Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,120.50 |
1,113.75 |
-6.75 |
-0.6% |
1,098.75 |
High |
1,120.50 |
1,113.75 |
-6.75 |
-0.6% |
1,122.50 |
Low |
1,104.00 |
1,080.00 |
-24.00 |
-2.2% |
1,097.50 |
Close |
1,115.00 |
1,080.00 |
-35.00 |
-3.1% |
1,114.75 |
Range |
16.50 |
33.75 |
17.25 |
104.5% |
25.00 |
ATR |
19.08 |
20.22 |
1.14 |
6.0% |
0.00 |
Volume |
747 |
3,824 |
3,077 |
411.9% |
19,553 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.50 |
1,170.00 |
1,098.50 |
|
R3 |
1,158.75 |
1,136.25 |
1,089.25 |
|
R2 |
1,125.00 |
1,125.00 |
1,086.25 |
|
R1 |
1,102.50 |
1,102.50 |
1,083.00 |
1,097.00 |
PP |
1,091.25 |
1,091.25 |
1,091.25 |
1,088.50 |
S1 |
1,068.75 |
1,068.75 |
1,077.00 |
1,063.00 |
S2 |
1,057.50 |
1,057.50 |
1,073.75 |
|
S3 |
1,023.75 |
1,035.00 |
1,070.75 |
|
S4 |
990.00 |
1,001.25 |
1,061.50 |
|
|
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 |
1,080.00 |
42.50 |
3.9% |
18.75 |
1.7% |
0% |
False |
True |
2,806 |
10 |
1,122.50 |
1,079.00 |
43.50 |
4.0% |
18.00 |
1.7% |
2% |
False |
False |
2,845 |
20 |
1,122.50 |
1,046.50 |
76.00 |
7.0% |
20.00 |
1.9% |
44% |
False |
False |
3,292 |
40 |
1,125.00 |
998.75 |
126.25 |
11.7% |
20.50 |
1.9% |
64% |
False |
False |
2,374 |
60 |
1,138.00 |
998.75 |
139.25 |
12.9% |
23.00 |
2.1% |
58% |
False |
False |
1,633 |
80 |
1,208.00 |
998.75 |
209.25 |
19.4% |
23.75 |
2.2% |
39% |
False |
False |
1,258 |
100 |
1,208.00 |
998.75 |
209.25 |
19.4% |
21.00 |
1.9% |
39% |
False |
False |
1,014 |
120 |
1,208.00 |
998.75 |
209.25 |
19.4% |
18.25 |
1.7% |
39% |
False |
False |
860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.25 |
2.618 |
1,202.00 |
1.618 |
1,168.25 |
1.000 |
1,147.50 |
0.618 |
1,134.50 |
HIGH |
1,113.75 |
0.618 |
1,100.75 |
0.500 |
1,097.00 |
0.382 |
1,093.00 |
LOW |
1,080.00 |
0.618 |
1,059.25 |
1.000 |
1,046.25 |
1.618 |
1,025.50 |
2.618 |
991.75 |
4.250 |
936.50 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,097.00 |
1,101.00 |
PP |
1,091.25 |
1,094.00 |
S1 |
1,085.50 |
1,087.00 |
|