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 |
1,820.50 |
1,838.75 |
18.25 |
1.0% |
1,790.75 |
High |
1,841.25 |
1,871.25 |
30.00 |
1.6% |
1,871.25 |
Low |
1,813.00 |
1,834.50 |
21.50 |
1.2% |
1,754.50 |
Close |
1,837.25 |
1,867.00 |
29.75 |
1.6% |
1,867.00 |
Range |
28.25 |
36.75 |
8.50 |
30.1% |
116.75 |
ATR |
37.75 |
37.68 |
-0.07 |
-0.2% |
0.00 |
Volume |
250,865 |
306,188 |
55,323 |
22.1% |
1,562,994 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.75 |
1,954.25 |
1,887.25 |
|
R3 |
1,931.00 |
1,917.50 |
1,877.00 |
|
R2 |
1,894.25 |
1,894.25 |
1,873.75 |
|
R1 |
1,880.75 |
1,880.75 |
1,870.25 |
1,887.50 |
PP |
1,857.50 |
1,857.50 |
1,857.50 |
1,861.00 |
S1 |
1,844.00 |
1,844.00 |
1,863.75 |
1,850.75 |
S2 |
1,820.75 |
1,820.75 |
1,860.25 |
|
S3 |
1,784.00 |
1,807.25 |
1,857.00 |
|
S4 |
1,747.25 |
1,770.50 |
1,846.75 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,181.25 |
2,140.75 |
1,931.25 |
|
R3 |
2,064.50 |
2,024.00 |
1,899.00 |
|
R2 |
1,947.75 |
1,947.75 |
1,888.50 |
|
R1 |
1,907.25 |
1,907.25 |
1,877.75 |
1,927.50 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,841.00 |
S1 |
1,790.50 |
1,790.50 |
1,856.25 |
1,810.75 |
S2 |
1,714.25 |
1,714.25 |
1,845.50 |
|
S3 |
1,597.50 |
1,673.75 |
1,835.00 |
|
S4 |
1,480.75 |
1,557.00 |
1,802.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,871.25 |
1,754.50 |
116.75 |
6.3% |
36.75 |
2.0% |
96% |
True |
False |
312,598 |
10 |
1,871.25 |
1,744.00 |
127.25 |
6.8% |
39.50 |
2.1% |
97% |
True |
False |
322,750 |
20 |
1,918.00 |
1,744.00 |
174.00 |
9.3% |
37.00 |
2.0% |
71% |
False |
False |
311,034 |
40 |
1,918.00 |
1,744.00 |
174.00 |
9.3% |
36.50 |
2.0% |
71% |
False |
False |
310,369 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.0% |
38.25 |
2.0% |
70% |
False |
False |
318,179 |
80 |
1,980.00 |
1,698.00 |
282.00 |
15.1% |
42.50 |
2.3% |
60% |
False |
False |
239,327 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.2% |
44.50 |
2.4% |
47% |
False |
False |
191,518 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.2% |
40.25 |
2.2% |
47% |
False |
False |
159,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.50 |
2.618 |
1,967.50 |
1.618 |
1,930.75 |
1.000 |
1,908.00 |
0.618 |
1,894.00 |
HIGH |
1,871.25 |
0.618 |
1,857.25 |
0.500 |
1,853.00 |
0.382 |
1,848.50 |
LOW |
1,834.50 |
0.618 |
1,811.75 |
1.000 |
1,797.75 |
1.618 |
1,775.00 |
2.618 |
1,738.25 |
4.250 |
1,678.25 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,862.25 |
1,851.50 |
PP |
1,857.50 |
1,836.25 |
S1 |
1,853.00 |
1,821.00 |
|