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 |
1,867.50 |
1,857.25 |
-10.25 |
-0.5% |
1,790.75 |
High |
1,878.00 |
1,888.00 |
10.00 |
0.5% |
1,871.25 |
Low |
1,853.75 |
1,852.25 |
-1.50 |
-0.1% |
1,754.50 |
Close |
1,857.50 |
1,877.50 |
20.00 |
1.1% |
1,867.00 |
Range |
24.25 |
35.75 |
11.50 |
47.4% |
116.75 |
ATR |
36.72 |
36.65 |
-0.07 |
-0.2% |
0.00 |
Volume |
306,188 |
308,420 |
2,232 |
0.7% |
1,562,994 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.75 |
1,964.50 |
1,897.25 |
|
R3 |
1,944.00 |
1,928.75 |
1,887.25 |
|
R2 |
1,908.25 |
1,908.25 |
1,884.00 |
|
R1 |
1,893.00 |
1,893.00 |
1,880.75 |
1,900.50 |
PP |
1,872.50 |
1,872.50 |
1,872.50 |
1,876.50 |
S1 |
1,857.25 |
1,857.25 |
1,874.25 |
1,865.00 |
S2 |
1,836.75 |
1,836.75 |
1,871.00 |
|
S3 |
1,801.00 |
1,821.50 |
1,867.75 |
|
S4 |
1,765.25 |
1,785.75 |
1,857.75 |
|
|
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 |
1,888.00 |
1,770.50 |
117.50 |
6.3% |
36.00 |
1.9% |
91% |
True |
False |
312,191 |
10 |
1,888.00 |
1,744.00 |
144.00 |
7.7% |
37.50 |
2.0% |
93% |
True |
False |
324,924 |
20 |
1,898.00 |
1,744.00 |
154.00 |
8.2% |
37.25 |
2.0% |
87% |
False |
False |
315,314 |
40 |
1,918.00 |
1,744.00 |
174.00 |
9.3% |
36.50 |
1.9% |
77% |
False |
False |
314,577 |
60 |
1,941.00 |
1,698.00 |
243.00 |
12.9% |
38.00 |
2.0% |
74% |
False |
False |
320,557 |
80 |
1,941.00 |
1,698.00 |
243.00 |
12.9% |
41.75 |
2.2% |
74% |
False |
False |
247,005 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
44.50 |
2.4% |
50% |
False |
False |
197,660 |
120 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
40.50 |
2.2% |
50% |
False |
False |
164,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.00 |
2.618 |
1,981.50 |
1.618 |
1,945.75 |
1.000 |
1,923.75 |
0.618 |
1,910.00 |
HIGH |
1,888.00 |
0.618 |
1,874.25 |
0.500 |
1,870.00 |
0.382 |
1,866.00 |
LOW |
1,852.25 |
0.618 |
1,830.25 |
1.000 |
1,816.50 |
1.618 |
1,794.50 |
2.618 |
1,758.75 |
4.250 |
1,700.25 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,875.00 |
1,872.00 |
PP |
1,872.50 |
1,866.75 |
S1 |
1,870.00 |
1,861.25 |
|