Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,262 |
10,214 |
-48 |
-0.5% |
10,534 |
High |
10,299 |
10,288 |
-11 |
-0.1% |
10,617 |
Low |
10,159 |
10,160 |
1 |
0.0% |
10,159 |
Close |
10,206 |
10,201 |
-5 |
0.0% |
10,201 |
Range |
140 |
128 |
-12 |
-8.6% |
458 |
ATR |
161 |
159 |
-2 |
-1.5% |
0 |
Volume |
114 |
129 |
15 |
13.2% |
534 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,600 |
10,529 |
10,272 |
|
R3 |
10,472 |
10,401 |
10,236 |
|
R2 |
10,344 |
10,344 |
10,225 |
|
R1 |
10,273 |
10,273 |
10,213 |
10,245 |
PP |
10,216 |
10,216 |
10,216 |
10,202 |
S1 |
10,145 |
10,145 |
10,189 |
10,117 |
S2 |
10,088 |
10,088 |
10,178 |
|
S3 |
9,960 |
10,017 |
10,166 |
|
S4 |
9,832 |
9,889 |
10,131 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,700 |
11,408 |
10,453 |
|
R3 |
11,242 |
10,950 |
10,327 |
|
R2 |
10,784 |
10,784 |
10,285 |
|
R1 |
10,492 |
10,492 |
10,243 |
10,409 |
PP |
10,326 |
10,326 |
10,326 |
10,284 |
S1 |
10,034 |
10,034 |
10,159 |
9,951 |
S2 |
9,868 |
9,868 |
10,117 |
|
S3 |
9,410 |
9,576 |
10,075 |
|
S4 |
8,952 |
9,118 |
9,949 |
|
|
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% |
158 |
1.5% |
9% |
False |
False |
106 |
10 |
10,617 |
10,159 |
458 |
4.5% |
143 |
1.4% |
9% |
False |
False |
90 |
20 |
10,617 |
9,887 |
730 |
7.2% |
155 |
1.5% |
43% |
False |
False |
85 |
40 |
10,617 |
9,452 |
1,165 |
11.4% |
168 |
1.6% |
64% |
False |
False |
79 |
60 |
10,617 |
9,452 |
1,165 |
11.4% |
134 |
1.3% |
64% |
False |
False |
55 |
80 |
11,033 |
9,452 |
1,581 |
15.5% |
127 |
1.2% |
47% |
False |
False |
41 |
100 |
11,033 |
9,452 |
1,581 |
15.5% |
106 |
1.0% |
47% |
False |
False |
33 |
120 |
11,033 |
9,452 |
1,581 |
15.5% |
91 |
0.9% |
47% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,832 |
2.618 |
10,623 |
1.618 |
10,495 |
1.000 |
10,416 |
0.618 |
10,367 |
HIGH |
10,288 |
0.618 |
10,239 |
0.500 |
10,224 |
0.382 |
10,209 |
LOW |
10,160 |
0.618 |
10,081 |
1.000 |
10,032 |
1.618 |
9,953 |
2.618 |
9,825 |
4.250 |
9,616 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,224 |
10,357 |
PP |
10,216 |
10,305 |
S1 |
10,209 |
10,253 |
|