Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
112.92 |
112.03 |
-0.89 |
-0.8% |
111.99 |
High |
113.18 |
112.98 |
-0.20 |
-0.2% |
113.11 |
Low |
112.32 |
111.37 |
-0.95 |
-0.8% |
110.92 |
Close |
112.99 |
112.38 |
-0.62 |
-0.5% |
112.39 |
Range |
0.86 |
1.61 |
0.75 |
87.2% |
2.19 |
ATR |
1.75 |
1.74 |
-0.01 |
-0.5% |
0.00 |
Volume |
120,730,696 |
242,692,534 |
121,961,838 |
101.0% |
872,572,289 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.07 |
116.33 |
113.26 |
|
R3 |
115.46 |
114.72 |
112.82 |
|
R2 |
113.85 |
113.85 |
112.67 |
|
R1 |
113.11 |
113.11 |
112.52 |
113.48 |
PP |
112.24 |
112.24 |
112.24 |
112.43 |
S1 |
111.50 |
111.50 |
112.23 |
111.87 |
S2 |
110.63 |
110.63 |
112.08 |
|
S3 |
109.02 |
109.89 |
111.93 |
|
S4 |
107.41 |
108.28 |
111.49 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.71 |
117.74 |
113.60 |
|
R3 |
116.52 |
115.55 |
112.99 |
|
R2 |
114.33 |
114.33 |
112.79 |
|
R1 |
113.36 |
113.36 |
112.59 |
113.85 |
PP |
112.14 |
112.14 |
112.14 |
112.38 |
S1 |
111.17 |
111.17 |
112.19 |
111.66 |
S2 |
109.95 |
109.95 |
111.99 |
|
S3 |
107.76 |
108.98 |
111.79 |
|
S4 |
105.57 |
106.79 |
111.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.18 |
110.92 |
2.26 |
2.0% |
1.18 |
1.1% |
64% |
False |
False |
180,280,285 |
10 |
113.18 |
108.98 |
4.20 |
3.7% |
1.37 |
1.2% |
81% |
False |
False |
183,880,473 |
20 |
113.18 |
105.82 |
7.36 |
6.5% |
1.60 |
1.4% |
89% |
False |
False |
206,466,561 |
40 |
113.20 |
101.13 |
12.07 |
10.7% |
1.68 |
1.5% |
93% |
False |
False |
222,060,005 |
60 |
115.22 |
101.13 |
14.09 |
12.5% |
1.94 |
1.7% |
80% |
False |
False |
256,202,943 |
80 |
122.12 |
101.13 |
20.99 |
18.7% |
2.05 |
1.8% |
54% |
False |
False |
266,117,483 |
100 |
122.12 |
101.13 |
20.99 |
18.7% |
1.87 |
1.7% |
54% |
False |
False |
247,077,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.82 |
2.618 |
117.19 |
1.618 |
115.58 |
1.000 |
114.59 |
0.618 |
113.97 |
HIGH |
112.98 |
0.618 |
112.37 |
0.500 |
112.18 |
0.382 |
111.99 |
LOW |
111.37 |
0.618 |
110.38 |
1.000 |
109.76 |
1.618 |
108.77 |
2.618 |
107.16 |
4.250 |
104.53 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
112.31 |
112.27 |
PP |
112.24 |
112.16 |
S1 |
112.18 |
112.05 |
|