Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,089.75 |
1,103.75 |
14.00 |
1.3% |
1,064.50 |
High |
1,104.50 |
1,107.25 |
2.75 |
0.2% |
1,104.50 |
Low |
1,086.25 |
1,089.75 |
3.50 |
0.3% |
1,037.50 |
Close |
1,103.50 |
1,091.25 |
-12.25 |
-1.1% |
1,103.50 |
Range |
18.25 |
17.50 |
-0.75 |
-4.1% |
67.00 |
ATR |
20.78 |
20.55 |
-0.23 |
-1.1% |
0.00 |
Volume |
2,011,872 |
2,017,072 |
5,200 |
0.3% |
9,972,277 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.50 |
1,137.50 |
1,101.00 |
|
R3 |
1,131.00 |
1,120.00 |
1,096.00 |
|
R2 |
1,113.50 |
1,113.50 |
1,094.50 |
|
R1 |
1,102.50 |
1,102.50 |
1,092.75 |
1,099.25 |
PP |
1,096.00 |
1,096.00 |
1,096.00 |
1,094.50 |
S1 |
1,085.00 |
1,085.00 |
1,089.75 |
1,081.75 |
S2 |
1,078.50 |
1,078.50 |
1,088.00 |
|
S3 |
1,061.00 |
1,067.50 |
1,086.50 |
|
S4 |
1,043.50 |
1,050.00 |
1,081.50 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.75 |
1,260.25 |
1,140.25 |
|
R3 |
1,215.75 |
1,193.25 |
1,122.00 |
|
R2 |
1,148.75 |
1,148.75 |
1,115.75 |
|
R1 |
1,126.25 |
1,126.25 |
1,109.75 |
1,137.50 |
PP |
1,081.75 |
1,081.75 |
1,081.75 |
1,087.50 |
S1 |
1,059.25 |
1,059.25 |
1,097.25 |
1,070.50 |
S2 |
1,014.75 |
1,014.75 |
1,091.25 |
|
S3 |
947.75 |
992.25 |
1,085.00 |
|
S4 |
880.75 |
925.25 |
1,066.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.25 |
1,037.50 |
69.75 |
6.4% |
19.75 |
1.8% |
77% |
True |
False |
2,100,654 |
10 |
1,107.25 |
1,037.00 |
70.25 |
6.4% |
21.50 |
2.0% |
77% |
True |
False |
2,145,403 |
20 |
1,125.75 |
1,037.00 |
88.75 |
8.1% |
20.50 |
1.9% |
61% |
False |
False |
2,038,753 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.3% |
20.25 |
1.9% |
60% |
False |
False |
1,968,784 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.6% |
20.75 |
1.9% |
70% |
False |
False |
2,101,377 |
80 |
1,154.75 |
1,002.75 |
152.00 |
13.9% |
23.25 |
2.1% |
58% |
False |
False |
1,611,836 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
24.00 |
2.2% |
42% |
False |
False |
1,290,271 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.1% |
21.75 |
2.0% |
42% |
False |
False |
1,075,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,181.50 |
2.618 |
1,153.00 |
1.618 |
1,135.50 |
1.000 |
1,124.75 |
0.618 |
1,118.00 |
HIGH |
1,107.25 |
0.618 |
1,100.50 |
0.500 |
1,098.50 |
0.382 |
1,096.50 |
LOW |
1,089.75 |
0.618 |
1,079.00 |
1.000 |
1,072.25 |
1.618 |
1,061.50 |
2.618 |
1,044.00 |
4.250 |
1,015.50 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.50 |
1,092.00 |
PP |
1,096.00 |
1,091.75 |
S1 |
1,093.75 |
1,091.50 |
|