Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4,581.0 |
4,558.0 |
-23.0 |
-0.5% |
4,396.0 |
High |
4,589.0 |
4,570.0 |
-19.0 |
-0.4% |
4,568.0 |
Low |
4,554.0 |
4,527.0 |
-27.0 |
-0.6% |
4,379.0 |
Close |
4,576.0 |
4,537.0 |
-39.0 |
-0.9% |
4,536.0 |
Range |
35.0 |
43.0 |
8.0 |
22.9% |
189.0 |
ATR |
61.3 |
60.4 |
-0.9 |
-1.4% |
0.0 |
Volume |
38,584 |
25,416 |
-13,168 |
-34.1% |
187,085 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,673.7 |
4,648.3 |
4,560.7 |
|
R3 |
4,630.7 |
4,605.3 |
4,548.8 |
|
R2 |
4,587.7 |
4,587.7 |
4,544.9 |
|
R1 |
4,562.3 |
4,562.3 |
4,540.9 |
4,553.5 |
PP |
4,544.7 |
4,544.7 |
4,544.7 |
4,540.3 |
S1 |
4,519.3 |
4,519.3 |
4,533.1 |
4,510.5 |
S2 |
4,501.7 |
4,501.7 |
4,529.1 |
|
S3 |
4,458.7 |
4,476.3 |
4,525.2 |
|
S4 |
4,415.7 |
4,433.3 |
4,513.4 |
|
|
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 |
4,507.0 |
87.0 |
1.9% |
45.6 |
1.0% |
34% |
False |
False |
29,702 |
10 |
4,594.0 |
4,305.0 |
289.0 |
6.4% |
51.1 |
1.1% |
80% |
False |
False |
34,289 |
20 |
4,594.0 |
4,296.0 |
298.0 |
6.6% |
49.7 |
1.1% |
81% |
False |
False |
34,203 |
40 |
4,594.0 |
4,296.0 |
298.0 |
6.6% |
47.0 |
1.0% |
81% |
False |
False |
29,639 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
49.7 |
1.1% |
80% |
False |
False |
28,496 |
80 |
4,630.0 |
4,163.0 |
467.0 |
10.3% |
48.5 |
1.1% |
80% |
False |
False |
24,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,752.8 |
2.618 |
4,682.6 |
1.618 |
4,639.6 |
1.000 |
4,613.0 |
0.618 |
4,596.6 |
HIGH |
4,570.0 |
0.618 |
4,553.6 |
0.500 |
4,548.5 |
0.382 |
4,543.4 |
LOW |
4,527.0 |
0.618 |
4,500.4 |
1.000 |
4,484.0 |
1.618 |
4,457.4 |
2.618 |
4,414.4 |
4.250 |
4,344.3 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,548.5 |
4,560.5 |
PP |
4,544.7 |
4,552.7 |
S1 |
4,540.8 |
4,544.8 |
|