Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,082.00 |
1,066.25 |
-15.75 |
-1.5% |
1,071.00 |
High |
1,089.50 |
1,070.50 |
-19.00 |
-1.7% |
1,093.50 |
Low |
1,063.75 |
1,057.00 |
-6.75 |
-0.6% |
1,057.00 |
Close |
1,066.25 |
1,065.25 |
-1.00 |
-0.1% |
1,065.25 |
Range |
25.75 |
13.50 |
-12.25 |
-47.6% |
36.50 |
ATR |
19.77 |
19.32 |
-0.45 |
-2.3% |
0.00 |
Volume |
5,367 |
8,513 |
3,146 |
58.6% |
19,443 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.75 |
1,098.50 |
1,072.75 |
|
R3 |
1,091.25 |
1,085.00 |
1,069.00 |
|
R2 |
1,077.75 |
1,077.75 |
1,067.75 |
|
R1 |
1,071.50 |
1,071.50 |
1,066.50 |
1,068.00 |
PP |
1,064.25 |
1,064.25 |
1,064.25 |
1,062.50 |
S1 |
1,058.00 |
1,058.00 |
1,064.00 |
1,054.50 |
S2 |
1,050.75 |
1,050.75 |
1,062.75 |
|
S3 |
1,037.25 |
1,044.50 |
1,061.50 |
|
S4 |
1,023.75 |
1,031.00 |
1,057.75 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.50 |
1,159.75 |
1,085.25 |
|
R3 |
1,145.00 |
1,123.25 |
1,075.25 |
|
R2 |
1,108.50 |
1,108.50 |
1,072.00 |
|
R1 |
1,086.75 |
1,086.75 |
1,068.50 |
1,079.50 |
PP |
1,072.00 |
1,072.00 |
1,072.00 |
1,068.25 |
S1 |
1,050.25 |
1,050.25 |
1,062.00 |
1,043.00 |
S2 |
1,035.50 |
1,035.50 |
1,058.50 |
|
S3 |
999.00 |
1,013.75 |
1,055.25 |
|
S4 |
962.50 |
977.25 |
1,045.25 |
|
|
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 |
1,057.00 |
36.50 |
3.4% |
18.50 |
1.7% |
23% |
False |
True |
3,888 |
10 |
1,122.00 |
1,057.00 |
65.00 |
6.1% |
18.50 |
1.7% |
13% |
False |
True |
3,519 |
20 |
1,122.50 |
1,057.00 |
65.50 |
6.1% |
17.50 |
1.6% |
13% |
False |
True |
3,075 |
40 |
1,122.50 |
998.75 |
123.75 |
11.6% |
20.50 |
1.9% |
54% |
False |
False |
2,976 |
60 |
1,125.00 |
998.75 |
126.25 |
11.9% |
21.50 |
2.0% |
53% |
False |
False |
2,091 |
80 |
1,198.50 |
998.75 |
199.75 |
18.8% |
24.00 |
2.2% |
33% |
False |
False |
1,599 |
100 |
1,208.00 |
998.75 |
209.25 |
19.6% |
21.75 |
2.0% |
32% |
False |
False |
1,297 |
120 |
1,208.00 |
998.75 |
209.25 |
19.6% |
19.25 |
1.8% |
32% |
False |
False |
1,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.00 |
2.618 |
1,105.75 |
1.618 |
1,092.25 |
1.000 |
1,084.00 |
0.618 |
1,078.75 |
HIGH |
1,070.50 |
0.618 |
1,065.25 |
0.500 |
1,063.75 |
0.382 |
1,062.25 |
LOW |
1,057.00 |
0.618 |
1,048.75 |
1.000 |
1,043.50 |
1.618 |
1,035.25 |
2.618 |
1,021.75 |
4.250 |
999.50 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,064.75 |
1,075.25 |
PP |
1,064.25 |
1,072.00 |
S1 |
1,063.75 |
1,068.50 |
|