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 |
4,428.0 |
4,559.0 |
131.0 |
3.0% |
4,379.0 |
High |
4,494.0 |
4,568.0 |
74.0 |
1.6% |
4,420.0 |
Low |
4,420.0 |
4,507.0 |
87.0 |
2.0% |
4,296.0 |
Close |
4,493.0 |
4,528.0 |
35.0 |
0.8% |
4,347.0 |
Range |
74.0 |
61.0 |
-13.0 |
-17.6% |
124.0 |
ATR |
64.5 |
65.2 |
0.8 |
1.2% |
0.0 |
Volume |
42,801 |
32,066 |
-10,735 |
-25.1% |
159,068 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,717.3 |
4,683.7 |
4,561.6 |
|
R3 |
4,656.3 |
4,622.7 |
4,544.8 |
|
R2 |
4,595.3 |
4,595.3 |
4,539.2 |
|
R1 |
4,561.7 |
4,561.7 |
4,533.6 |
4,548.0 |
PP |
4,534.3 |
4,534.3 |
4,534.3 |
4,527.5 |
S1 |
4,500.7 |
4,500.7 |
4,522.4 |
4,487.0 |
S2 |
4,473.3 |
4,473.3 |
4,516.8 |
|
S3 |
4,412.3 |
4,439.7 |
4,511.2 |
|
S4 |
4,351.3 |
4,378.7 |
4,494.5 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.3 |
4,660.7 |
4,415.2 |
|
R3 |
4,602.3 |
4,536.7 |
4,381.1 |
|
R2 |
4,478.3 |
4,478.3 |
4,369.7 |
|
R1 |
4,412.7 |
4,412.7 |
4,358.4 |
4,383.5 |
PP |
4,354.3 |
4,354.3 |
4,354.3 |
4,339.8 |
S1 |
4,288.7 |
4,288.7 |
4,335.6 |
4,259.5 |
S2 |
4,230.3 |
4,230.3 |
4,324.3 |
|
S3 |
4,106.3 |
4,164.7 |
4,312.9 |
|
S4 |
3,982.3 |
4,040.7 |
4,278.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,568.0 |
4,309.0 |
259.0 |
5.7% |
60.4 |
1.3% |
85% |
True |
False |
37,613 |
10 |
4,568.0 |
4,296.0 |
272.0 |
6.0% |
51.5 |
1.1% |
85% |
True |
False |
35,660 |
20 |
4,568.0 |
4,296.0 |
272.0 |
6.0% |
54.0 |
1.2% |
85% |
True |
False |
34,596 |
40 |
4,568.0 |
4,296.0 |
272.0 |
6.0% |
47.6 |
1.1% |
85% |
True |
False |
28,942 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
49.5 |
1.1% |
78% |
False |
False |
30,003 |
80 |
4,654.0 |
4,163.0 |
491.0 |
10.8% |
47.8 |
1.1% |
74% |
False |
False |
22,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,827.3 |
2.618 |
4,727.7 |
1.618 |
4,666.7 |
1.000 |
4,629.0 |
0.618 |
4,605.7 |
HIGH |
4,568.0 |
0.618 |
4,544.7 |
0.500 |
4,537.5 |
0.382 |
4,530.3 |
LOW |
4,507.0 |
0.618 |
4,469.3 |
1.000 |
4,446.0 |
1.618 |
4,408.3 |
2.618 |
4,347.3 |
4.250 |
4,247.8 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,537.5 |
4,509.8 |
PP |
4,534.3 |
4,491.7 |
S1 |
4,531.2 |
4,473.5 |
|