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 |
9,983 |
10,034 |
51 |
0.5% |
10,202 |
High |
10,066 |
10,280 |
214 |
2.1% |
10,286 |
Low |
9,908 |
10,020 |
112 |
1.1% |
9,914 |
Close |
10,006 |
10,272 |
266 |
2.7% |
10,141 |
Range |
158 |
260 |
102 |
64.6% |
372 |
ATR |
176 |
183 |
7 |
4.0% |
0 |
Volume |
162,619 |
154,684 |
-7,935 |
-4.9% |
726,867 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,971 |
10,881 |
10,415 |
|
R3 |
10,711 |
10,621 |
10,344 |
|
R2 |
10,451 |
10,451 |
10,320 |
|
R1 |
10,361 |
10,361 |
10,296 |
10,406 |
PP |
10,191 |
10,191 |
10,191 |
10,213 |
S1 |
10,101 |
10,101 |
10,248 |
10,146 |
S2 |
9,931 |
9,931 |
10,224 |
|
S3 |
9,671 |
9,841 |
10,201 |
|
S4 |
9,411 |
9,581 |
10,129 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,230 |
11,057 |
10,346 |
|
R3 |
10,858 |
10,685 |
10,243 |
|
R2 |
10,486 |
10,486 |
10,209 |
|
R1 |
10,313 |
10,313 |
10,175 |
10,214 |
PP |
10,114 |
10,114 |
10,114 |
10,064 |
S1 |
9,941 |
9,941 |
10,107 |
9,842 |
S2 |
9,742 |
9,742 |
10,073 |
|
S3 |
9,370 |
9,569 |
10,039 |
|
S4 |
8,998 |
9,197 |
9,937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,280 |
9,908 |
372 |
3.6% |
208 |
2.0% |
98% |
True |
False |
147,171 |
10 |
10,425 |
9,908 |
517 |
5.0% |
191 |
1.9% |
70% |
False |
False |
142,923 |
20 |
10,685 |
9,908 |
777 |
7.6% |
176 |
1.7% |
47% |
False |
False |
129,780 |
40 |
10,685 |
9,908 |
777 |
7.6% |
169 |
1.6% |
47% |
False |
False |
133,970 |
60 |
10,685 |
9,506 |
1,179 |
11.5% |
178 |
1.7% |
65% |
False |
False |
134,930 |
80 |
10,859 |
9,506 |
1,353 |
13.2% |
196 |
1.9% |
57% |
False |
False |
101,325 |
100 |
11,144 |
9,506 |
1,638 |
15.9% |
197 |
1.9% |
47% |
False |
False |
81,080 |
120 |
11,144 |
9,506 |
1,638 |
15.9% |
176 |
1.7% |
47% |
False |
False |
67,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,385 |
2.618 |
10,961 |
1.618 |
10,701 |
1.000 |
10,540 |
0.618 |
10,441 |
HIGH |
10,280 |
0.618 |
10,181 |
0.500 |
10,150 |
0.382 |
10,119 |
LOW |
10,020 |
0.618 |
9,859 |
1.000 |
9,760 |
1.618 |
9,599 |
2.618 |
9,339 |
4.250 |
8,915 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,231 |
10,213 |
PP |
10,191 |
10,153 |
S1 |
10,150 |
10,094 |
|