Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,945 |
9,982 |
37 |
0.4% |
10,215 |
High |
10,011 |
10,037 |
26 |
0.3% |
10,389 |
Low |
9,855 |
9,883 |
28 |
0.3% |
10,065 |
Close |
9,982 |
9,902 |
-80 |
-0.8% |
10,136 |
Range |
156 |
154 |
-2 |
-1.3% |
324 |
ATR |
161 |
160 |
0 |
-0.3% |
0 |
Volume |
334 |
336 |
2 |
0.6% |
517 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,403 |
10,306 |
9,987 |
|
R3 |
10,249 |
10,152 |
9,944 |
|
R2 |
10,095 |
10,095 |
9,930 |
|
R1 |
9,998 |
9,998 |
9,916 |
9,970 |
PP |
9,941 |
9,941 |
9,941 |
9,926 |
S1 |
9,844 |
9,844 |
9,888 |
9,816 |
S2 |
9,787 |
9,787 |
9,874 |
|
S3 |
9,633 |
9,690 |
9,860 |
|
S4 |
9,479 |
9,536 |
9,817 |
|
|
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 |
10,219 |
9,855 |
364 |
3.7% |
154 |
1.6% |
13% |
False |
False |
222 |
10 |
10,389 |
9,855 |
534 |
5.4% |
158 |
1.6% |
9% |
False |
False |
156 |
20 |
10,617 |
9,855 |
762 |
7.7% |
152 |
1.5% |
6% |
False |
False |
126 |
40 |
10,617 |
9,452 |
1,165 |
11.8% |
167 |
1.7% |
39% |
False |
False |
97 |
60 |
10,617 |
9,452 |
1,165 |
11.8% |
148 |
1.5% |
39% |
False |
False |
78 |
80 |
10,743 |
9,452 |
1,291 |
13.0% |
139 |
1.4% |
35% |
False |
False |
59 |
100 |
11,033 |
9,452 |
1,581 |
16.0% |
120 |
1.2% |
28% |
False |
False |
48 |
120 |
11,033 |
9,452 |
1,581 |
16.0% |
101 |
1.0% |
28% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,692 |
2.618 |
10,440 |
1.618 |
10,286 |
1.000 |
10,191 |
0.618 |
10,132 |
HIGH |
10,037 |
0.618 |
9,978 |
0.500 |
9,960 |
0.382 |
9,942 |
LOW |
9,883 |
0.618 |
9,788 |
1.000 |
9,729 |
1.618 |
9,634 |
2.618 |
9,480 |
4.250 |
9,229 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
9,960 |
9,971 |
PP |
9,941 |
9,948 |
S1 |
9,921 |
9,925 |
|