Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
9,070 |
9,130 |
60 |
0.7% |
9,095 |
High |
9,150 |
9,190 |
40 |
0.4% |
9,285 |
Low |
9,000 |
9,075 |
75 |
0.8% |
8,765 |
Close |
9,120 |
9,150 |
30 |
0.3% |
9,185 |
Range |
150 |
115 |
-35 |
-23.3% |
520 |
ATR |
210 |
203 |
-7 |
-3.2% |
0 |
Volume |
13,768 |
6,023 |
-7,745 |
-56.3% |
52,629 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,483 |
9,432 |
9,213 |
|
R3 |
9,368 |
9,317 |
9,182 |
|
R2 |
9,253 |
9,253 |
9,171 |
|
R1 |
9,202 |
9,202 |
9,161 |
9,228 |
PP |
9,138 |
9,138 |
9,138 |
9,151 |
S1 |
9,087 |
9,087 |
9,140 |
9,113 |
S2 |
9,023 |
9,023 |
9,129 |
|
S3 |
8,908 |
8,972 |
9,119 |
|
S4 |
8,793 |
8,857 |
9,087 |
|
|
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 |
8,970 |
360 |
3.9% |
174 |
1.9% |
50% |
False |
False |
10,409 |
10 |
9,330 |
8,765 |
565 |
6.2% |
213 |
2.3% |
68% |
False |
False |
10,465 |
20 |
9,385 |
8,740 |
645 |
7.0% |
199 |
2.2% |
64% |
False |
False |
9,659 |
40 |
9,790 |
8,740 |
1,050 |
11.5% |
207 |
2.3% |
39% |
False |
False |
9,524 |
60 |
10,305 |
8,740 |
1,565 |
17.1% |
208 |
2.3% |
26% |
False |
False |
9,652 |
80 |
10,350 |
8,740 |
1,610 |
17.6% |
197 |
2.2% |
25% |
False |
False |
8,068 |
100 |
11,200 |
8,740 |
2,460 |
26.9% |
166 |
1.8% |
17% |
False |
False |
6,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,679 |
2.618 |
9,491 |
1.618 |
9,376 |
1.000 |
9,305 |
0.618 |
9,261 |
HIGH |
9,190 |
0.618 |
9,146 |
0.500 |
9,133 |
0.382 |
9,119 |
LOW |
9,075 |
0.618 |
9,004 |
1.000 |
8,960 |
1.618 |
8,889 |
2.618 |
8,774 |
4.250 |
8,586 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
9,144 |
9,165 |
PP |
9,138 |
9,160 |
S1 |
9,133 |
9,155 |
|