Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
9,982.18 |
10,145.58 |
163.40 |
1.6% |
10,215.51 |
High |
10,159.88 |
10,150.57 |
-9.31 |
-0.1% |
10,304.70 |
Low |
9,936.62 |
10,007.68 |
71.06 |
0.7% |
9,936.62 |
Close |
10,150.65 |
10,009.73 |
-140.92 |
-1.4% |
10,150.65 |
Range |
223.26 |
142.89 |
-80.37 |
-36.0% |
368.08 |
ATR |
154.62 |
153.79 |
-0.83 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,484.66 |
10,390.09 |
10,088.32 |
|
R3 |
10,341.77 |
10,247.20 |
10,049.02 |
|
R2 |
10,198.88 |
10,198.88 |
10,035.93 |
|
R1 |
10,104.31 |
10,104.31 |
10,022.83 |
10,080.15 |
PP |
10,055.99 |
10,055.99 |
10,055.99 |
10,043.92 |
S1 |
9,961.42 |
9,961.42 |
9,996.63 |
9,937.26 |
S2 |
9,913.10 |
9,913.10 |
9,983.53 |
|
S3 |
9,770.21 |
9,818.53 |
9,970.44 |
|
S4 |
9,627.32 |
9,675.64 |
9,931.14 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,234.90 |
11,060.85 |
10,353.09 |
|
R3 |
10,866.82 |
10,692.77 |
10,251.87 |
|
R2 |
10,498.74 |
10,498.74 |
10,218.13 |
|
R1 |
10,324.69 |
10,324.69 |
10,184.39 |
10,227.68 |
PP |
10,130.66 |
10,130.66 |
10,130.66 |
10,082.15 |
S1 |
9,956.61 |
9,956.61 |
10,116.91 |
9,859.60 |
S2 |
9,762.58 |
9,762.58 |
10,083.17 |
|
S3 |
9,394.50 |
9,588.53 |
10,049.43 |
|
S4 |
9,026.42 |
9,220.45 |
9,948.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,173.05 |
9,936.62 |
236.43 |
2.4% |
168.81 |
1.7% |
31% |
False |
False |
|
10 |
10,480.44 |
9,936.62 |
543.82 |
5.4% |
162.24 |
1.6% |
13% |
False |
False |
|
20 |
10,719.94 |
9,936.62 |
783.32 |
7.8% |
138.22 |
1.4% |
9% |
False |
False |
|
40 |
10,719.94 |
9,659.01 |
1,060.93 |
10.6% |
150.86 |
1.5% |
33% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
11.0% |
156.73 |
1.6% |
36% |
False |
False |
|
80 |
10,920.27 |
9,614.32 |
1,305.95 |
13.0% |
178.72 |
1.8% |
30% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
177.15 |
1.8% |
24% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
162.00 |
1.6% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,757.85 |
2.618 |
10,524.66 |
1.618 |
10,381.77 |
1.000 |
10,293.46 |
0.618 |
10,238.88 |
HIGH |
10,150.57 |
0.618 |
10,095.99 |
0.500 |
10,079.13 |
0.382 |
10,062.26 |
LOW |
10,007.68 |
0.618 |
9,919.37 |
1.000 |
9,864.79 |
1.618 |
9,776.48 |
2.618 |
9,633.59 |
4.250 |
9,400.40 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,079.13 |
10,048.25 |
PP |
10,055.99 |
10,035.41 |
S1 |
10,032.86 |
10,022.57 |
|