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 |
1,045.00 |
1,051.75 |
6.75 |
0.6% |
1,070.00 |
High |
1,054.25 |
1,082.50 |
28.25 |
2.7% |
1,080.25 |
Low |
1,037.50 |
1,050.75 |
13.25 |
1.3% |
1,037.00 |
Close |
1,048.25 |
1,081.75 |
33.50 |
3.2% |
1,063.75 |
Range |
16.75 |
31.75 |
15.00 |
89.6% |
43.25 |
ATR |
20.53 |
21.51 |
0.98 |
4.8% |
0.00 |
Volume |
2,516,451 |
2,356,116 |
-160,335 |
-6.4% |
11,017,029 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.00 |
1,156.00 |
1,099.25 |
|
R3 |
1,135.25 |
1,124.25 |
1,090.50 |
|
R2 |
1,103.50 |
1,103.50 |
1,087.50 |
|
R1 |
1,092.50 |
1,092.50 |
1,084.75 |
1,098.00 |
PP |
1,071.75 |
1,071.75 |
1,071.75 |
1,074.50 |
S1 |
1,060.75 |
1,060.75 |
1,078.75 |
1,066.25 |
S2 |
1,040.00 |
1,040.00 |
1,076.00 |
|
S3 |
1,008.25 |
1,029.00 |
1,073.00 |
|
S4 |
976.50 |
997.25 |
1,064.25 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.00 |
1,170.25 |
1,087.50 |
|
R3 |
1,146.75 |
1,127.00 |
1,075.75 |
|
R2 |
1,103.50 |
1,103.50 |
1,071.75 |
|
R1 |
1,083.75 |
1,083.75 |
1,067.75 |
1,072.00 |
PP |
1,060.25 |
1,060.25 |
1,060.25 |
1,054.50 |
S1 |
1,040.50 |
1,040.50 |
1,059.75 |
1,028.75 |
S2 |
1,017.00 |
1,017.00 |
1,055.75 |
|
S3 |
973.75 |
997.25 |
1,051.75 |
|
S4 |
930.50 |
954.00 |
1,040.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,082.50 |
1,037.25 |
45.25 |
4.2% |
24.50 |
2.3% |
98% |
True |
False |
2,178,040 |
10 |
1,095.00 |
1,037.00 |
58.00 |
5.4% |
22.25 |
2.1% |
77% |
False |
False |
2,161,752 |
20 |
1,127.75 |
1,037.00 |
90.75 |
8.4% |
20.50 |
1.9% |
49% |
False |
False |
1,982,589 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.4% |
20.00 |
1.8% |
49% |
False |
False |
1,980,271 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
21.25 |
2.0% |
62% |
False |
False |
2,048,076 |
80 |
1,170.00 |
1,002.75 |
167.25 |
15.5% |
23.50 |
2.2% |
47% |
False |
False |
1,541,720 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
24.00 |
2.2% |
38% |
False |
False |
1,233,977 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
21.75 |
2.0% |
38% |
False |
False |
1,028,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.50 |
2.618 |
1,165.50 |
1.618 |
1,133.75 |
1.000 |
1,114.25 |
0.618 |
1,102.00 |
HIGH |
1,082.50 |
0.618 |
1,070.25 |
0.500 |
1,066.50 |
0.382 |
1,063.00 |
LOW |
1,050.75 |
0.618 |
1,031.25 |
1.000 |
1,019.00 |
1.618 |
999.50 |
2.618 |
967.75 |
4.250 |
915.75 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,076.75 |
1,074.50 |
PP |
1,071.75 |
1,067.25 |
S1 |
1,066.50 |
1,060.00 |
|