Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,768.50 |
1,773.25 |
4.75 |
0.3% |
1,824.75 |
High |
1,781.75 |
1,825.00 |
43.25 |
2.4% |
1,842.75 |
Low |
1,754.50 |
1,770.50 |
16.00 |
0.9% |
1,744.00 |
Close |
1,766.50 |
1,820.00 |
53.50 |
3.0% |
1,789.25 |
Range |
27.25 |
54.50 |
27.25 |
100.0% |
98.75 |
ATR |
36.94 |
38.48 |
1.54 |
4.2% |
0.00 |
Volume |
360,795 |
389,294 |
28,499 |
7.9% |
1,664,513 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.75 |
1,948.75 |
1,850.00 |
|
R3 |
1,914.25 |
1,894.25 |
1,835.00 |
|
R2 |
1,859.75 |
1,859.75 |
1,830.00 |
|
R1 |
1,839.75 |
1,839.75 |
1,825.00 |
1,849.75 |
PP |
1,805.25 |
1,805.25 |
1,805.25 |
1,810.00 |
S1 |
1,785.25 |
1,785.25 |
1,815.00 |
1,795.25 |
S2 |
1,750.75 |
1,750.75 |
1,810.00 |
|
S3 |
1,696.25 |
1,730.75 |
1,805.00 |
|
S4 |
1,641.75 |
1,676.25 |
1,790.00 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.25 |
2,037.50 |
1,843.50 |
|
R3 |
1,989.50 |
1,938.75 |
1,816.50 |
|
R2 |
1,890.75 |
1,890.75 |
1,807.25 |
|
R1 |
1,840.00 |
1,840.00 |
1,798.25 |
1,816.00 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,780.00 |
S1 |
1,741.25 |
1,741.25 |
1,780.25 |
1,717.25 |
S2 |
1,693.25 |
1,693.25 |
1,771.25 |
|
S3 |
1,594.50 |
1,642.50 |
1,762.00 |
|
S4 |
1,495.75 |
1,543.75 |
1,735.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,825.00 |
1,744.00 |
81.00 |
4.5% |
41.50 |
2.3% |
94% |
True |
False |
344,680 |
10 |
1,850.50 |
1,744.00 |
106.50 |
5.9% |
39.25 |
2.2% |
71% |
False |
False |
328,123 |
20 |
1,918.00 |
1,744.00 |
174.00 |
9.6% |
36.50 |
2.0% |
44% |
False |
False |
313,034 |
40 |
1,918.00 |
1,744.00 |
174.00 |
9.6% |
36.25 |
2.0% |
44% |
False |
False |
311,798 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
39.00 |
2.1% |
50% |
False |
False |
309,548 |
80 |
1,980.00 |
1,698.00 |
282.00 |
15.5% |
43.00 |
2.4% |
43% |
False |
False |
232,371 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
44.25 |
2.4% |
34% |
False |
False |
185,949 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
39.75 |
2.2% |
34% |
False |
False |
154,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.50 |
2.618 |
1,967.75 |
1.618 |
1,913.25 |
1.000 |
1,879.50 |
0.618 |
1,858.75 |
HIGH |
1,825.00 |
0.618 |
1,804.25 |
0.500 |
1,797.75 |
0.382 |
1,791.25 |
LOW |
1,770.50 |
0.618 |
1,736.75 |
1.000 |
1,716.00 |
1.618 |
1,682.25 |
2.618 |
1,627.75 |
4.250 |
1,539.00 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,812.50 |
1,810.00 |
PP |
1,805.25 |
1,799.75 |
S1 |
1,797.75 |
1,789.75 |
|