Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,411.15 |
10,270.98 |
-140.17 |
-1.3% |
10,303.07 |
High |
10,411.15 |
10,270.98 |
-140.17 |
-1.3% |
10,480.44 |
Low |
10,216.19 |
10,147.24 |
-68.95 |
-0.7% |
10,147.24 |
Close |
10,271.21 |
10,213.62 |
-57.59 |
-0.6% |
10,213.62 |
Range |
194.96 |
123.74 |
-71.22 |
-36.5% |
333.20 |
ATR |
149.86 |
148.01 |
-1.85 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,581.83 |
10,521.47 |
10,281.68 |
|
R3 |
10,458.09 |
10,397.73 |
10,247.65 |
|
R2 |
10,334.35 |
10,334.35 |
10,236.31 |
|
R1 |
10,273.99 |
10,273.99 |
10,224.96 |
10,242.30 |
PP |
10,210.61 |
10,210.61 |
10,210.61 |
10,194.77 |
S1 |
10,150.25 |
10,150.25 |
10,202.28 |
10,118.56 |
S2 |
10,086.87 |
10,086.87 |
10,190.93 |
|
S3 |
9,963.13 |
10,026.51 |
10,179.59 |
|
S4 |
9,839.39 |
9,902.77 |
10,145.56 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,280.03 |
11,080.03 |
10,396.88 |
|
R3 |
10,946.83 |
10,746.83 |
10,305.25 |
|
R2 |
10,613.63 |
10,613.63 |
10,274.71 |
|
R1 |
10,413.63 |
10,413.63 |
10,244.16 |
10,347.03 |
PP |
10,280.43 |
10,280.43 |
10,280.43 |
10,247.14 |
S1 |
10,080.43 |
10,080.43 |
10,183.08 |
10,013.83 |
S2 |
9,947.23 |
9,947.23 |
10,152.53 |
|
S3 |
9,614.03 |
9,747.23 |
10,121.99 |
|
S4 |
9,280.83 |
9,414.03 |
10,030.36 |
|
|
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 |
10,147.24 |
333.20 |
3.3% |
153.51 |
1.5% |
20% |
False |
True |
|
10 |
10,719.94 |
10,147.24 |
572.70 |
5.6% |
141.42 |
1.4% |
12% |
False |
True |
|
20 |
10,719.94 |
10,147.24 |
572.70 |
5.6% |
132.40 |
1.3% |
12% |
False |
True |
|
40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.8% |
152.19 |
1.5% |
54% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.8% |
163.55 |
1.6% |
54% |
False |
False |
|
80 |
11,197.93 |
9,614.32 |
1,583.61 |
15.5% |
190.79 |
1.9% |
38% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
172.56 |
1.7% |
36% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
157.85 |
1.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,796.88 |
2.618 |
10,594.93 |
1.618 |
10,471.19 |
1.000 |
10,394.72 |
0.618 |
10,347.45 |
HIGH |
10,270.98 |
0.618 |
10,223.71 |
0.500 |
10,209.11 |
0.382 |
10,194.51 |
LOW |
10,147.24 |
0.618 |
10,070.77 |
1.000 |
10,023.50 |
1.618 |
9,947.03 |
2.618 |
9,823.29 |
4.250 |
9,621.35 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,212.12 |
10,309.77 |
PP |
10,210.61 |
10,277.72 |
S1 |
10,209.11 |
10,245.67 |
|