Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,320.33 |
10,303.07 |
-17.26 |
-0.2% |
10,654.62 |
High |
10,354.92 |
10,333.12 |
-21.80 |
-0.2% |
10,719.94 |
Low |
10,285.44 |
10,209.53 |
-75.91 |
-0.7% |
10,268.71 |
Close |
10,303.15 |
10,302.01 |
-1.14 |
0.0% |
10,303.15 |
Range |
69.48 |
123.59 |
54.11 |
77.9% |
451.23 |
ATR |
145.06 |
143.52 |
-1.53 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,652.32 |
10,600.76 |
10,369.98 |
|
R3 |
10,528.73 |
10,477.17 |
10,336.00 |
|
R2 |
10,405.14 |
10,405.14 |
10,324.67 |
|
R1 |
10,353.58 |
10,353.58 |
10,313.34 |
10,317.57 |
PP |
10,281.55 |
10,281.55 |
10,281.55 |
10,263.55 |
S1 |
10,229.99 |
10,229.99 |
10,290.68 |
10,193.98 |
S2 |
10,157.96 |
10,157.96 |
10,279.35 |
|
S3 |
10,034.37 |
10,106.40 |
10,268.02 |
|
S4 |
9,910.78 |
9,982.81 |
10,234.04 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,784.29 |
11,494.95 |
10,551.33 |
|
R3 |
11,333.06 |
11,043.72 |
10,427.24 |
|
R2 |
10,881.83 |
10,881.83 |
10,385.88 |
|
R1 |
10,592.49 |
10,592.49 |
10,344.51 |
10,511.55 |
PP |
10,430.60 |
10,430.60 |
10,430.60 |
10,390.13 |
S1 |
10,141.26 |
10,141.26 |
10,261.79 |
10,060.32 |
S2 |
9,979.37 |
9,979.37 |
10,220.42 |
|
S3 |
9,528.14 |
9,690.03 |
10,179.06 |
|
S4 |
9,076.91 |
9,238.80 |
10,054.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,700.71 |
10,209.53 |
491.18 |
4.8% |
139.93 |
1.4% |
19% |
False |
True |
|
10 |
10,719.94 |
10,209.53 |
510.41 |
5.0% |
114.19 |
1.1% |
18% |
False |
True |
|
20 |
10,719.94 |
10,007.76 |
712.18 |
6.9% |
141.43 |
1.4% |
41% |
False |
False |
|
40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
154.06 |
1.5% |
62% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
168.43 |
1.6% |
62% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
189.36 |
1.8% |
42% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
169.67 |
1.6% |
42% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
155.96 |
1.5% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,858.38 |
2.618 |
10,656.68 |
1.618 |
10,533.09 |
1.000 |
10,456.71 |
0.618 |
10,409.50 |
HIGH |
10,333.12 |
0.618 |
10,285.91 |
0.500 |
10,271.33 |
0.382 |
10,256.74 |
LOW |
10,209.53 |
0.618 |
10,133.15 |
1.000 |
10,085.94 |
1.618 |
10,009.56 |
2.618 |
9,885.97 |
4.250 |
9,684.27 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,291.78 |
10,296.54 |
PP |
10,281.55 |
10,291.06 |
S1 |
10,271.33 |
10,285.59 |
|