Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,077 |
9,945 |
-132 |
-1.3% |
10,215 |
High |
10,087 |
10,011 |
-76 |
-0.8% |
10,389 |
Low |
9,909 |
9,855 |
-54 |
-0.5% |
10,065 |
Close |
9,957 |
9,982 |
25 |
0.3% |
10,136 |
Range |
178 |
156 |
-22 |
-12.4% |
324 |
ATR |
161 |
161 |
0 |
-0.2% |
0 |
Volume |
109 |
334 |
225 |
206.4% |
517 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,417 |
10,356 |
10,068 |
|
R3 |
10,261 |
10,200 |
10,025 |
|
R2 |
10,105 |
10,105 |
10,011 |
|
R1 |
10,044 |
10,044 |
9,996 |
10,075 |
PP |
9,949 |
9,949 |
9,949 |
9,965 |
S1 |
9,888 |
9,888 |
9,968 |
9,919 |
S2 |
9,793 |
9,793 |
9,954 |
|
S3 |
9,637 |
9,732 |
9,939 |
|
S4 |
9,481 |
9,576 |
9,896 |
|
|
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 |
10,351 |
9,855 |
496 |
5.0% |
167 |
1.7% |
26% |
False |
True |
176 |
10 |
10,389 |
9,855 |
534 |
5.3% |
157 |
1.6% |
24% |
False |
True |
134 |
20 |
10,617 |
9,855 |
762 |
7.6% |
155 |
1.5% |
17% |
False |
True |
111 |
40 |
10,617 |
9,452 |
1,165 |
11.7% |
167 |
1.7% |
45% |
False |
False |
96 |
60 |
10,617 |
9,452 |
1,165 |
11.7% |
145 |
1.5% |
45% |
False |
False |
72 |
80 |
10,767 |
9,452 |
1,315 |
13.2% |
137 |
1.4% |
40% |
False |
False |
55 |
100 |
11,033 |
9,452 |
1,581 |
15.8% |
118 |
1.2% |
34% |
False |
False |
44 |
120 |
11,033 |
9,452 |
1,581 |
15.8% |
100 |
1.0% |
34% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,674 |
2.618 |
10,420 |
1.618 |
10,264 |
1.000 |
10,167 |
0.618 |
10,108 |
HIGH |
10,011 |
0.618 |
9,952 |
0.500 |
9,933 |
0.382 |
9,915 |
LOW |
9,855 |
0.618 |
9,759 |
1.000 |
9,699 |
1.618 |
9,603 |
2.618 |
9,447 |
4.250 |
9,192 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,966 |
10,037 |
PP |
9,949 |
10,019 |
S1 |
9,933 |
10,000 |
|