Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,049.50 |
1,038.00 |
-11.50 |
-1.1% |
1,065.00 |
High |
1,056.75 |
1,059.25 |
2.50 |
0.2% |
1,075.25 |
Low |
1,038.25 |
1,032.50 |
-5.75 |
-0.6% |
1,032.50 |
Close |
1,039.75 |
1,058.75 |
19.00 |
1.8% |
1,058.75 |
Range |
18.50 |
26.75 |
8.25 |
44.6% |
42.75 |
ATR |
19.27 |
19.80 |
0.53 |
2.8% |
0.00 |
Volume |
11,379 |
5,733 |
-5,646 |
-49.6% |
41,993 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.50 |
1,121.25 |
1,073.50 |
|
R3 |
1,103.75 |
1,094.50 |
1,066.00 |
|
R2 |
1,077.00 |
1,077.00 |
1,063.75 |
|
R1 |
1,067.75 |
1,067.75 |
1,061.25 |
1,072.50 |
PP |
1,050.25 |
1,050.25 |
1,050.25 |
1,052.50 |
S1 |
1,041.00 |
1,041.00 |
1,056.25 |
1,045.50 |
S2 |
1,023.50 |
1,023.50 |
1,053.75 |
|
S3 |
996.75 |
1,014.25 |
1,051.50 |
|
S4 |
970.00 |
987.50 |
1,044.00 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.75 |
1,164.00 |
1,082.25 |
|
R3 |
1,141.00 |
1,121.25 |
1,070.50 |
|
R2 |
1,098.25 |
1,098.25 |
1,066.50 |
|
R1 |
1,078.50 |
1,078.50 |
1,062.75 |
1,067.00 |
PP |
1,055.50 |
1,055.50 |
1,055.50 |
1,049.75 |
S1 |
1,035.75 |
1,035.75 |
1,054.75 |
1,024.25 |
S2 |
1,012.75 |
1,012.75 |
1,051.00 |
|
S3 |
970.00 |
993.00 |
1,047.00 |
|
S4 |
927.25 |
950.25 |
1,035.25 |
|
|
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 |
4.0% |
20.50 |
1.9% |
61% |
False |
True |
8,398 |
10 |
1,093.50 |
1,032.50 |
61.00 |
5.8% |
19.50 |
1.8% |
43% |
False |
True |
6,143 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.5% |
18.25 |
1.7% |
29% |
False |
True |
4,836 |
40 |
1,122.50 |
998.75 |
123.75 |
11.7% |
20.00 |
1.9% |
48% |
False |
False |
3,749 |
60 |
1,125.00 |
998.75 |
126.25 |
11.9% |
21.00 |
2.0% |
48% |
False |
False |
2,787 |
80 |
1,164.75 |
998.75 |
166.00 |
15.7% |
23.75 |
2.2% |
36% |
False |
False |
2,119 |
100 |
1,208.00 |
998.75 |
209.25 |
19.8% |
22.25 |
2.1% |
29% |
False |
False |
1,717 |
120 |
1,208.00 |
998.75 |
209.25 |
19.8% |
20.00 |
1.9% |
29% |
False |
False |
1,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.00 |
2.618 |
1,129.25 |
1.618 |
1,102.50 |
1.000 |
1,086.00 |
0.618 |
1,075.75 |
HIGH |
1,059.25 |
0.618 |
1,049.00 |
0.500 |
1,046.00 |
0.382 |
1,042.75 |
LOW |
1,032.50 |
0.618 |
1,016.00 |
1.000 |
1,005.75 |
1.618 |
989.25 |
2.618 |
962.50 |
4.250 |
918.75 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,054.50 |
1,054.50 |
PP |
1,050.25 |
1,050.25 |
S1 |
1,046.00 |
1,046.00 |
|