Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,215.51 |
10,173.05 |
-42.46 |
-0.4% |
10,303.07 |
High |
10,304.70 |
10,173.05 |
-131.65 |
-1.3% |
10,480.44 |
Low |
10,170.29 |
9,991.18 |
-179.11 |
-1.8% |
10,147.24 |
Close |
10,174.41 |
10,040.45 |
-133.96 |
-1.3% |
10,213.62 |
Range |
134.41 |
181.87 |
47.46 |
35.3% |
333.20 |
ATR |
147.04 |
149.62 |
2.59 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,613.84 |
10,509.01 |
10,140.48 |
|
R3 |
10,431.97 |
10,327.14 |
10,090.46 |
|
R2 |
10,250.10 |
10,250.10 |
10,073.79 |
|
R1 |
10,145.27 |
10,145.27 |
10,057.12 |
10,106.75 |
PP |
10,068.23 |
10,068.23 |
10,068.23 |
10,048.97 |
S1 |
9,963.40 |
9,963.40 |
10,023.78 |
9,924.88 |
S2 |
9,886.36 |
9,886.36 |
10,007.11 |
|
S3 |
9,704.49 |
9,781.53 |
9,990.44 |
|
S4 |
9,522.62 |
9,599.66 |
9,940.42 |
|
|
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 |
10,472.30 |
9,991.18 |
481.12 |
4.8% |
155.45 |
1.5% |
10% |
False |
True |
|
10 |
10,631.90 |
9,991.18 |
640.72 |
6.4% |
151.08 |
1.5% |
8% |
False |
True |
|
20 |
10,719.94 |
9,991.18 |
728.76 |
7.3% |
138.42 |
1.4% |
7% |
False |
True |
|
40 |
10,719.94 |
9,614.32 |
1,105.62 |
11.0% |
154.54 |
1.5% |
39% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
11.0% |
161.24 |
1.6% |
39% |
False |
False |
|
80 |
11,177.67 |
9,614.32 |
1,563.35 |
15.6% |
190.32 |
1.9% |
27% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
173.99 |
1.7% |
26% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
159.20 |
1.6% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,946.00 |
2.618 |
10,649.19 |
1.618 |
10,467.32 |
1.000 |
10,354.92 |
0.618 |
10,285.45 |
HIGH |
10,173.05 |
0.618 |
10,103.58 |
0.500 |
10,082.12 |
0.382 |
10,060.65 |
LOW |
9,991.18 |
0.618 |
9,878.78 |
1.000 |
9,809.31 |
1.618 |
9,696.91 |
2.618 |
9,515.04 |
4.250 |
9,218.23 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,082.12 |
10,147.94 |
PP |
10,068.23 |
10,112.11 |
S1 |
10,054.34 |
10,076.28 |
|