Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
10,145.58 |
10,006.42 |
-139.16 |
-1.4% |
10,215.51 |
High |
10,150.57 |
10,073.38 |
-77.19 |
-0.8% |
10,304.70 |
Low |
10,007.68 |
9,941.84 |
-65.84 |
-0.7% |
9,936.62 |
Close |
10,009.73 |
10,014.72 |
4.99 |
0.0% |
10,150.65 |
Range |
142.89 |
131.54 |
-11.35 |
-7.9% |
368.08 |
ATR |
153.79 |
152.20 |
-1.59 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,404.60 |
10,341.20 |
10,087.07 |
|
R3 |
10,273.06 |
10,209.66 |
10,050.89 |
|
R2 |
10,141.52 |
10,141.52 |
10,038.84 |
|
R1 |
10,078.12 |
10,078.12 |
10,026.78 |
10,109.82 |
PP |
10,009.98 |
10,009.98 |
10,009.98 |
10,025.83 |
S1 |
9,946.58 |
9,946.58 |
10,002.66 |
9,978.28 |
S2 |
9,878.44 |
9,878.44 |
9,990.60 |
|
S3 |
9,746.90 |
9,815.04 |
9,978.55 |
|
S4 |
9,615.36 |
9,683.50 |
9,942.37 |
|
|
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 |
10,159.88 |
9,936.62 |
223.26 |
2.2% |
158.74 |
1.6% |
35% |
False |
False |
|
10 |
10,472.30 |
9,936.62 |
535.68 |
5.3% |
157.10 |
1.6% |
15% |
False |
False |
|
20 |
10,719.94 |
9,936.62 |
783.32 |
7.8% |
140.99 |
1.4% |
10% |
False |
False |
|
40 |
10,719.94 |
9,736.70 |
983.24 |
9.8% |
149.17 |
1.5% |
28% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
11.0% |
156.05 |
1.6% |
36% |
False |
False |
|
80 |
10,920.27 |
9,614.32 |
1,305.95 |
13.0% |
176.14 |
1.8% |
31% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
177.72 |
1.8% |
24% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
162.22 |
1.6% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,632.43 |
2.618 |
10,417.75 |
1.618 |
10,286.21 |
1.000 |
10,204.92 |
0.618 |
10,154.67 |
HIGH |
10,073.38 |
0.618 |
10,023.13 |
0.500 |
10,007.61 |
0.382 |
9,992.09 |
LOW |
9,941.84 |
0.618 |
9,860.55 |
1.000 |
9,810.30 |
1.618 |
9,729.01 |
2.618 |
9,597.47 |
4.250 |
9,382.80 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
10,012.35 |
10,048.25 |
PP |
10,009.98 |
10,037.07 |
S1 |
10,007.61 |
10,025.90 |
|