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 |
10,270 |
10,310 |
40 |
0.4% |
10,137 |
High |
10,319 |
10,445 |
126 |
1.2% |
10,445 |
Low |
10,231 |
10,285 |
54 |
0.5% |
9,908 |
Close |
10,309 |
10,436 |
127 |
1.2% |
10,436 |
Range |
88 |
160 |
72 |
81.8% |
537 |
ATR |
176 |
175 |
-1 |
-0.6% |
0 |
Volume |
112,005 |
128,020 |
16,015 |
14.3% |
671,348 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,869 |
10,812 |
10,524 |
|
R3 |
10,709 |
10,652 |
10,480 |
|
R2 |
10,549 |
10,549 |
10,465 |
|
R1 |
10,492 |
10,492 |
10,451 |
10,521 |
PP |
10,389 |
10,389 |
10,389 |
10,403 |
S1 |
10,332 |
10,332 |
10,421 |
10,361 |
S2 |
10,229 |
10,229 |
10,407 |
|
S3 |
10,069 |
10,172 |
10,392 |
|
S4 |
9,909 |
10,012 |
10,348 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,874 |
11,692 |
10,731 |
|
R3 |
11,337 |
11,155 |
10,584 |
|
R2 |
10,800 |
10,800 |
10,535 |
|
R1 |
10,618 |
10,618 |
10,485 |
10,709 |
PP |
10,263 |
10,263 |
10,263 |
10,309 |
S1 |
10,081 |
10,081 |
10,387 |
10,172 |
S2 |
9,726 |
9,726 |
10,338 |
|
S3 |
9,189 |
9,544 |
10,288 |
|
S4 |
8,652 |
9,007 |
10,141 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,445 |
9,908 |
537 |
5.1% |
181 |
1.7% |
98% |
True |
False |
134,269 |
10 |
10,445 |
9,908 |
537 |
5.1% |
179 |
1.7% |
98% |
True |
False |
139,821 |
20 |
10,682 |
9,908 |
774 |
7.4% |
173 |
1.7% |
68% |
False |
False |
130,646 |
40 |
10,685 |
9,908 |
777 |
7.4% |
169 |
1.6% |
68% |
False |
False |
132,264 |
60 |
10,685 |
9,506 |
1,179 |
11.3% |
174 |
1.7% |
79% |
False |
False |
138,647 |
80 |
10,859 |
9,506 |
1,353 |
13.0% |
194 |
1.9% |
69% |
False |
False |
104,321 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
198 |
1.9% |
57% |
False |
False |
83,479 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
177 |
1.7% |
57% |
False |
False |
69,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,125 |
2.618 |
10,864 |
1.618 |
10,704 |
1.000 |
10,605 |
0.618 |
10,544 |
HIGH |
10,445 |
0.618 |
10,384 |
0.500 |
10,365 |
0.382 |
10,346 |
LOW |
10,285 |
0.618 |
10,186 |
1.000 |
10,125 |
1.618 |
10,026 |
2.618 |
9,866 |
4.250 |
9,605 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,412 |
10,368 |
PP |
10,389 |
10,300 |
S1 |
10,365 |
10,233 |
|