Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,091.50 |
1,099.25 |
7.75 |
0.7% |
1,064.50 |
High |
1,103.00 |
1,112.00 |
9.00 |
0.8% |
1,104.50 |
Low |
1,086.25 |
1,096.75 |
10.50 |
1.0% |
1,037.50 |
Close |
1,099.25 |
1,102.50 |
3.25 |
0.3% |
1,103.50 |
Range |
16.75 |
15.25 |
-1.50 |
-9.0% |
67.00 |
ATR |
20.28 |
19.92 |
-0.36 |
-1.8% |
0.00 |
Volume |
2,001,331 |
1,612,227 |
-389,104 |
-19.4% |
9,972,277 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.50 |
1,141.25 |
1,111.00 |
|
R3 |
1,134.25 |
1,126.00 |
1,106.75 |
|
R2 |
1,119.00 |
1,119.00 |
1,105.25 |
|
R1 |
1,110.75 |
1,110.75 |
1,104.00 |
1,115.00 |
PP |
1,103.75 |
1,103.75 |
1,103.75 |
1,105.75 |
S1 |
1,095.50 |
1,095.50 |
1,101.00 |
1,099.50 |
S2 |
1,088.50 |
1,088.50 |
1,099.75 |
|
S3 |
1,073.25 |
1,080.25 |
1,098.25 |
|
S4 |
1,058.00 |
1,065.00 |
1,094.00 |
|
|
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 |
1,112.00 |
1,076.50 |
35.50 |
3.2% |
16.25 |
1.5% |
73% |
True |
False |
1,848,852 |
10 |
1,112.00 |
1,037.25 |
74.75 |
6.8% |
20.50 |
1.9% |
87% |
True |
False |
2,013,446 |
20 |
1,112.00 |
1,037.00 |
75.00 |
6.8% |
19.50 |
1.8% |
87% |
True |
False |
1,985,992 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.2% |
20.00 |
1.8% |
72% |
False |
False |
1,974,532 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.5% |
20.50 |
1.9% |
79% |
False |
False |
2,084,160 |
80 |
1,142.75 |
1,002.75 |
140.00 |
12.7% |
23.00 |
2.1% |
71% |
False |
False |
1,656,906 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
24.00 |
2.2% |
48% |
False |
False |
1,326,364 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.9% |
21.75 |
2.0% |
48% |
False |
False |
1,105,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.75 |
2.618 |
1,152.00 |
1.618 |
1,136.75 |
1.000 |
1,127.25 |
0.618 |
1,121.50 |
HIGH |
1,112.00 |
0.618 |
1,106.25 |
0.500 |
1,104.50 |
0.382 |
1,102.50 |
LOW |
1,096.75 |
0.618 |
1,087.25 |
1.000 |
1,081.50 |
1.618 |
1,072.00 |
2.618 |
1,056.75 |
4.250 |
1,032.00 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,104.50 |
1,101.50 |
PP |
1,103.75 |
1,100.25 |
S1 |
1,103.00 |
1,099.00 |
|