Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,051.75 |
1,081.50 |
29.75 |
2.8% |
1,070.00 |
High |
1,082.50 |
1,090.50 |
8.00 |
0.7% |
1,080.25 |
Low |
1,050.75 |
1,076.50 |
25.75 |
2.5% |
1,037.00 |
Close |
1,081.75 |
1,089.50 |
7.75 |
0.7% |
1,063.75 |
Range |
31.75 |
14.00 |
-17.75 |
-55.9% |
43.25 |
ATR |
21.51 |
20.98 |
-0.54 |
-2.5% |
0.00 |
Volume |
2,356,116 |
1,601,762 |
-754,354 |
-32.0% |
11,017,029 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.50 |
1,122.50 |
1,097.25 |
|
R3 |
1,113.50 |
1,108.50 |
1,093.25 |
|
R2 |
1,099.50 |
1,099.50 |
1,092.00 |
|
R1 |
1,094.50 |
1,094.50 |
1,090.75 |
1,097.00 |
PP |
1,085.50 |
1,085.50 |
1,085.50 |
1,086.75 |
S1 |
1,080.50 |
1,080.50 |
1,088.25 |
1,083.00 |
S2 |
1,071.50 |
1,071.50 |
1,087.00 |
|
S3 |
1,057.50 |
1,066.50 |
1,085.75 |
|
S4 |
1,043.50 |
1,052.50 |
1,081.75 |
|
|
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 |
1,090.50 |
1,037.25 |
53.25 |
4.9% |
23.50 |
2.2% |
98% |
True |
False |
2,100,262 |
10 |
1,090.50 |
1,037.00 |
53.50 |
4.9% |
21.00 |
1.9% |
98% |
True |
False |
2,078,391 |
20 |
1,127.00 |
1,037.00 |
90.00 |
8.3% |
20.50 |
1.9% |
58% |
False |
False |
1,996,114 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.3% |
20.00 |
1.8% |
58% |
False |
False |
1,956,411 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
21.25 |
1.9% |
68% |
False |
False |
2,072,448 |
80 |
1,170.00 |
1,002.75 |
167.25 |
15.4% |
23.50 |
2.2% |
52% |
False |
False |
1,561,659 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
24.00 |
2.2% |
42% |
False |
False |
1,249,990 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.2% |
21.75 |
2.0% |
42% |
False |
False |
1,041,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,150.00 |
2.618 |
1,127.25 |
1.618 |
1,113.25 |
1.000 |
1,104.50 |
0.618 |
1,099.25 |
HIGH |
1,090.50 |
0.618 |
1,085.25 |
0.500 |
1,083.50 |
0.382 |
1,081.75 |
LOW |
1,076.50 |
0.618 |
1,067.75 |
1.000 |
1,062.50 |
1.618 |
1,053.75 |
2.618 |
1,039.75 |
4.250 |
1,017.00 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,087.50 |
1,081.00 |
PP |
1,085.50 |
1,072.50 |
S1 |
1,083.50 |
1,064.00 |
|