Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,303.07 |
10,297.63 |
-5.44 |
-0.1% |
10,654.62 |
High |
10,333.12 |
10,480.44 |
147.32 |
1.4% |
10,719.94 |
Low |
10,209.53 |
10,297.47 |
87.94 |
0.9% |
10,268.71 |
Close |
10,302.01 |
10,405.85 |
103.84 |
1.0% |
10,303.15 |
Range |
123.59 |
182.97 |
59.38 |
48.0% |
451.23 |
ATR |
143.52 |
146.34 |
2.82 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,943.50 |
10,857.64 |
10,506.48 |
|
R3 |
10,760.53 |
10,674.67 |
10,456.17 |
|
R2 |
10,577.56 |
10,577.56 |
10,439.39 |
|
R1 |
10,491.70 |
10,491.70 |
10,422.62 |
10,534.63 |
PP |
10,394.59 |
10,394.59 |
10,394.59 |
10,416.05 |
S1 |
10,308.73 |
10,308.73 |
10,389.08 |
10,351.66 |
S2 |
10,211.62 |
10,211.62 |
10,372.31 |
|
S3 |
10,028.65 |
10,125.76 |
10,355.53 |
|
S4 |
9,845.68 |
9,942.79 |
10,305.22 |
|
|
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 |
10,631.90 |
10,209.53 |
422.37 |
4.1% |
146.71 |
1.4% |
46% |
False |
False |
|
10 |
10,719.94 |
10,209.53 |
510.41 |
4.9% |
124.89 |
1.2% |
38% |
False |
False |
|
20 |
10,719.94 |
10,065.50 |
654.44 |
6.3% |
139.14 |
1.3% |
52% |
False |
False |
|
40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
153.67 |
1.5% |
72% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
166.82 |
1.6% |
72% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
190.40 |
1.8% |
48% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
170.29 |
1.6% |
48% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
155.98 |
1.5% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,258.06 |
2.618 |
10,959.46 |
1.618 |
10,776.49 |
1.000 |
10,663.41 |
0.618 |
10,593.52 |
HIGH |
10,480.44 |
0.618 |
10,410.55 |
0.500 |
10,388.96 |
0.382 |
10,367.36 |
LOW |
10,297.47 |
0.618 |
10,184.39 |
1.000 |
10,114.50 |
1.618 |
10,001.42 |
2.618 |
9,818.45 |
4.250 |
9,519.85 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,400.22 |
10,385.56 |
PP |
10,394.59 |
10,365.27 |
S1 |
10,388.96 |
10,344.99 |
|