Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,531 |
10,262 |
-269 |
-2.6% |
10,393 |
High |
10,555 |
10,299 |
-256 |
-2.4% |
10,596 |
Low |
10,270 |
10,159 |
-111 |
-1.1% |
10,385 |
Close |
10,272 |
10,206 |
-66 |
-0.6% |
10,548 |
Range |
285 |
140 |
-145 |
-50.9% |
211 |
ATR |
163 |
161 |
-2 |
-1.0% |
0 |
Volume |
107 |
114 |
7 |
6.5% |
373 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,641 |
10,564 |
10,283 |
|
R3 |
10,501 |
10,424 |
10,245 |
|
R2 |
10,361 |
10,361 |
10,232 |
|
R1 |
10,284 |
10,284 |
10,219 |
10,253 |
PP |
10,221 |
10,221 |
10,221 |
10,206 |
S1 |
10,144 |
10,144 |
10,193 |
10,113 |
S2 |
10,081 |
10,081 |
10,180 |
|
S3 |
9,941 |
10,004 |
10,168 |
|
S4 |
9,801 |
9,864 |
10,129 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,143 |
11,056 |
10,664 |
|
R3 |
10,932 |
10,845 |
10,606 |
|
R2 |
10,721 |
10,721 |
10,587 |
|
R1 |
10,634 |
10,634 |
10,567 |
10,678 |
PP |
10,510 |
10,510 |
10,510 |
10,531 |
S1 |
10,423 |
10,423 |
10,529 |
10,467 |
S2 |
10,299 |
10,299 |
10,509 |
|
S3 |
10,088 |
10,212 |
10,490 |
|
S4 |
9,877 |
10,001 |
10,432 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,617 |
10,159 |
458 |
4.5% |
169 |
1.7% |
10% |
False |
True |
95 |
10 |
10,617 |
10,159 |
458 |
4.5% |
146 |
1.4% |
10% |
False |
True |
95 |
20 |
10,617 |
9,887 |
730 |
7.2% |
163 |
1.6% |
44% |
False |
False |
85 |
40 |
10,617 |
9,452 |
1,165 |
11.4% |
167 |
1.6% |
65% |
False |
False |
76 |
60 |
10,617 |
9,452 |
1,165 |
11.4% |
132 |
1.3% |
65% |
False |
False |
52 |
80 |
11,033 |
9,452 |
1,581 |
15.5% |
125 |
1.2% |
48% |
False |
False |
40 |
100 |
11,033 |
9,452 |
1,581 |
15.5% |
106 |
1.0% |
48% |
False |
False |
32 |
120 |
11,033 |
9,452 |
1,581 |
15.5% |
90 |
0.9% |
48% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,894 |
2.618 |
10,666 |
1.618 |
10,526 |
1.000 |
10,439 |
0.618 |
10,386 |
HIGH |
10,299 |
0.618 |
10,246 |
0.500 |
10,229 |
0.382 |
10,213 |
LOW |
10,159 |
0.618 |
10,073 |
1.000 |
10,019 |
1.618 |
9,933 |
2.618 |
9,793 |
4.250 |
9,564 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,229 |
10,377 |
PP |
10,221 |
10,320 |
S1 |
10,214 |
10,263 |
|