Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,165 |
10,077 |
-88 |
-0.9% |
10,215 |
High |
10,219 |
10,087 |
-132 |
-1.3% |
10,389 |
Low |
10,080 |
9,909 |
-171 |
-1.7% |
10,065 |
Close |
10,092 |
9,957 |
-135 |
-1.3% |
10,136 |
Range |
139 |
178 |
39 |
28.1% |
324 |
ATR |
160 |
161 |
2 |
1.0% |
0 |
Volume |
139 |
109 |
-30 |
-21.6% |
517 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,518 |
10,416 |
10,055 |
|
R3 |
10,340 |
10,238 |
10,006 |
|
R2 |
10,162 |
10,162 |
9,990 |
|
R1 |
10,060 |
10,060 |
9,973 |
10,022 |
PP |
9,984 |
9,984 |
9,984 |
9,966 |
S1 |
9,882 |
9,882 |
9,941 |
9,844 |
S2 |
9,806 |
9,806 |
9,924 |
|
S3 |
9,628 |
9,704 |
9,908 |
|
S4 |
9,450 |
9,526 |
9,859 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,169 |
10,976 |
10,314 |
|
R3 |
10,845 |
10,652 |
10,225 |
|
R2 |
10,521 |
10,521 |
10,196 |
|
R1 |
10,328 |
10,328 |
10,166 |
10,263 |
PP |
10,197 |
10,197 |
10,197 |
10,164 |
S1 |
10,004 |
10,004 |
10,106 |
9,939 |
S2 |
9,873 |
9,873 |
10,077 |
|
S3 |
9,549 |
9,680 |
10,047 |
|
S4 |
9,225 |
9,356 |
9,958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,389 |
9,909 |
480 |
4.8% |
164 |
1.6% |
10% |
False |
True |
127 |
10 |
10,555 |
9,909 |
646 |
6.5% |
170 |
1.7% |
7% |
False |
True |
111 |
20 |
10,617 |
9,909 |
708 |
7.1% |
152 |
1.5% |
7% |
False |
True |
96 |
40 |
10,617 |
9,452 |
1,165 |
11.7% |
172 |
1.7% |
43% |
False |
False |
90 |
60 |
10,617 |
9,452 |
1,165 |
11.7% |
142 |
1.4% |
43% |
False |
False |
67 |
80 |
10,983 |
9,452 |
1,531 |
15.4% |
136 |
1.4% |
33% |
False |
False |
51 |
100 |
11,033 |
9,452 |
1,581 |
15.9% |
117 |
1.2% |
32% |
False |
False |
41 |
120 |
11,033 |
9,452 |
1,581 |
15.9% |
99 |
1.0% |
32% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,844 |
2.618 |
10,553 |
1.618 |
10,375 |
1.000 |
10,265 |
0.618 |
10,197 |
HIGH |
10,087 |
0.618 |
10,019 |
0.500 |
9,998 |
0.382 |
9,977 |
LOW |
9,909 |
0.618 |
9,799 |
1.000 |
9,731 |
1.618 |
9,621 |
2.618 |
9,443 |
4.250 |
9,153 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,998 |
10,064 |
PP |
9,984 |
10,028 |
S1 |
9,971 |
9,993 |
|