Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,880 |
10,084 |
204 |
2.1% |
10,165 |
High |
10,078 |
10,143 |
65 |
0.6% |
10,219 |
Low |
9,858 |
9,912 |
54 |
0.5% |
9,855 |
Close |
10,075 |
9,913 |
-162 |
-1.6% |
10,075 |
Range |
220 |
231 |
11 |
5.0% |
364 |
ATR |
165 |
169 |
5 |
2.9% |
0 |
Volume |
284 |
571 |
287 |
101.1% |
1,202 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,682 |
10,529 |
10,040 |
|
R3 |
10,451 |
10,298 |
9,977 |
|
R2 |
10,220 |
10,220 |
9,955 |
|
R1 |
10,067 |
10,067 |
9,934 |
10,028 |
PP |
9,989 |
9,989 |
9,989 |
9,970 |
S1 |
9,836 |
9,836 |
9,892 |
9,797 |
S2 |
9,758 |
9,758 |
9,871 |
|
S3 |
9,527 |
9,605 |
9,850 |
|
S4 |
9,296 |
9,374 |
9,786 |
|
|
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 |
10,143 |
9,855 |
288 |
2.9% |
188 |
1.9% |
20% |
True |
False |
326 |
10 |
10,389 |
9,855 |
534 |
5.4% |
178 |
1.8% |
11% |
False |
False |
222 |
20 |
10,617 |
9,855 |
762 |
7.7% |
157 |
1.6% |
8% |
False |
False |
156 |
40 |
10,617 |
9,452 |
1,165 |
11.8% |
169 |
1.7% |
40% |
False |
False |
113 |
60 |
10,617 |
9,452 |
1,165 |
11.8% |
155 |
1.6% |
40% |
False |
False |
92 |
80 |
10,743 |
9,452 |
1,291 |
13.0% |
140 |
1.4% |
36% |
False |
False |
70 |
100 |
11,033 |
9,452 |
1,581 |
15.9% |
124 |
1.3% |
29% |
False |
False |
56 |
120 |
11,033 |
9,452 |
1,581 |
15.9% |
105 |
1.1% |
29% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,125 |
2.618 |
10,748 |
1.618 |
10,517 |
1.000 |
10,374 |
0.618 |
10,286 |
HIGH |
10,143 |
0.618 |
10,055 |
0.500 |
10,028 |
0.382 |
10,000 |
LOW |
9,912 |
0.618 |
9,769 |
1.000 |
9,681 |
1.618 |
9,538 |
2.618 |
9,307 |
4.250 |
8,930 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,028 |
10,001 |
PP |
9,989 |
9,971 |
S1 |
9,951 |
9,942 |
|