Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,044.00 |
1,049.50 |
5.50 |
0.5% |
1,071.00 |
High |
1,052.50 |
1,056.75 |
4.25 |
0.4% |
1,093.50 |
Low |
1,032.50 |
1,038.25 |
5.75 |
0.6% |
1,057.00 |
Close |
1,049.50 |
1,039.75 |
-9.75 |
-0.9% |
1,065.25 |
Range |
20.00 |
18.50 |
-1.50 |
-7.5% |
36.50 |
ATR |
19.33 |
19.27 |
-0.06 |
-0.3% |
0.00 |
Volume |
12,072 |
11,379 |
-693 |
-5.7% |
19,443 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.50 |
1,088.50 |
1,050.00 |
|
R3 |
1,082.00 |
1,070.00 |
1,044.75 |
|
R2 |
1,063.50 |
1,063.50 |
1,043.25 |
|
R1 |
1,051.50 |
1,051.50 |
1,041.50 |
1,048.25 |
PP |
1,045.00 |
1,045.00 |
1,045.00 |
1,043.25 |
S1 |
1,033.00 |
1,033.00 |
1,038.00 |
1,029.75 |
S2 |
1,026.50 |
1,026.50 |
1,036.25 |
|
S3 |
1,008.00 |
1,014.50 |
1,034.75 |
|
S4 |
989.50 |
996.00 |
1,029.50 |
|
|
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 |
1,075.25 |
1,032.50 |
42.75 |
4.1% |
17.75 |
1.7% |
17% |
False |
False |
8,954 |
10 |
1,093.50 |
1,032.50 |
61.00 |
5.9% |
18.50 |
1.8% |
12% |
False |
False |
5,888 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.7% |
18.00 |
1.7% |
8% |
False |
False |
4,626 |
40 |
1,122.50 |
998.75 |
123.75 |
11.9% |
20.00 |
1.9% |
33% |
False |
False |
3,660 |
60 |
1,125.00 |
998.75 |
126.25 |
12.1% |
20.75 |
2.0% |
32% |
False |
False |
2,692 |
80 |
1,165.50 |
998.75 |
166.75 |
16.0% |
23.75 |
2.3% |
25% |
False |
False |
2,051 |
100 |
1,208.00 |
998.75 |
209.25 |
20.1% |
22.25 |
2.1% |
20% |
False |
False |
1,659 |
120 |
1,208.00 |
998.75 |
209.25 |
20.1% |
19.75 |
1.9% |
20% |
False |
False |
1,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.50 |
2.618 |
1,105.25 |
1.618 |
1,086.75 |
1.000 |
1,075.25 |
0.618 |
1,068.25 |
HIGH |
1,056.75 |
0.618 |
1,049.75 |
0.500 |
1,047.50 |
0.382 |
1,045.25 |
LOW |
1,038.25 |
0.618 |
1,026.75 |
1.000 |
1,019.75 |
1.618 |
1,008.25 |
2.618 |
989.75 |
4.250 |
959.50 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,047.50 |
1,046.25 |
PP |
1,045.00 |
1,044.00 |
S1 |
1,042.25 |
1,042.00 |
|