Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,038.00 |
1,058.50 |
20.50 |
2.0% |
1,065.00 |
High |
1,059.25 |
1,067.75 |
8.50 |
0.8% |
1,075.25 |
Low |
1,032.50 |
1,040.00 |
7.50 |
0.7% |
1,032.50 |
Close |
1,058.75 |
1,040.00 |
-18.75 |
-1.8% |
1,058.75 |
Range |
26.75 |
27.75 |
1.00 |
3.7% |
42.75 |
ATR |
19.80 |
20.37 |
0.57 |
2.9% |
0.00 |
Volume |
5,733 |
14,147 |
8,414 |
146.8% |
41,993 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.50 |
1,114.00 |
1,055.25 |
|
R3 |
1,104.75 |
1,086.25 |
1,047.75 |
|
R2 |
1,077.00 |
1,077.00 |
1,045.00 |
|
R1 |
1,058.50 |
1,058.50 |
1,042.50 |
1,054.00 |
PP |
1,049.25 |
1,049.25 |
1,049.25 |
1,047.00 |
S1 |
1,030.75 |
1,030.75 |
1,037.50 |
1,026.00 |
S2 |
1,021.50 |
1,021.50 |
1,035.00 |
|
S3 |
993.75 |
1,003.00 |
1,032.25 |
|
S4 |
966.00 |
975.25 |
1,024.75 |
|
|
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 |
1,067.75 |
1,032.50 |
35.25 |
3.4% |
23.00 |
2.2% |
21% |
True |
False |
9,703 |
10 |
1,093.50 |
1,032.50 |
61.00 |
5.9% |
20.75 |
2.0% |
12% |
False |
False |
7,455 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.7% |
18.50 |
1.8% |
8% |
False |
False |
5,299 |
40 |
1,122.50 |
998.75 |
123.75 |
11.9% |
20.25 |
1.9% |
33% |
False |
False |
4,053 |
60 |
1,125.00 |
998.75 |
126.25 |
12.1% |
20.75 |
2.0% |
33% |
False |
False |
3,022 |
80 |
1,164.75 |
998.75 |
166.00 |
16.0% |
23.25 |
2.2% |
25% |
False |
False |
2,295 |
100 |
1,208.00 |
998.75 |
209.25 |
20.1% |
22.50 |
2.2% |
20% |
False |
False |
1,858 |
120 |
1,208.00 |
998.75 |
209.25 |
20.1% |
20.25 |
1.9% |
20% |
False |
False |
1,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.75 |
2.618 |
1,140.50 |
1.618 |
1,112.75 |
1.000 |
1,095.50 |
0.618 |
1,085.00 |
HIGH |
1,067.75 |
0.618 |
1,057.25 |
0.500 |
1,054.00 |
0.382 |
1,050.50 |
LOW |
1,040.00 |
0.618 |
1,022.75 |
1.000 |
1,012.25 |
1.618 |
995.00 |
2.618 |
967.25 |
4.250 |
922.00 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,054.00 |
1,050.00 |
PP |
1,049.25 |
1,046.75 |
S1 |
1,044.50 |
1,043.50 |
|