Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,211 |
10,307 |
96 |
0.9% |
10,534 |
High |
10,389 |
10,389 |
0 |
0.0% |
10,617 |
Low |
10,191 |
10,246 |
55 |
0.5% |
10,159 |
Close |
10,294 |
10,288 |
-6 |
-0.1% |
10,201 |
Range |
198 |
143 |
-55 |
-27.8% |
458 |
ATR |
160 |
158 |
-1 |
-0.7% |
0 |
Volume |
62 |
86 |
24 |
38.7% |
534 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,737 |
10,655 |
10,367 |
|
R3 |
10,594 |
10,512 |
10,327 |
|
R2 |
10,451 |
10,451 |
10,314 |
|
R1 |
10,369 |
10,369 |
10,301 |
10,339 |
PP |
10,308 |
10,308 |
10,308 |
10,292 |
S1 |
10,226 |
10,226 |
10,275 |
10,196 |
S2 |
10,165 |
10,165 |
10,262 |
|
S3 |
10,022 |
10,083 |
10,249 |
|
S4 |
9,879 |
9,940 |
10,209 |
|
|
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 |
10,389 |
10,117 |
272 |
2.6% |
148 |
1.4% |
63% |
True |
False |
91 |
10 |
10,617 |
10,117 |
500 |
4.9% |
153 |
1.5% |
34% |
False |
False |
90 |
20 |
10,617 |
9,973 |
644 |
6.3% |
151 |
1.5% |
49% |
False |
False |
82 |
40 |
10,617 |
9,452 |
1,165 |
11.3% |
169 |
1.6% |
72% |
False |
False |
83 |
60 |
10,617 |
9,452 |
1,165 |
11.3% |
136 |
1.3% |
72% |
False |
False |
58 |
80 |
11,033 |
9,452 |
1,581 |
15.4% |
131 |
1.3% |
53% |
False |
False |
44 |
100 |
11,033 |
9,452 |
1,581 |
15.4% |
110 |
1.1% |
53% |
False |
False |
35 |
120 |
11,033 |
9,452 |
1,581 |
15.4% |
93 |
0.9% |
53% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,997 |
2.618 |
10,763 |
1.618 |
10,620 |
1.000 |
10,532 |
0.618 |
10,477 |
HIGH |
10,389 |
0.618 |
10,334 |
0.500 |
10,318 |
0.382 |
10,301 |
LOW |
10,246 |
0.618 |
10,158 |
1.000 |
10,103 |
1.618 |
10,015 |
2.618 |
9,872 |
4.250 |
9,638 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,318 |
10,276 |
PP |
10,308 |
10,265 |
S1 |
10,298 |
10,253 |
|