Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4,589.0 |
4,581.0 |
-8.0 |
-0.2% |
4,396.0 |
High |
4,594.0 |
4,589.0 |
-5.0 |
-0.1% |
4,568.0 |
Low |
4,545.0 |
4,554.0 |
9.0 |
0.2% |
4,379.0 |
Close |
4,592.0 |
4,576.0 |
-16.0 |
-0.3% |
4,536.0 |
Range |
49.0 |
35.0 |
-14.0 |
-28.6% |
189.0 |
ATR |
63.0 |
61.3 |
-1.8 |
-2.8% |
0.0 |
Volume |
27,937 |
38,584 |
10,647 |
38.1% |
187,085 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.0 |
4,662.0 |
4,595.3 |
|
R3 |
4,643.0 |
4,627.0 |
4,585.6 |
|
R2 |
4,608.0 |
4,608.0 |
4,582.4 |
|
R1 |
4,592.0 |
4,592.0 |
4,579.2 |
4,582.5 |
PP |
4,573.0 |
4,573.0 |
4,573.0 |
4,568.3 |
S1 |
4,557.0 |
4,557.0 |
4,572.8 |
4,547.5 |
S2 |
4,538.0 |
4,538.0 |
4,569.6 |
|
S3 |
4,503.0 |
4,522.0 |
4,566.4 |
|
S4 |
4,468.0 |
4,487.0 |
4,556.8 |
|
|
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 |
4,420.0 |
174.0 |
3.8% |
51.8 |
1.1% |
90% |
False |
False |
33,179 |
10 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
51.7 |
1.1% |
94% |
False |
False |
35,834 |
20 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
51.6 |
1.1% |
94% |
False |
False |
35,266 |
40 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
46.7 |
1.0% |
94% |
False |
False |
29,607 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
49.6 |
1.1% |
88% |
False |
False |
29,118 |
80 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
48.9 |
1.1% |
88% |
False |
False |
23,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,737.8 |
2.618 |
4,680.6 |
1.618 |
4,645.6 |
1.000 |
4,624.0 |
0.618 |
4,610.6 |
HIGH |
4,589.0 |
0.618 |
4,575.6 |
0.500 |
4,571.5 |
0.382 |
4,567.4 |
LOW |
4,554.0 |
0.618 |
4,532.4 |
1.000 |
4,519.0 |
1.618 |
4,497.4 |
2.618 |
4,462.4 |
4.250 |
4,405.3 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,574.5 |
4,569.3 |
PP |
4,573.0 |
4,562.7 |
S1 |
4,571.5 |
4,556.0 |
|