Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,071.00 |
1,072.50 |
1.50 |
0.1% |
1,116.75 |
High |
1,076.25 |
1,093.50 |
17.25 |
1.6% |
1,122.00 |
Low |
1,061.50 |
1,070.00 |
8.50 |
0.8% |
1,065.50 |
Close |
1,072.25 |
1,084.25 |
12.00 |
1.1% |
1,071.25 |
Range |
14.75 |
23.50 |
8.75 |
59.3% |
56.50 |
ATR |
19.37 |
19.66 |
0.30 |
1.5% |
0.00 |
Volume |
1,033 |
1,082 |
49 |
4.7% |
15,747 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.00 |
1,142.25 |
1,097.25 |
|
R3 |
1,129.50 |
1,118.75 |
1,090.75 |
|
R2 |
1,106.00 |
1,106.00 |
1,088.50 |
|
R1 |
1,095.25 |
1,095.25 |
1,086.50 |
1,100.50 |
PP |
1,082.50 |
1,082.50 |
1,082.50 |
1,085.25 |
S1 |
1,071.75 |
1,071.75 |
1,082.00 |
1,077.00 |
S2 |
1,059.00 |
1,059.00 |
1,080.00 |
|
S3 |
1,035.50 |
1,048.25 |
1,077.75 |
|
S4 |
1,012.00 |
1,024.75 |
1,071.25 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.75 |
1,220.00 |
1,102.25 |
|
R3 |
1,199.25 |
1,163.50 |
1,086.75 |
|
R2 |
1,142.75 |
1,142.75 |
1,081.50 |
|
R1 |
1,107.00 |
1,107.00 |
1,076.50 |
1,096.50 |
PP |
1,086.25 |
1,086.25 |
1,086.25 |
1,081.00 |
S1 |
1,050.50 |
1,050.50 |
1,066.00 |
1,040.00 |
S2 |
1,029.75 |
1,029.75 |
1,061.00 |
|
S3 |
973.25 |
994.00 |
1,055.75 |
|
S4 |
916.75 |
937.50 |
1,040.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,113.75 |
1,061.50 |
52.25 |
4.8% |
21.00 |
1.9% |
44% |
False |
False |
2,979 |
10 |
1,122.50 |
1,061.50 |
61.00 |
5.6% |
17.75 |
1.6% |
37% |
False |
False |
2,928 |
20 |
1,122.50 |
1,056.50 |
66.00 |
6.1% |
18.50 |
1.7% |
42% |
False |
False |
3,019 |
40 |
1,122.50 |
998.75 |
123.75 |
11.4% |
20.75 |
1.9% |
69% |
False |
False |
2,626 |
60 |
1,125.00 |
998.75 |
126.25 |
11.6% |
22.00 |
2.0% |
68% |
False |
False |
1,805 |
80 |
1,208.00 |
998.75 |
209.25 |
19.3% |
24.00 |
2.2% |
41% |
False |
False |
1,391 |
100 |
1,208.00 |
998.75 |
209.25 |
19.3% |
21.25 |
2.0% |
41% |
False |
False |
1,124 |
120 |
1,208.00 |
998.75 |
209.25 |
19.3% |
18.75 |
1.7% |
41% |
False |
False |
952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.50 |
2.618 |
1,155.00 |
1.618 |
1,131.50 |
1.000 |
1,117.00 |
0.618 |
1,108.00 |
HIGH |
1,093.50 |
0.618 |
1,084.50 |
0.500 |
1,081.75 |
0.382 |
1,079.00 |
LOW |
1,070.00 |
0.618 |
1,055.50 |
1.000 |
1,046.50 |
1.618 |
1,032.00 |
2.618 |
1,008.50 |
4.250 |
970.00 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,083.50 |
1,082.00 |
PP |
1,082.50 |
1,079.75 |
S1 |
1,081.75 |
1,077.50 |
|