Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,034 |
10,270 |
236 |
2.4% |
10,202 |
High |
10,280 |
10,319 |
39 |
0.4% |
10,286 |
Low |
10,020 |
10,231 |
211 |
2.1% |
9,914 |
Close |
10,272 |
10,309 |
37 |
0.4% |
10,141 |
Range |
260 |
88 |
-172 |
-66.2% |
372 |
ATR |
183 |
176 |
-7 |
-3.7% |
0 |
Volume |
154,684 |
112,005 |
-42,679 |
-27.6% |
726,867 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,550 |
10,518 |
10,358 |
|
R3 |
10,462 |
10,430 |
10,333 |
|
R2 |
10,374 |
10,374 |
10,325 |
|
R1 |
10,342 |
10,342 |
10,317 |
10,358 |
PP |
10,286 |
10,286 |
10,286 |
10,295 |
S1 |
10,254 |
10,254 |
10,301 |
10,270 |
S2 |
10,198 |
10,198 |
10,293 |
|
S3 |
10,110 |
10,166 |
10,285 |
|
S4 |
10,022 |
10,078 |
10,261 |
|
|
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 |
10,319 |
9,908 |
411 |
4.0% |
194 |
1.9% |
98% |
True |
False |
140,356 |
10 |
10,319 |
9,908 |
411 |
4.0% |
177 |
1.7% |
98% |
True |
False |
139,157 |
20 |
10,685 |
9,908 |
777 |
7.5% |
175 |
1.7% |
52% |
False |
False |
131,215 |
40 |
10,685 |
9,908 |
777 |
7.5% |
168 |
1.6% |
52% |
False |
False |
132,649 |
60 |
10,685 |
9,506 |
1,179 |
11.4% |
176 |
1.7% |
68% |
False |
False |
136,740 |
80 |
10,859 |
9,506 |
1,353 |
13.1% |
195 |
1.9% |
59% |
False |
False |
102,722 |
100 |
11,144 |
9,506 |
1,638 |
15.9% |
197 |
1.9% |
49% |
False |
False |
82,199 |
120 |
11,144 |
9,506 |
1,638 |
15.9% |
176 |
1.7% |
49% |
False |
False |
68,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,693 |
2.618 |
10,550 |
1.618 |
10,462 |
1.000 |
10,407 |
0.618 |
10,374 |
HIGH |
10,319 |
0.618 |
10,286 |
0.500 |
10,275 |
0.382 |
10,265 |
LOW |
10,231 |
0.618 |
10,177 |
1.000 |
10,143 |
1.618 |
10,089 |
2.618 |
10,001 |
4.250 |
9,857 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,298 |
10,244 |
PP |
10,286 |
10,179 |
S1 |
10,275 |
10,114 |
|