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 |
5,341.0 |
5,379.0 |
38.0 |
0.7% |
5,136.0 |
High |
5,394.0 |
5,452.0 |
58.0 |
1.1% |
5,452.0 |
Low |
5,338.0 |
5,368.5 |
30.5 |
0.6% |
5,123.5 |
Close |
5,368.0 |
5,417.0 |
49.0 |
0.9% |
5,417.0 |
Range |
56.0 |
83.5 |
27.5 |
49.1% |
328.5 |
ATR |
99.9 |
98.8 |
-1.1 |
-1.1% |
0.0 |
Volume |
79,517 |
102,069 |
22,552 |
28.4% |
430,348 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,663.0 |
5,623.5 |
5,463.0 |
|
R3 |
5,579.5 |
5,540.0 |
5,440.0 |
|
R2 |
5,496.0 |
5,496.0 |
5,432.5 |
|
R1 |
5,456.5 |
5,456.5 |
5,424.5 |
5,476.0 |
PP |
5,412.5 |
5,412.5 |
5,412.5 |
5,422.5 |
S1 |
5,373.0 |
5,373.0 |
5,409.5 |
5,393.0 |
S2 |
5,329.0 |
5,329.0 |
5,401.5 |
|
S3 |
5,245.5 |
5,289.5 |
5,394.0 |
|
S4 |
5,162.0 |
5,206.0 |
5,371.0 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,316.5 |
6,195.0 |
5,597.5 |
|
R3 |
5,988.0 |
5,866.5 |
5,507.5 |
|
R2 |
5,659.5 |
5,659.5 |
5,477.0 |
|
R1 |
5,538.0 |
5,538.0 |
5,447.0 |
5,599.0 |
PP |
5,331.0 |
5,331.0 |
5,331.0 |
5,361.0 |
S1 |
5,209.5 |
5,209.5 |
5,387.0 |
5,270.0 |
S2 |
5,002.5 |
5,002.5 |
5,357.0 |
|
S3 |
4,674.0 |
4,881.0 |
5,326.5 |
|
S4 |
4,345.5 |
4,552.5 |
5,236.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,452.0 |
5,114.5 |
337.5 |
6.2% |
103.5 |
1.9% |
90% |
True |
False |
107,096 |
10 |
5,452.0 |
5,062.0 |
390.0 |
7.2% |
95.0 |
1.8% |
91% |
True |
False |
97,267 |
20 |
5,452.0 |
5,062.0 |
390.0 |
7.2% |
91.0 |
1.7% |
91% |
True |
False |
94,470 |
40 |
5,452.0 |
5,056.5 |
395.5 |
7.3% |
91.5 |
1.7% |
91% |
True |
False |
93,072 |
60 |
5,452.0 |
4,757.0 |
695.0 |
12.8% |
95.5 |
1.8% |
95% |
True |
False |
99,919 |
80 |
5,452.0 |
4,757.0 |
695.0 |
12.8% |
99.0 |
1.8% |
95% |
True |
False |
75,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,807.0 |
2.618 |
5,670.5 |
1.618 |
5,587.0 |
1.000 |
5,535.5 |
0.618 |
5,503.5 |
HIGH |
5,452.0 |
0.618 |
5,420.0 |
0.500 |
5,410.0 |
0.382 |
5,400.5 |
LOW |
5,368.5 |
0.618 |
5,317.0 |
1.000 |
5,285.0 |
1.618 |
5,233.5 |
2.618 |
5,150.0 |
4.250 |
5,013.5 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,415.0 |
5,390.0 |
PP |
5,412.5 |
5,363.0 |
S1 |
5,410.0 |
5,336.0 |
|