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 |
10,310 |
10,430 |
120 |
1.2% |
10,137 |
High |
10,445 |
10,471 |
26 |
0.2% |
10,445 |
Low |
10,285 |
10,321 |
36 |
0.4% |
9,908 |
Close |
10,436 |
10,338 |
-98 |
-0.9% |
10,436 |
Range |
160 |
150 |
-10 |
-6.3% |
537 |
ATR |
175 |
173 |
-2 |
-1.0% |
0 |
Volume |
128,020 |
128,020 |
0 |
0.0% |
671,348 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,827 |
10,732 |
10,421 |
|
R3 |
10,677 |
10,582 |
10,379 |
|
R2 |
10,527 |
10,527 |
10,366 |
|
R1 |
10,432 |
10,432 |
10,352 |
10,405 |
PP |
10,377 |
10,377 |
10,377 |
10,363 |
S1 |
10,282 |
10,282 |
10,324 |
10,255 |
S2 |
10,227 |
10,227 |
10,311 |
|
S3 |
10,077 |
10,132 |
10,297 |
|
S4 |
9,927 |
9,982 |
10,256 |
|
|
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 |
10,471 |
9,908 |
563 |
5.4% |
163 |
1.6% |
76% |
True |
False |
137,069 |
10 |
10,471 |
9,908 |
563 |
5.4% |
179 |
1.7% |
76% |
True |
False |
141,185 |
20 |
10,665 |
9,908 |
757 |
7.3% |
176 |
1.7% |
57% |
False |
False |
133,547 |
40 |
10,685 |
9,908 |
777 |
7.5% |
170 |
1.6% |
55% |
False |
False |
132,764 |
60 |
10,685 |
9,506 |
1,179 |
11.4% |
174 |
1.7% |
71% |
False |
False |
139,587 |
80 |
10,735 |
9,506 |
1,229 |
11.9% |
193 |
1.9% |
68% |
False |
False |
105,918 |
100 |
11,144 |
9,506 |
1,638 |
15.8% |
199 |
1.9% |
51% |
False |
False |
84,759 |
120 |
11,144 |
9,506 |
1,638 |
15.8% |
178 |
1.7% |
51% |
False |
False |
70,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,109 |
2.618 |
10,864 |
1.618 |
10,714 |
1.000 |
10,621 |
0.618 |
10,564 |
HIGH |
10,471 |
0.618 |
10,414 |
0.500 |
10,396 |
0.382 |
10,378 |
LOW |
10,321 |
0.618 |
10,228 |
1.000 |
10,171 |
1.618 |
10,078 |
2.618 |
9,928 |
4.250 |
9,684 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,396 |
10,351 |
PP |
10,377 |
10,347 |
S1 |
10,357 |
10,342 |
|