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 |
1,838.75 |
1,867.50 |
28.75 |
1.6% |
1,790.75 |
High |
1,871.25 |
1,878.00 |
6.75 |
0.4% |
1,871.25 |
Low |
1,834.50 |
1,853.75 |
19.25 |
1.0% |
1,754.50 |
Close |
1,867.00 |
1,857.50 |
-9.50 |
-0.5% |
1,867.00 |
Range |
36.75 |
24.25 |
-12.50 |
-34.0% |
116.75 |
ATR |
37.68 |
36.72 |
-0.96 |
-2.5% |
0.00 |
Volume |
306,188 |
306,188 |
0 |
0.0% |
1,562,994 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.75 |
1,921.00 |
1,870.75 |
|
R3 |
1,911.50 |
1,896.75 |
1,864.25 |
|
R2 |
1,887.25 |
1,887.25 |
1,862.00 |
|
R1 |
1,872.50 |
1,872.50 |
1,859.75 |
1,867.75 |
PP |
1,863.00 |
1,863.00 |
1,863.00 |
1,860.75 |
S1 |
1,848.25 |
1,848.25 |
1,855.25 |
1,843.50 |
S2 |
1,838.75 |
1,838.75 |
1,853.00 |
|
S3 |
1,814.50 |
1,824.00 |
1,850.75 |
|
S4 |
1,790.25 |
1,799.75 |
1,844.25 |
|
|
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 |
1,878.00 |
1,754.50 |
123.50 |
6.6% |
34.25 |
1.8% |
83% |
True |
False |
322,666 |
10 |
1,878.00 |
1,744.00 |
134.00 |
7.2% |
38.25 |
2.1% |
85% |
True |
False |
325,856 |
20 |
1,914.00 |
1,744.00 |
170.00 |
9.2% |
37.25 |
2.0% |
67% |
False |
False |
317,126 |
40 |
1,918.00 |
1,744.00 |
174.00 |
9.4% |
36.50 |
2.0% |
65% |
False |
False |
312,827 |
60 |
1,941.00 |
1,698.00 |
243.00 |
13.1% |
38.00 |
2.0% |
66% |
False |
False |
319,714 |
80 |
1,948.50 |
1,698.00 |
250.50 |
13.5% |
42.25 |
2.3% |
64% |
False |
False |
243,152 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
44.50 |
2.4% |
45% |
False |
False |
194,578 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.3% |
40.50 |
2.2% |
45% |
False |
False |
162,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,981.00 |
2.618 |
1,941.50 |
1.618 |
1,917.25 |
1.000 |
1,902.25 |
0.618 |
1,893.00 |
HIGH |
1,878.00 |
0.618 |
1,868.75 |
0.500 |
1,866.00 |
0.382 |
1,863.00 |
LOW |
1,853.75 |
0.618 |
1,838.75 |
1.000 |
1,829.50 |
1.618 |
1,814.50 |
2.618 |
1,790.25 |
4.250 |
1,750.75 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,866.00 |
1,853.50 |
PP |
1,863.00 |
1,849.50 |
S1 |
1,860.25 |
1,845.50 |
|