Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,215 |
10,211 |
-4 |
0.0% |
10,534 |
High |
10,245 |
10,389 |
144 |
1.4% |
10,617 |
Low |
10,117 |
10,191 |
74 |
0.7% |
10,159 |
Close |
10,208 |
10,294 |
86 |
0.8% |
10,201 |
Range |
128 |
198 |
70 |
54.7% |
458 |
ATR |
157 |
160 |
3 |
1.9% |
0 |
Volume |
68 |
62 |
-6 |
-8.8% |
534 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,885 |
10,788 |
10,403 |
|
R3 |
10,687 |
10,590 |
10,349 |
|
R2 |
10,489 |
10,489 |
10,330 |
|
R1 |
10,392 |
10,392 |
10,312 |
10,441 |
PP |
10,291 |
10,291 |
10,291 |
10,316 |
S1 |
10,194 |
10,194 |
10,276 |
10,243 |
S2 |
10,093 |
10,093 |
10,258 |
|
S3 |
9,895 |
9,996 |
10,240 |
|
S4 |
9,697 |
9,798 |
10,185 |
|
|
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 |
10,555 |
10,117 |
438 |
4.3% |
176 |
1.7% |
40% |
False |
False |
96 |
10 |
10,617 |
10,117 |
500 |
4.9% |
149 |
1.4% |
35% |
False |
False |
86 |
20 |
10,617 |
9,952 |
665 |
6.5% |
154 |
1.5% |
51% |
False |
False |
81 |
40 |
10,617 |
9,452 |
1,165 |
11.3% |
171 |
1.7% |
72% |
False |
False |
82 |
60 |
10,617 |
9,452 |
1,165 |
11.3% |
134 |
1.3% |
72% |
False |
False |
57 |
80 |
11,033 |
9,452 |
1,581 |
15.4% |
130 |
1.3% |
53% |
False |
False |
43 |
100 |
11,033 |
9,452 |
1,581 |
15.4% |
109 |
1.1% |
53% |
False |
False |
35 |
120 |
11,033 |
9,452 |
1,581 |
15.4% |
92 |
0.9% |
53% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,231 |
2.618 |
10,907 |
1.618 |
10,709 |
1.000 |
10,587 |
0.618 |
10,511 |
HIGH |
10,389 |
0.618 |
10,313 |
0.500 |
10,290 |
0.382 |
10,267 |
LOW |
10,191 |
0.618 |
10,069 |
1.000 |
9,993 |
1.618 |
9,871 |
2.618 |
9,673 |
4.250 |
9,350 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,293 |
10,280 |
PP |
10,291 |
10,267 |
S1 |
10,290 |
10,253 |
|