Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,307 |
10,282 |
-25 |
-0.2% |
10,534 |
High |
10,389 |
10,351 |
-38 |
-0.4% |
10,617 |
Low |
10,246 |
10,133 |
-113 |
-1.1% |
10,159 |
Close |
10,288 |
10,170 |
-118 |
-1.1% |
10,201 |
Range |
143 |
218 |
75 |
52.4% |
458 |
ATR |
158 |
163 |
4 |
2.7% |
0 |
Volume |
86 |
109 |
23 |
26.7% |
534 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,872 |
10,739 |
10,290 |
|
R3 |
10,654 |
10,521 |
10,230 |
|
R2 |
10,436 |
10,436 |
10,210 |
|
R1 |
10,303 |
10,303 |
10,190 |
10,261 |
PP |
10,218 |
10,218 |
10,218 |
10,197 |
S1 |
10,085 |
10,085 |
10,150 |
10,043 |
S2 |
10,000 |
10,000 |
10,130 |
|
S3 |
9,782 |
9,867 |
10,110 |
|
S4 |
9,564 |
9,649 |
10,050 |
|
|
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 |
2.7% |
163 |
1.6% |
19% |
False |
False |
90 |
10 |
10,617 |
10,117 |
500 |
4.9% |
166 |
1.6% |
11% |
False |
False |
93 |
20 |
10,617 |
10,117 |
500 |
4.9% |
148 |
1.5% |
11% |
False |
False |
84 |
40 |
10,617 |
9,452 |
1,165 |
11.5% |
171 |
1.7% |
62% |
False |
False |
84 |
60 |
10,617 |
9,452 |
1,165 |
11.5% |
140 |
1.4% |
62% |
False |
False |
60 |
80 |
11,033 |
9,452 |
1,581 |
15.5% |
132 |
1.3% |
45% |
False |
False |
45 |
100 |
11,033 |
9,452 |
1,581 |
15.5% |
112 |
1.1% |
45% |
False |
False |
36 |
120 |
11,033 |
9,452 |
1,581 |
15.5% |
95 |
0.9% |
45% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,278 |
2.618 |
10,922 |
1.618 |
10,704 |
1.000 |
10,569 |
0.618 |
10,486 |
HIGH |
10,351 |
0.618 |
10,268 |
0.500 |
10,242 |
0.382 |
10,216 |
LOW |
10,133 |
0.618 |
9,998 |
1.000 |
9,915 |
1.618 |
9,780 |
2.618 |
9,562 |
4.250 |
9,207 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,242 |
10,261 |
PP |
10,218 |
10,231 |
S1 |
10,194 |
10,200 |
|