Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,102.60 |
1,092.36 |
-10.24 |
-0.9% |
1,062.90 |
High |
1,102.60 |
1,103.26 |
0.66 |
0.1% |
1,105.10 |
Low |
1,091.15 |
1,092.36 |
1.21 |
0.1% |
1,040.88 |
Close |
1,091.84 |
1,098.87 |
7.03 |
0.6% |
1,104.51 |
Range |
11.45 |
10.90 |
-0.55 |
-4.8% |
64.22 |
ATR |
17.25 |
16.83 |
-0.42 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.86 |
1,125.77 |
1,104.87 |
|
R3 |
1,119.96 |
1,114.87 |
1,101.87 |
|
R2 |
1,109.06 |
1,109.06 |
1,100.87 |
|
R1 |
1,103.97 |
1,103.97 |
1,099.87 |
1,106.52 |
PP |
1,098.16 |
1,098.16 |
1,098.16 |
1,099.44 |
S1 |
1,093.07 |
1,093.07 |
1,097.87 |
1,095.62 |
S2 |
1,087.26 |
1,087.26 |
1,096.87 |
|
S3 |
1,076.36 |
1,082.17 |
1,095.87 |
|
S4 |
1,065.46 |
1,071.27 |
1,092.88 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.16 |
1,254.55 |
1,139.83 |
|
R3 |
1,211.94 |
1,190.33 |
1,122.17 |
|
R2 |
1,147.72 |
1,147.72 |
1,116.28 |
|
R1 |
1,126.11 |
1,126.11 |
1,110.40 |
1,136.92 |
PP |
1,083.50 |
1,083.50 |
1,083.50 |
1,088.90 |
S1 |
1,061.89 |
1,061.89 |
1,098.62 |
1,072.70 |
S2 |
1,019.28 |
1,019.28 |
1,092.74 |
|
S3 |
955.06 |
997.67 |
1,086.85 |
|
S4 |
890.84 |
933.45 |
1,069.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,105.10 |
1,049.72 |
55.38 |
5.0% |
15.03 |
1.4% |
89% |
False |
False |
|
10 |
1,105.10 |
1,039.70 |
65.40 |
6.0% |
16.61 |
1.5% |
90% |
False |
False |
|
20 |
1,116.89 |
1,039.70 |
77.19 |
7.0% |
16.12 |
1.5% |
77% |
False |
False |
|
40 |
1,129.24 |
1,039.70 |
89.54 |
8.1% |
16.28 |
1.5% |
66% |
False |
False |
|
60 |
1,131.23 |
1,010.91 |
120.32 |
10.9% |
16.97 |
1.5% |
73% |
False |
False |
|
80 |
1,148.66 |
1,010.91 |
137.75 |
12.5% |
19.07 |
1.7% |
64% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
19.0% |
20.20 |
1.8% |
42% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
19.0% |
18.64 |
1.7% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,149.59 |
2.618 |
1,131.80 |
1.618 |
1,120.90 |
1.000 |
1,114.16 |
0.618 |
1,110.00 |
HIGH |
1,103.26 |
0.618 |
1,099.10 |
0.500 |
1,097.81 |
0.382 |
1,096.52 |
LOW |
1,092.36 |
0.618 |
1,085.62 |
1.000 |
1,081.46 |
1.618 |
1,074.72 |
2.618 |
1,063.82 |
4.250 |
1,046.04 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.52 |
1,098.62 |
PP |
1,098.16 |
1,098.37 |
S1 |
1,097.81 |
1,098.13 |
|