Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4,558.0 |
4,567.0 |
9.0 |
0.2% |
4,396.0 |
High |
4,570.0 |
4,593.0 |
23.0 |
0.5% |
4,568.0 |
Low |
4,527.0 |
4,562.0 |
35.0 |
0.8% |
4,379.0 |
Close |
4,537.0 |
4,582.0 |
45.0 |
1.0% |
4,536.0 |
Range |
43.0 |
31.0 |
-12.0 |
-27.9% |
189.0 |
ATR |
60.4 |
60.1 |
-0.3 |
-0.5% |
0.0 |
Volume |
25,416 |
28,377 |
2,961 |
11.7% |
187,085 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.0 |
4,658.0 |
4,599.1 |
|
R3 |
4,641.0 |
4,627.0 |
4,590.5 |
|
R2 |
4,610.0 |
4,610.0 |
4,587.7 |
|
R1 |
4,596.0 |
4,596.0 |
4,584.8 |
4,603.0 |
PP |
4,579.0 |
4,579.0 |
4,579.0 |
4,582.5 |
S1 |
4,565.0 |
4,565.0 |
4,579.2 |
4,572.0 |
S2 |
4,548.0 |
4,548.0 |
4,576.3 |
|
S3 |
4,517.0 |
4,534.0 |
4,573.5 |
|
S4 |
4,486.0 |
4,503.0 |
4,565.0 |
|
|
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 |
4,594.0 |
4,518.0 |
76.0 |
1.7% |
39.6 |
0.9% |
84% |
False |
False |
28,964 |
10 |
4,594.0 |
4,309.0 |
285.0 |
6.2% |
50.0 |
1.1% |
96% |
False |
False |
33,289 |
20 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
49.5 |
1.1% |
96% |
False |
False |
33,646 |
40 |
4,594.0 |
4,296.0 |
298.0 |
6.5% |
46.8 |
1.0% |
96% |
False |
False |
29,731 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
49.3 |
1.1% |
90% |
False |
False |
28,536 |
80 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
48.2 |
1.1% |
90% |
False |
False |
24,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,724.8 |
2.618 |
4,674.2 |
1.618 |
4,643.2 |
1.000 |
4,624.0 |
0.618 |
4,612.2 |
HIGH |
4,593.0 |
0.618 |
4,581.2 |
0.500 |
4,577.5 |
0.382 |
4,573.8 |
LOW |
4,562.0 |
0.618 |
4,542.8 |
1.000 |
4,531.0 |
1.618 |
4,511.8 |
2.618 |
4,480.8 |
4.250 |
4,430.3 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,580.5 |
4,574.7 |
PP |
4,579.0 |
4,567.3 |
S1 |
4,577.5 |
4,560.0 |
|