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 |
105.95 |
104.95 |
-1.00 |
-0.9% |
107.57 |
High |
106.39 |
106.34 |
-0.05 |
0.0% |
110.39 |
Low |
104.97 |
104.29 |
-0.68 |
-0.6% |
106.75 |
Close |
105.53 |
105.94 |
0.41 |
0.4% |
107.53 |
Range |
1.42 |
2.05 |
0.63 |
44.4% |
3.64 |
ATR |
1.76 |
1.78 |
0.02 |
1.2% |
0.00 |
Volume |
280,534,210 |
272,169,870 |
-8,364,340 |
-3.0% |
977,580,481 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.67 |
110.86 |
107.07 |
|
R3 |
109.62 |
108.81 |
106.50 |
|
R2 |
107.57 |
107.57 |
106.32 |
|
R1 |
106.76 |
106.76 |
106.13 |
107.17 |
PP |
105.52 |
105.52 |
105.52 |
105.73 |
S1 |
104.71 |
104.71 |
105.75 |
105.12 |
S2 |
103.47 |
103.47 |
105.56 |
|
S3 |
101.42 |
102.66 |
105.38 |
|
S4 |
99.37 |
100.61 |
104.81 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.14 |
116.98 |
109.53 |
|
R3 |
115.50 |
113.34 |
108.53 |
|
R2 |
111.86 |
111.86 |
108.20 |
|
R1 |
109.70 |
109.70 |
107.86 |
108.96 |
PP |
108.22 |
108.22 |
108.22 |
107.85 |
S1 |
106.06 |
106.06 |
107.20 |
105.32 |
S2 |
104.58 |
104.58 |
106.86 |
|
S3 |
100.94 |
102.42 |
106.53 |
|
S4 |
97.30 |
98.78 |
105.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109.49 |
104.29 |
5.20 |
4.9% |
1.64 |
1.6% |
32% |
False |
True |
238,228,494 |
10 |
110.39 |
104.29 |
6.10 |
5.8% |
1.48 |
1.4% |
27% |
False |
True |
209,113,749 |
20 |
113.18 |
104.29 |
8.89 |
8.4% |
1.45 |
1.4% |
19% |
False |
True |
202,000,541 |
40 |
113.18 |
101.13 |
12.05 |
11.4% |
1.62 |
1.5% |
40% |
False |
False |
215,026,932 |
60 |
113.20 |
101.13 |
12.07 |
11.4% |
1.73 |
1.6% |
40% |
False |
False |
228,948,178 |
80 |
119.03 |
101.13 |
17.90 |
16.9% |
2.04 |
1.9% |
27% |
False |
False |
265,295,285 |
100 |
122.12 |
101.13 |
20.99 |
19.8% |
1.91 |
1.8% |
23% |
False |
False |
251,458,469 |
120 |
122.12 |
101.13 |
20.99 |
19.8% |
1.76 |
1.7% |
23% |
False |
False |
237,813,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.05 |
2.618 |
111.71 |
1.618 |
109.66 |
1.000 |
108.39 |
0.618 |
107.61 |
HIGH |
106.34 |
0.618 |
105.56 |
0.500 |
105.32 |
0.382 |
105.07 |
LOW |
104.29 |
0.618 |
103.02 |
1.000 |
102.24 |
1.618 |
100.97 |
2.618 |
98.92 |
4.250 |
95.58 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
105.73 |
106.43 |
PP |
105.52 |
106.27 |
S1 |
105.32 |
106.10 |
|