Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
9,000 |
8,840 |
-160 |
-1.8% |
9,125 |
High |
9,005 |
9,120 |
115 |
1.3% |
9,170 |
Low |
8,765 |
8,810 |
45 |
0.5% |
8,740 |
Close |
8,835 |
9,115 |
280 |
3.2% |
9,080 |
Range |
240 |
310 |
70 |
29.2% |
430 |
ATR |
210 |
217 |
7 |
3.4% |
0 |
Volume |
12,070 |
11,745 |
-325 |
-2.7% |
49,940 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,945 |
9,840 |
9,286 |
|
R3 |
9,635 |
9,530 |
9,200 |
|
R2 |
9,325 |
9,325 |
9,172 |
|
R1 |
9,220 |
9,220 |
9,144 |
9,273 |
PP |
9,015 |
9,015 |
9,015 |
9,041 |
S1 |
8,910 |
8,910 |
9,087 |
8,963 |
S2 |
8,705 |
8,705 |
9,058 |
|
S3 |
8,395 |
8,600 |
9,030 |
|
S4 |
8,085 |
8,290 |
8,945 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,287 |
10,113 |
9,317 |
|
R3 |
9,857 |
9,683 |
9,198 |
|
R2 |
9,427 |
9,427 |
9,159 |
|
R1 |
9,253 |
9,253 |
9,120 |
9,125 |
PP |
8,997 |
8,997 |
8,997 |
8,933 |
S1 |
8,823 |
8,823 |
9,041 |
8,695 |
S2 |
8,567 |
8,567 |
9,001 |
|
S3 |
8,137 |
8,393 |
8,962 |
|
S4 |
7,707 |
7,963 |
8,844 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,285 |
8,765 |
520 |
5.7% |
251 |
2.8% |
67% |
False |
False |
10,521 |
10 |
9,385 |
8,740 |
645 |
7.1% |
229 |
2.5% |
58% |
False |
False |
10,208 |
20 |
9,700 |
8,740 |
960 |
10.5% |
212 |
2.3% |
39% |
False |
False |
9,333 |
40 |
9,830 |
8,740 |
1,090 |
12.0% |
203 |
2.2% |
34% |
False |
False |
9,280 |
60 |
10,305 |
8,740 |
1,565 |
17.2% |
211 |
2.3% |
24% |
False |
False |
9,726 |
80 |
10,680 |
8,740 |
1,940 |
21.3% |
186 |
2.0% |
19% |
False |
False |
7,417 |
100 |
11,365 |
8,740 |
2,625 |
28.8% |
158 |
1.7% |
14% |
False |
False |
5,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,438 |
2.618 |
9,932 |
1.618 |
9,622 |
1.000 |
9,430 |
0.618 |
9,312 |
HIGH |
9,120 |
0.618 |
9,002 |
0.500 |
8,965 |
0.382 |
8,929 |
LOW |
8,810 |
0.618 |
8,619 |
1.000 |
8,500 |
1.618 |
8,309 |
2.618 |
7,999 |
4.250 |
7,493 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
9,065 |
9,085 |
PP |
9,015 |
9,055 |
S1 |
8,965 |
9,025 |
|