Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
8,840 |
9,120 |
280 |
3.2% |
9,125 |
High |
9,120 |
9,125 |
5 |
0.1% |
9,170 |
Low |
8,810 |
8,970 |
160 |
1.8% |
8,740 |
Close |
9,115 |
9,110 |
-5 |
-0.1% |
9,080 |
Range |
310 |
155 |
-155 |
-50.0% |
430 |
ATR |
217 |
213 |
-4 |
-2.0% |
0 |
Volume |
11,745 |
8,923 |
-2,822 |
-24.0% |
49,940 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,533 |
9,477 |
9,195 |
|
R3 |
9,378 |
9,322 |
9,153 |
|
R2 |
9,223 |
9,223 |
9,139 |
|
R1 |
9,167 |
9,167 |
9,124 |
9,118 |
PP |
9,068 |
9,068 |
9,068 |
9,044 |
S1 |
9,012 |
9,012 |
9,096 |
8,963 |
S2 |
8,913 |
8,913 |
9,082 |
|
S3 |
8,758 |
8,857 |
9,068 |
|
S4 |
8,603 |
8,702 |
9,025 |
|
|
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% |
260 |
2.9% |
66% |
False |
False |
10,810 |
10 |
9,285 |
8,740 |
545 |
6.0% |
222 |
2.4% |
68% |
False |
False |
9,764 |
20 |
9,690 |
8,740 |
950 |
10.4% |
212 |
2.3% |
39% |
False |
False |
9,454 |
40 |
9,830 |
8,740 |
1,090 |
12.0% |
203 |
2.2% |
34% |
False |
False |
9,233 |
60 |
10,305 |
8,740 |
1,565 |
17.2% |
210 |
2.3% |
24% |
False |
False |
9,715 |
80 |
10,610 |
8,740 |
1,870 |
20.5% |
188 |
2.1% |
20% |
False |
False |
7,529 |
100 |
11,365 |
8,740 |
2,625 |
28.8% |
159 |
1.7% |
14% |
False |
False |
6,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,784 |
2.618 |
9,531 |
1.618 |
9,376 |
1.000 |
9,280 |
0.618 |
9,221 |
HIGH |
9,125 |
0.618 |
9,066 |
0.500 |
9,048 |
0.382 |
9,029 |
LOW |
8,970 |
0.618 |
8,874 |
1.000 |
8,815 |
1.618 |
8,719 |
2.618 |
8,564 |
4.250 |
8,311 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
9,089 |
9,055 |
PP |
9,068 |
9,000 |
S1 |
9,048 |
8,945 |
|