Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,060.00 |
1,044.00 |
-16.00 |
-1.5% |
1,071.00 |
High |
1,060.00 |
1,052.50 |
-7.50 |
-0.7% |
1,093.50 |
Low |
1,038.50 |
1,032.50 |
-6.00 |
-0.6% |
1,057.00 |
Close |
1,044.75 |
1,049.50 |
4.75 |
0.5% |
1,065.25 |
Range |
21.50 |
20.00 |
-1.50 |
-7.0% |
36.50 |
ATR |
19.28 |
19.33 |
0.05 |
0.3% |
0.00 |
Volume |
5,187 |
12,072 |
6,885 |
132.7% |
19,443 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.75 |
1,097.25 |
1,060.50 |
|
R3 |
1,084.75 |
1,077.25 |
1,055.00 |
|
R2 |
1,064.75 |
1,064.75 |
1,053.25 |
|
R1 |
1,057.25 |
1,057.25 |
1,051.25 |
1,061.00 |
PP |
1,044.75 |
1,044.75 |
1,044.75 |
1,046.75 |
S1 |
1,037.25 |
1,037.25 |
1,047.75 |
1,041.00 |
S2 |
1,024.75 |
1,024.75 |
1,045.75 |
|
S3 |
1,004.75 |
1,017.25 |
1,044.00 |
|
S4 |
984.75 |
997.25 |
1,038.50 |
|
|
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 |
1,089.50 |
1,032.50 |
57.00 |
5.4% |
19.25 |
1.8% |
30% |
False |
True |
7,752 |
10 |
1,093.50 |
1,032.50 |
61.00 |
5.8% |
18.25 |
1.7% |
28% |
False |
True |
5,328 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.6% |
18.25 |
1.7% |
19% |
False |
True |
4,087 |
40 |
1,122.50 |
998.75 |
123.75 |
11.8% |
20.00 |
1.9% |
41% |
False |
False |
3,507 |
60 |
1,125.00 |
998.75 |
126.25 |
12.0% |
21.00 |
2.0% |
40% |
False |
False |
2,503 |
80 |
1,190.25 |
998.75 |
191.50 |
18.2% |
23.75 |
2.3% |
27% |
False |
False |
1,909 |
100 |
1,208.00 |
998.75 |
209.25 |
19.9% |
22.00 |
2.1% |
24% |
False |
False |
1,546 |
120 |
1,208.00 |
998.75 |
209.25 |
19.9% |
19.75 |
1.9% |
24% |
False |
False |
1,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.50 |
2.618 |
1,104.75 |
1.618 |
1,084.75 |
1.000 |
1,072.50 |
0.618 |
1,064.75 |
HIGH |
1,052.50 |
0.618 |
1,044.75 |
0.500 |
1,042.50 |
0.382 |
1,040.25 |
LOW |
1,032.50 |
0.618 |
1,020.25 |
1.000 |
1,012.50 |
1.618 |
1,000.25 |
2.618 |
980.25 |
4.250 |
947.50 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,047.25 |
1,054.00 |
PP |
1,044.75 |
1,052.50 |
S1 |
1,042.50 |
1,051.00 |
|