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 |
10,430 |
10,334 |
-96 |
-0.9% |
10,137 |
High |
10,471 |
10,421 |
-50 |
-0.5% |
10,445 |
Low |
10,321 |
10,297 |
-24 |
-0.2% |
9,908 |
Close |
10,338 |
10,392 |
54 |
0.5% |
10,436 |
Range |
150 |
124 |
-26 |
-17.3% |
537 |
ATR |
173 |
170 |
-4 |
-2.0% |
0 |
Volume |
128,020 |
116,402 |
-11,618 |
-9.1% |
671,348 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,742 |
10,691 |
10,460 |
|
R3 |
10,618 |
10,567 |
10,426 |
|
R2 |
10,494 |
10,494 |
10,415 |
|
R1 |
10,443 |
10,443 |
10,403 |
10,469 |
PP |
10,370 |
10,370 |
10,370 |
10,383 |
S1 |
10,319 |
10,319 |
10,381 |
10,345 |
S2 |
10,246 |
10,246 |
10,369 |
|
S3 |
10,122 |
10,195 |
10,358 |
|
S4 |
9,998 |
10,071 |
10,324 |
|
|
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 |
10,020 |
451 |
4.3% |
157 |
1.5% |
82% |
False |
False |
127,826 |
10 |
10,471 |
9,908 |
563 |
5.4% |
173 |
1.7% |
86% |
False |
False |
136,683 |
20 |
10,624 |
9,908 |
716 |
6.9% |
174 |
1.7% |
68% |
False |
False |
132,978 |
40 |
10,685 |
9,908 |
777 |
7.5% |
168 |
1.6% |
62% |
False |
False |
133,089 |
60 |
10,685 |
9,506 |
1,179 |
11.3% |
174 |
1.7% |
75% |
False |
False |
139,407 |
80 |
10,685 |
9,506 |
1,179 |
11.3% |
191 |
1.8% |
75% |
False |
False |
107,372 |
100 |
11,144 |
9,506 |
1,638 |
15.8% |
198 |
1.9% |
54% |
False |
False |
85,923 |
120 |
11,144 |
9,506 |
1,638 |
15.8% |
179 |
1.7% |
54% |
False |
False |
71,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,948 |
2.618 |
10,746 |
1.618 |
10,622 |
1.000 |
10,545 |
0.618 |
10,498 |
HIGH |
10,421 |
0.618 |
10,374 |
0.500 |
10,359 |
0.382 |
10,344 |
LOW |
10,297 |
0.618 |
10,220 |
1.000 |
10,173 |
1.618 |
10,096 |
2.618 |
9,972 |
4.250 |
9,770 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,381 |
10,387 |
PP |
10,370 |
10,383 |
S1 |
10,359 |
10,378 |
|