Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,334 |
10,390 |
56 |
0.5% |
10,137 |
High |
10,421 |
10,484 |
63 |
0.6% |
10,445 |
Low |
10,297 |
10,369 |
72 |
0.7% |
9,908 |
Close |
10,392 |
10,404 |
12 |
0.1% |
10,436 |
Range |
124 |
115 |
-9 |
-7.3% |
537 |
ATR |
170 |
166 |
-4 |
-2.3% |
0 |
Volume |
116,402 |
86,316 |
-30,086 |
-25.8% |
671,348 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,764 |
10,699 |
10,467 |
|
R3 |
10,649 |
10,584 |
10,436 |
|
R2 |
10,534 |
10,534 |
10,425 |
|
R1 |
10,469 |
10,469 |
10,415 |
10,502 |
PP |
10,419 |
10,419 |
10,419 |
10,435 |
S1 |
10,354 |
10,354 |
10,394 |
10,387 |
S2 |
10,304 |
10,304 |
10,383 |
|
S3 |
10,189 |
10,239 |
10,373 |
|
S4 |
10,074 |
10,124 |
10,341 |
|
|
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 |
10,484 |
10,231 |
253 |
2.4% |
128 |
1.2% |
68% |
True |
False |
114,152 |
10 |
10,484 |
9,908 |
576 |
5.5% |
168 |
1.6% |
86% |
True |
False |
130,662 |
20 |
10,484 |
9,908 |
576 |
5.5% |
165 |
1.6% |
86% |
True |
False |
129,854 |
40 |
10,685 |
9,908 |
777 |
7.5% |
168 |
1.6% |
64% |
False |
False |
131,947 |
60 |
10,685 |
9,506 |
1,179 |
11.3% |
172 |
1.7% |
76% |
False |
False |
138,567 |
80 |
10,685 |
9,506 |
1,179 |
11.3% |
190 |
1.8% |
76% |
False |
False |
108,449 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
198 |
1.9% |
55% |
False |
False |
86,785 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
178 |
1.7% |
55% |
False |
False |
72,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,973 |
2.618 |
10,785 |
1.618 |
10,670 |
1.000 |
10,599 |
0.618 |
10,555 |
HIGH |
10,484 |
0.618 |
10,440 |
0.500 |
10,427 |
0.382 |
10,413 |
LOW |
10,369 |
0.618 |
10,298 |
1.000 |
10,254 |
1.618 |
10,183 |
2.618 |
10,068 |
4.250 |
9,880 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,427 |
10,400 |
PP |
10,419 |
10,395 |
S1 |
10,412 |
10,391 |
|