Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,084.50 |
1,082.00 |
-2.50 |
-0.2% |
1,116.75 |
High |
1,093.50 |
1,089.50 |
-4.00 |
-0.4% |
1,122.00 |
Low |
1,078.75 |
1,063.75 |
-15.00 |
-1.4% |
1,065.50 |
Close |
1,081.75 |
1,066.25 |
-15.50 |
-1.4% |
1,071.25 |
Range |
14.75 |
25.75 |
11.00 |
74.6% |
56.50 |
ATR |
19.31 |
19.77 |
0.46 |
2.4% |
0.00 |
Volume |
3,448 |
5,367 |
1,919 |
55.7% |
15,747 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.50 |
1,134.00 |
1,080.50 |
|
R3 |
1,124.75 |
1,108.25 |
1,073.25 |
|
R2 |
1,099.00 |
1,099.00 |
1,071.00 |
|
R1 |
1,082.50 |
1,082.50 |
1,068.50 |
1,078.00 |
PP |
1,073.25 |
1,073.25 |
1,073.25 |
1,070.75 |
S1 |
1,056.75 |
1,056.75 |
1,064.00 |
1,052.00 |
S2 |
1,047.50 |
1,047.50 |
1,061.50 |
|
S3 |
1,021.75 |
1,031.00 |
1,059.25 |
|
S4 |
996.00 |
1,005.25 |
1,052.00 |
|
|
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 |
1,093.50 |
1,061.50 |
32.00 |
3.0% |
19.00 |
1.8% |
15% |
False |
False |
2,821 |
10 |
1,122.00 |
1,061.50 |
60.50 |
5.7% |
19.50 |
1.8% |
8% |
False |
False |
3,031 |
20 |
1,122.50 |
1,061.50 |
61.00 |
5.7% |
17.75 |
1.7% |
8% |
False |
False |
2,817 |
40 |
1,122.50 |
998.75 |
123.75 |
11.6% |
20.75 |
1.9% |
55% |
False |
False |
2,799 |
60 |
1,125.00 |
998.75 |
126.25 |
11.8% |
21.75 |
2.0% |
53% |
False |
False |
1,950 |
80 |
1,198.50 |
998.75 |
199.75 |
18.7% |
24.00 |
2.2% |
34% |
False |
False |
1,494 |
100 |
1,208.00 |
998.75 |
209.25 |
19.6% |
21.50 |
2.0% |
32% |
False |
False |
1,212 |
120 |
1,208.00 |
998.75 |
209.25 |
19.6% |
19.25 |
1.8% |
32% |
False |
False |
1,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.00 |
2.618 |
1,157.00 |
1.618 |
1,131.25 |
1.000 |
1,115.25 |
0.618 |
1,105.50 |
HIGH |
1,089.50 |
0.618 |
1,079.75 |
0.500 |
1,076.50 |
0.382 |
1,073.50 |
LOW |
1,063.75 |
0.618 |
1,047.75 |
1.000 |
1,038.00 |
1.618 |
1,022.00 |
2.618 |
996.25 |
4.250 |
954.25 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,076.50 |
1,078.50 |
PP |
1,073.25 |
1,074.50 |
S1 |
1,069.75 |
1,070.50 |
|