Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,982 |
9,880 |
-102 |
-1.0% |
10,165 |
High |
10,037 |
10,078 |
41 |
0.4% |
10,219 |
Low |
9,883 |
9,858 |
-25 |
-0.3% |
9,855 |
Close |
9,902 |
10,075 |
173 |
1.7% |
10,075 |
Range |
154 |
220 |
66 |
42.9% |
364 |
ATR |
160 |
165 |
4 |
2.7% |
0 |
Volume |
336 |
284 |
-52 |
-15.5% |
1,202 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,664 |
10,589 |
10,196 |
|
R3 |
10,444 |
10,369 |
10,136 |
|
R2 |
10,224 |
10,224 |
10,115 |
|
R1 |
10,149 |
10,149 |
10,095 |
10,187 |
PP |
10,004 |
10,004 |
10,004 |
10,022 |
S1 |
9,929 |
9,929 |
10,055 |
9,967 |
S2 |
9,784 |
9,784 |
10,035 |
|
S3 |
9,564 |
9,709 |
10,015 |
|
S4 |
9,344 |
9,489 |
9,954 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,142 |
10,972 |
10,275 |
|
R3 |
10,778 |
10,608 |
10,175 |
|
R2 |
10,414 |
10,414 |
10,142 |
|
R1 |
10,244 |
10,244 |
10,108 |
10,147 |
PP |
10,050 |
10,050 |
10,050 |
10,001 |
S1 |
9,880 |
9,880 |
10,042 |
9,783 |
S2 |
9,686 |
9,686 |
10,008 |
|
S3 |
9,322 |
9,516 |
9,975 |
|
S4 |
8,958 |
9,152 |
9,875 |
|
|
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 |
3.6% |
170 |
1.7% |
60% |
False |
False |
240 |
10 |
10,389 |
9,855 |
534 |
5.3% |
168 |
1.7% |
41% |
False |
False |
171 |
20 |
10,617 |
9,855 |
762 |
7.6% |
155 |
1.5% |
29% |
False |
False |
131 |
40 |
10,617 |
9,452 |
1,165 |
11.6% |
168 |
1.7% |
53% |
False |
False |
102 |
60 |
10,617 |
9,452 |
1,165 |
11.6% |
151 |
1.5% |
53% |
False |
False |
82 |
80 |
10,743 |
9,452 |
1,291 |
12.8% |
142 |
1.4% |
48% |
False |
False |
63 |
100 |
11,033 |
9,452 |
1,581 |
15.7% |
122 |
1.2% |
39% |
False |
False |
50 |
120 |
11,033 |
9,452 |
1,581 |
15.7% |
103 |
1.0% |
39% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,013 |
2.618 |
10,654 |
1.618 |
10,434 |
1.000 |
10,298 |
0.618 |
10,214 |
HIGH |
10,078 |
0.618 |
9,994 |
0.500 |
9,968 |
0.382 |
9,942 |
LOW |
9,858 |
0.618 |
9,722 |
1.000 |
9,638 |
1.618 |
9,502 |
2.618 |
9,282 |
4.250 |
8,923 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,039 |
10,039 |
PP |
10,004 |
10,003 |
S1 |
9,968 |
9,967 |
|