Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,398.59 |
10,411.15 |
12.56 |
0.1% |
10,654.62 |
High |
10,472.30 |
10,411.15 |
-61.15 |
-0.6% |
10,719.94 |
Low |
10,330.02 |
10,216.19 |
-113.83 |
-1.1% |
10,268.71 |
Close |
10,415.54 |
10,271.21 |
-144.33 |
-1.4% |
10,303.15 |
Range |
142.28 |
194.96 |
52.68 |
37.0% |
451.23 |
ATR |
146.05 |
149.86 |
3.81 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,884.40 |
10,772.76 |
10,378.44 |
|
R3 |
10,689.44 |
10,577.80 |
10,324.82 |
|
R2 |
10,494.48 |
10,494.48 |
10,306.95 |
|
R1 |
10,382.84 |
10,382.84 |
10,289.08 |
10,341.18 |
PP |
10,299.52 |
10,299.52 |
10,299.52 |
10,278.69 |
S1 |
10,187.88 |
10,187.88 |
10,253.34 |
10,146.22 |
S2 |
10,104.56 |
10,104.56 |
10,235.47 |
|
S3 |
9,909.60 |
9,992.92 |
10,217.60 |
|
S4 |
9,714.64 |
9,797.96 |
10,163.98 |
|
|
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 |
10,480.44 |
10,209.53 |
270.91 |
2.6% |
142.66 |
1.4% |
23% |
False |
False |
|
10 |
10,719.94 |
10,209.53 |
510.41 |
5.0% |
144.38 |
1.4% |
12% |
False |
False |
|
20 |
10,719.94 |
10,209.53 |
510.41 |
5.0% |
133.93 |
1.3% |
12% |
False |
False |
|
40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.8% |
153.33 |
1.5% |
59% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.8% |
165.26 |
1.6% |
59% |
False |
False |
|
80 |
11,197.93 |
9,614.32 |
1,583.61 |
15.4% |
190.66 |
1.9% |
41% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
172.06 |
1.7% |
40% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
157.38 |
1.5% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,239.73 |
2.618 |
10,921.56 |
1.618 |
10,726.60 |
1.000 |
10,606.11 |
0.618 |
10,531.64 |
HIGH |
10,411.15 |
0.618 |
10,336.68 |
0.500 |
10,313.67 |
0.382 |
10,290.66 |
LOW |
10,216.19 |
0.618 |
10,095.70 |
1.000 |
10,021.23 |
1.618 |
9,900.74 |
2.618 |
9,705.78 |
4.250 |
9,387.61 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,313.67 |
10,348.32 |
PP |
10,299.52 |
10,322.61 |
S1 |
10,285.36 |
10,296.91 |
|