Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,046.88 |
1,049.72 |
2.84 |
0.3% |
1,073.36 |
High |
1,055.14 |
1,081.30 |
26.16 |
2.5% |
1,081.58 |
Low |
1,040.88 |
1,049.72 |
8.84 |
0.8% |
1,039.70 |
Close |
1,049.33 |
1,080.29 |
30.96 |
3.0% |
1,064.59 |
Range |
14.26 |
31.58 |
17.32 |
121.5% |
41.88 |
ATR |
17.30 |
18.35 |
1.05 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.18 |
1,154.31 |
1,097.66 |
|
R3 |
1,133.60 |
1,122.73 |
1,088.97 |
|
R2 |
1,102.02 |
1,102.02 |
1,086.08 |
|
R1 |
1,091.15 |
1,091.15 |
1,083.18 |
1,096.59 |
PP |
1,070.44 |
1,070.44 |
1,070.44 |
1,073.15 |
S1 |
1,059.57 |
1,059.57 |
1,077.40 |
1,065.01 |
S2 |
1,038.86 |
1,038.86 |
1,074.50 |
|
S3 |
1,007.28 |
1,027.99 |
1,071.61 |
|
S4 |
975.70 |
996.41 |
1,062.92 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.60 |
1,167.97 |
1,087.62 |
|
R3 |
1,145.72 |
1,126.09 |
1,076.11 |
|
R2 |
1,103.84 |
1,103.84 |
1,072.27 |
|
R1 |
1,084.21 |
1,084.21 |
1,068.43 |
1,073.09 |
PP |
1,061.96 |
1,061.96 |
1,061.96 |
1,056.39 |
S1 |
1,042.33 |
1,042.33 |
1,060.75 |
1,031.21 |
S2 |
1,020.08 |
1,020.08 |
1,056.91 |
|
S3 |
978.20 |
1,000.45 |
1,053.07 |
|
S4 |
936.32 |
958.57 |
1,041.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,081.30 |
1,039.70 |
41.60 |
3.9% |
20.60 |
1.9% |
98% |
True |
False |
|
10 |
1,092.44 |
1,039.70 |
52.74 |
4.9% |
18.71 |
1.7% |
77% |
False |
False |
|
20 |
1,129.24 |
1,039.70 |
89.54 |
8.3% |
16.32 |
1.5% |
45% |
False |
False |
|
40 |
1,129.24 |
1,039.70 |
89.54 |
8.3% |
16.50 |
1.5% |
45% |
False |
False |
|
60 |
1,131.23 |
1,010.91 |
120.32 |
11.1% |
17.68 |
1.6% |
58% |
False |
False |
|
80 |
1,173.57 |
1,010.91 |
162.66 |
15.1% |
19.64 |
1.8% |
43% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
19.3% |
20.28 |
1.9% |
33% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
19.3% |
18.58 |
1.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.52 |
2.618 |
1,163.98 |
1.618 |
1,132.40 |
1.000 |
1,112.88 |
0.618 |
1,100.82 |
HIGH |
1,081.30 |
0.618 |
1,069.24 |
0.500 |
1,065.51 |
0.382 |
1,061.78 |
LOW |
1,049.72 |
0.618 |
1,030.20 |
1.000 |
1,018.14 |
1.618 |
998.62 |
2.618 |
967.04 |
4.250 |
915.51 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.36 |
1,073.89 |
PP |
1,070.44 |
1,067.49 |
S1 |
1,065.51 |
1,061.09 |
|