Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,668.55 |
10,654.62 |
-13.93 |
-0.1% |
10,468.82 |
High |
10,668.70 |
10,719.94 |
51.24 |
0.5% |
10,702.99 |
Low |
10,515.37 |
10,649.40 |
134.03 |
1.3% |
10,468.59 |
Close |
10,653.56 |
10,698.75 |
45.19 |
0.4% |
10,653.56 |
Range |
153.33 |
70.54 |
-82.79 |
-54.0% |
234.40 |
ATR |
149.87 |
144.20 |
-5.67 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,900.98 |
10,870.41 |
10,737.55 |
|
R3 |
10,830.44 |
10,799.87 |
10,718.15 |
|
R2 |
10,759.90 |
10,759.90 |
10,711.68 |
|
R1 |
10,729.33 |
10,729.33 |
10,705.22 |
10,744.62 |
PP |
10,689.36 |
10,689.36 |
10,689.36 |
10,697.01 |
S1 |
10,658.79 |
10,658.79 |
10,692.28 |
10,674.08 |
S2 |
10,618.82 |
10,618.82 |
10,685.82 |
|
S3 |
10,548.28 |
10,588.25 |
10,679.35 |
|
S4 |
10,477.74 |
10,517.71 |
10,659.95 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,311.58 |
11,216.97 |
10,782.48 |
|
R3 |
11,077.18 |
10,982.57 |
10,718.02 |
|
R2 |
10,842.78 |
10,842.78 |
10,696.53 |
|
R1 |
10,748.17 |
10,748.17 |
10,675.05 |
10,795.48 |
PP |
10,608.38 |
10,608.38 |
10,608.38 |
10,632.03 |
S1 |
10,513.77 |
10,513.77 |
10,632.07 |
10,561.08 |
S2 |
10,373.98 |
10,373.98 |
10,610.59 |
|
S3 |
10,139.58 |
10,279.37 |
10,589.10 |
|
S4 |
9,905.18 |
10,044.97 |
10,524.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,719.94 |
10,515.37 |
204.57 |
1.9% |
88.44 |
0.8% |
90% |
True |
False |
|
10 |
10,719.94 |
10,347.50 |
372.44 |
3.5% |
119.19 |
1.1% |
94% |
True |
False |
|
20 |
10,719.94 |
10,007.76 |
712.18 |
6.7% |
147.29 |
1.4% |
97% |
True |
False |
|
40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.3% |
152.46 |
1.4% |
98% |
True |
False |
|
60 |
10,780.75 |
9,614.32 |
1,166.43 |
10.9% |
178.06 |
1.7% |
93% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
187.84 |
1.8% |
66% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
167.35 |
1.6% |
66% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
154.54 |
1.4% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,019.74 |
2.618 |
10,904.61 |
1.618 |
10,834.07 |
1.000 |
10,790.48 |
0.618 |
10,763.53 |
HIGH |
10,719.94 |
0.618 |
10,692.99 |
0.500 |
10,684.67 |
0.382 |
10,676.35 |
LOW |
10,649.40 |
0.618 |
10,605.81 |
1.000 |
10,578.86 |
1.618 |
10,535.27 |
2.618 |
10,464.73 |
4.250 |
10,349.61 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,694.06 |
10,671.72 |
PP |
10,689.36 |
10,644.69 |
S1 |
10,684.67 |
10,617.66 |
|