Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
9,120 |
9,110 |
-10 |
-0.1% |
9,095 |
High |
9,125 |
9,270 |
145 |
1.6% |
9,285 |
Low |
8,970 |
9,060 |
90 |
1.0% |
8,765 |
Close |
9,110 |
9,185 |
75 |
0.8% |
9,185 |
Range |
155 |
210 |
55 |
35.5% |
520 |
ATR |
213 |
213 |
0 |
-0.1% |
0 |
Volume |
8,923 |
11,666 |
2,743 |
30.7% |
52,629 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,802 |
9,703 |
9,301 |
|
R3 |
9,592 |
9,493 |
9,243 |
|
R2 |
9,382 |
9,382 |
9,224 |
|
R1 |
9,283 |
9,283 |
9,204 |
9,333 |
PP |
9,172 |
9,172 |
9,172 |
9,196 |
S1 |
9,073 |
9,073 |
9,166 |
9,123 |
S2 |
8,962 |
8,962 |
9,147 |
|
S3 |
8,752 |
8,863 |
9,127 |
|
S4 |
8,542 |
8,653 |
9,070 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,638 |
10,432 |
9,471 |
|
R3 |
10,118 |
9,912 |
9,328 |
|
R2 |
9,598 |
9,598 |
9,280 |
|
R1 |
9,392 |
9,392 |
9,233 |
9,495 |
PP |
9,078 |
9,078 |
9,078 |
9,130 |
S1 |
8,872 |
8,872 |
9,137 |
8,975 |
S2 |
8,558 |
8,558 |
9,090 |
|
S3 |
8,038 |
8,352 |
9,042 |
|
S4 |
7,518 |
7,832 |
8,899 |
|
|
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% |
244 |
2.7% |
81% |
False |
False |
10,525 |
10 |
9,285 |
8,740 |
545 |
5.9% |
224 |
2.4% |
82% |
False |
False |
10,256 |
20 |
9,680 |
8,740 |
940 |
10.2% |
211 |
2.3% |
47% |
False |
False |
9,499 |
40 |
9,830 |
8,740 |
1,090 |
11.9% |
205 |
2.2% |
41% |
False |
False |
9,313 |
60 |
10,305 |
8,740 |
1,565 |
17.0% |
209 |
2.3% |
28% |
False |
False |
9,641 |
80 |
10,610 |
8,740 |
1,870 |
20.4% |
191 |
2.1% |
24% |
False |
False |
7,675 |
100 |
11,365 |
8,740 |
2,625 |
28.6% |
160 |
1.7% |
17% |
False |
False |
6,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,163 |
2.618 |
9,820 |
1.618 |
9,610 |
1.000 |
9,480 |
0.618 |
9,400 |
HIGH |
9,270 |
0.618 |
9,190 |
0.500 |
9,165 |
0.382 |
9,140 |
LOW |
9,060 |
0.618 |
8,930 |
1.000 |
8,850 |
1.618 |
8,720 |
2.618 |
8,510 |
4.250 |
8,168 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
9,178 |
9,137 |
PP |
9,172 |
9,088 |
S1 |
9,165 |
9,040 |
|