Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
9,200 |
9,070 |
-130 |
-1.4% |
9,095 |
High |
9,330 |
9,150 |
-180 |
-1.9% |
9,285 |
Low |
9,090 |
9,000 |
-90 |
-1.0% |
8,765 |
Close |
9,100 |
9,120 |
20 |
0.2% |
9,185 |
Range |
240 |
150 |
-90 |
-37.5% |
520 |
ATR |
215 |
210 |
-5 |
-2.2% |
0 |
Volume |
11,666 |
13,768 |
2,102 |
18.0% |
52,629 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,540 |
9,480 |
9,203 |
|
R3 |
9,390 |
9,330 |
9,161 |
|
R2 |
9,240 |
9,240 |
9,148 |
|
R1 |
9,180 |
9,180 |
9,134 |
9,210 |
PP |
9,090 |
9,090 |
9,090 |
9,105 |
S1 |
9,030 |
9,030 |
9,106 |
9,060 |
S2 |
8,940 |
8,940 |
9,093 |
|
S3 |
8,790 |
8,880 |
9,079 |
|
S4 |
8,640 |
8,730 |
9,038 |
|
|
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 |
8,810 |
520 |
5.7% |
213 |
2.3% |
60% |
False |
False |
11,553 |
10 |
9,330 |
8,740 |
590 |
6.5% |
222 |
2.4% |
64% |
False |
False |
10,896 |
20 |
9,500 |
8,740 |
760 |
8.3% |
213 |
2.3% |
50% |
False |
False |
10,023 |
40 |
9,830 |
8,740 |
1,090 |
12.0% |
208 |
2.3% |
35% |
False |
False |
9,619 |
60 |
10,305 |
8,740 |
1,565 |
17.2% |
210 |
2.3% |
24% |
False |
False |
9,682 |
80 |
10,375 |
8,740 |
1,635 |
17.9% |
196 |
2.1% |
23% |
False |
False |
7,993 |
100 |
11,200 |
8,740 |
2,460 |
27.0% |
164 |
1.8% |
15% |
False |
False |
6,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,788 |
2.618 |
9,543 |
1.618 |
9,393 |
1.000 |
9,300 |
0.618 |
9,243 |
HIGH |
9,150 |
0.618 |
9,093 |
0.500 |
9,075 |
0.382 |
9,057 |
LOW |
9,000 |
0.618 |
8,907 |
1.000 |
8,850 |
1.618 |
8,757 |
2.618 |
8,607 |
4.250 |
8,363 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
9,105 |
9,165 |
PP |
9,090 |
9,150 |
S1 |
9,075 |
9,135 |
|