Trading Metrics calculated at close of trading on 06-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4,556.0 |
4,589.0 |
33.0 |
0.7% |
4,396.0 |
High |
4,558.0 |
4,594.0 |
36.0 |
0.8% |
4,568.0 |
Low |
4,518.0 |
4,545.0 |
27.0 |
0.6% |
4,379.0 |
Close |
4,536.0 |
4,592.0 |
56.0 |
1.2% |
4,536.0 |
Range |
40.0 |
49.0 |
9.0 |
22.5% |
189.0 |
ATR |
63.4 |
63.0 |
-0.4 |
-0.6% |
0.0 |
Volume |
24,509 |
27,937 |
3,428 |
14.0% |
187,085 |
|
Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.0 |
4,707.0 |
4,619.0 |
|
R3 |
4,675.0 |
4,658.0 |
4,605.5 |
|
R2 |
4,626.0 |
4,626.0 |
4,601.0 |
|
R1 |
4,609.0 |
4,609.0 |
4,596.5 |
4,617.5 |
PP |
4,577.0 |
4,577.0 |
4,577.0 |
4,581.3 |
S1 |
4,560.0 |
4,560.0 |
4,587.5 |
4,568.5 |
S2 |
4,528.0 |
4,528.0 |
4,583.0 |
|
S3 |
4,479.0 |
4,511.0 |
4,578.5 |
|
S4 |
4,430.0 |
4,462.0 |
4,565.1 |
|
|
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 |
4,594.0 |
4,379.0 |
215.0 |
4.7% |
55.4 |
1.2% |
99% |
True |
False |
34,870 |
10 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
52.3 |
1.1% |
99% |
True |
False |
34,811 |
20 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
53.0 |
1.2% |
99% |
True |
False |
34,921 |
40 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
47.4 |
1.0% |
99% |
True |
False |
29,268 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
49.6 |
1.1% |
92% |
False |
False |
30,448 |
80 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
48.4 |
1.1% |
92% |
False |
False |
23,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,802.3 |
2.618 |
4,722.3 |
1.618 |
4,673.3 |
1.000 |
4,643.0 |
0.618 |
4,624.3 |
HIGH |
4,594.0 |
0.618 |
4,575.3 |
0.500 |
4,569.5 |
0.382 |
4,563.7 |
LOW |
4,545.0 |
0.618 |
4,514.7 |
1.000 |
4,496.0 |
1.618 |
4,465.7 |
2.618 |
4,416.7 |
4.250 |
4,336.8 |
|
|
Fisher Pivots for day following 06-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,584.5 |
4,578.2 |
PP |
4,577.0 |
4,564.3 |
S1 |
4,569.5 |
4,550.5 |
|