |
False |
False |
2,534 |
20 |
1,122.50 |
1,046.50 |
76.00 |
6.8% |
19.50 |
1.7% |
98% |
False |
False |
3,245 |
40 |
1,125.00 |
998.75 |
126.25 |
11.3% |
20.25 |
1.8% |
97% |
False |
False |
2,295 |
60 |
1,149.75 |
998.75 |
151.00 |
13.5% |
23.25 |
2.1% |
81% |
False |
False |
1,558 |
80 |
1,208.00 |
998.75 |
209.25 |
18.7% |
23.75 |
2.1% |
58% |
False |
False |
1,206 |
100 |
1,208.00 |
998.75 |
209.25 |
18.7% |
20.75 |
1.9% |
58% |
False |
False |
968 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
18.00 |
1.6% |
58% |
False |
False |
822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.50 |
2.618 |
1,147.50 |
1.618 |
1,137.75 |
1.000 |
1,131.75 |
0.618 |
1,128.00 |
HIGH |
1,122.00 |
0.618 |
1,118.25 |
0.500 |
1,117.00 |
0.382 |
1,116.00 |
LOW |
1,112.25 |
0.618 |
1,106.25 |
1.000 |
1,102.50 |
1.618 |
1,096.50 |
2.618 |
1,086.75 |
4.250 |
1,070.75 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,119.75 |
1,117.75 |
PP |
1,118.50 |
1,114.25 |
S1 |
1,117.00 |
1,111.00 |
|