Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4,559.0 |
4,556.0 |
-3.0 |
-0.1% |
4,396.0 |
High |
4,568.0 |
4,558.0 |
-10.0 |
-0.2% |
4,568.0 |
Low |
4,507.0 |
4,518.0 |
11.0 |
0.2% |
4,379.0 |
Close |
4,528.0 |
4,536.0 |
8.0 |
0.2% |
4,536.0 |
Range |
61.0 |
40.0 |
-21.0 |
-34.4% |
189.0 |
ATR |
65.2 |
63.4 |
-1.8 |
-2.8% |
0.0 |
Volume |
32,066 |
24,509 |
-7,557 |
-23.6% |
187,085 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.3 |
4,636.7 |
4,558.0 |
|
R3 |
4,617.3 |
4,596.7 |
4,547.0 |
|
R2 |
4,577.3 |
4,577.3 |
4,543.3 |
|
R1 |
4,556.7 |
4,556.7 |
4,539.7 |
4,547.0 |
PP |
4,537.3 |
4,537.3 |
4,537.3 |
4,532.5 |
S1 |
4,516.7 |
4,516.7 |
4,532.3 |
4,507.0 |
S2 |
4,497.3 |
4,497.3 |
4,528.7 |
|
S3 |
4,457.3 |
4,476.7 |
4,525.0 |
|
S4 |
4,417.3 |
4,436.7 |
4,514.0 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,061.3 |
4,987.7 |
4,640.0 |
|
R3 |
4,872.3 |
4,798.7 |
4,588.0 |
|
R2 |
4,683.3 |
4,683.3 |
4,570.7 |
|
R1 |
4,609.7 |
4,609.7 |
4,553.3 |
4,646.5 |
PP |
4,494.3 |
4,494.3 |
4,494.3 |
4,512.8 |
S1 |
4,420.7 |
4,420.7 |
4,518.7 |
4,457.5 |
S2 |
4,305.3 |
4,305.3 |
4,501.4 |
|
S3 |
4,116.3 |
4,231.7 |
4,484.0 |
|
S4 |
3,927.3 |
4,042.7 |
4,432.1 |
|
|
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 |
4,379.0 |
189.0 |
4.2% |
57.2 |
1.3% |
83% |
False |
False |
37,417 |
10 |
4,568.0 |
4,296.0 |
272.0 |
6.0% |
51.6 |
1.1% |
88% |
False |
False |
34,615 |
20 |
4,568.0 |
4,296.0 |
272.0 |
6.0% |
54.8 |
1.2% |
88% |
False |
False |
34,993 |
40 |
4,568.0 |
4,296.0 |
272.0 |
6.0% |
47.0 |
1.0% |
88% |
False |
False |
28,971 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
49.3 |
1.1% |
80% |
False |
False |
30,330 |
80 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
47.9 |
1.1% |
80% |
False |
False |
22,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,728.0 |
2.618 |
4,662.7 |
1.618 |
4,622.7 |
1.000 |
4,598.0 |
0.618 |
4,582.7 |
HIGH |
4,558.0 |
0.618 |
4,542.7 |
0.500 |
4,538.0 |
0.382 |
4,533.3 |
LOW |
4,518.0 |
0.618 |
4,493.3 |
1.000 |
4,478.0 |
1.618 |
4,453.3 |
2.618 |
4,413.3 |
4.250 |
4,348.0 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,538.0 |
4,522.0 |
PP |
4,537.3 |
4,508.0 |
S1 |
4,536.7 |
4,494.0 |
|