Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
9,110 |
9,200 |
90 |
1.0% |
9,095 |
High |
9,270 |
9,330 |
60 |
0.6% |
9,285 |
Low |
9,060 |
9,090 |
30 |
0.3% |
8,765 |
Close |
9,185 |
9,100 |
-85 |
-0.9% |
9,185 |
Range |
210 |
240 |
30 |
14.3% |
520 |
ATR |
213 |
215 |
2 |
0.9% |
0 |
Volume |
11,666 |
11,666 |
0 |
0.0% |
52,629 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,893 |
9,737 |
9,232 |
|
R3 |
9,653 |
9,497 |
9,166 |
|
R2 |
9,413 |
9,413 |
9,144 |
|
R1 |
9,257 |
9,257 |
9,122 |
9,215 |
PP |
9,173 |
9,173 |
9,173 |
9,153 |
S1 |
9,017 |
9,017 |
9,078 |
8,975 |
S2 |
8,933 |
8,933 |
9,056 |
|
S3 |
8,693 |
8,777 |
9,034 |
|
S4 |
8,453 |
8,537 |
8,968 |
|
|
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 |
9,330 |
8,765 |
565 |
6.2% |
231 |
2.5% |
59% |
True |
False |
11,214 |
10 |
9,330 |
8,740 |
590 |
6.5% |
234 |
2.6% |
61% |
True |
False |
10,848 |
20 |
9,680 |
8,740 |
940 |
10.3% |
217 |
2.4% |
38% |
False |
False |
9,772 |
40 |
9,830 |
8,740 |
1,090 |
12.0% |
208 |
2.3% |
33% |
False |
False |
9,439 |
60 |
10,305 |
8,740 |
1,565 |
17.2% |
210 |
2.3% |
23% |
False |
False |
9,615 |
80 |
10,550 |
8,740 |
1,810 |
19.9% |
194 |
2.1% |
20% |
False |
False |
7,821 |
100 |
11,350 |
8,740 |
2,610 |
28.7% |
163 |
1.8% |
14% |
False |
False |
6,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,350 |
2.618 |
9,958 |
1.618 |
9,718 |
1.000 |
9,570 |
0.618 |
9,478 |
HIGH |
9,330 |
0.618 |
9,238 |
0.500 |
9,210 |
0.382 |
9,182 |
LOW |
9,090 |
0.618 |
8,942 |
1.000 |
8,850 |
1.618 |
8,702 |
2.618 |
8,462 |
4.250 |
8,070 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
9,210 |
9,150 |
PP |
9,173 |
9,133 |
S1 |
9,137 |
9,117 |
|