Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,452.5 |
5,426.0 |
-26.5 |
-0.5% |
5,136.0 |
High |
5,459.0 |
5,426.5 |
-32.5 |
-0.6% |
5,452.0 |
Low |
5,427.5 |
5,376.0 |
-51.5 |
-0.9% |
5,123.5 |
Close |
5,430.0 |
5,411.5 |
-18.5 |
-0.3% |
5,417.0 |
Range |
31.5 |
50.5 |
19.0 |
60.3% |
328.5 |
ATR |
94.7 |
91.8 |
-2.9 |
-3.1% |
0.0 |
Volume |
34,020 |
112,134 |
78,114 |
229.6% |
430,348 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,556.0 |
5,534.5 |
5,439.5 |
|
R3 |
5,505.5 |
5,484.0 |
5,425.5 |
|
R2 |
5,455.0 |
5,455.0 |
5,421.0 |
|
R1 |
5,433.5 |
5,433.5 |
5,416.0 |
5,419.0 |
PP |
5,404.5 |
5,404.5 |
5,404.5 |
5,397.5 |
S1 |
5,383.0 |
5,383.0 |
5,407.0 |
5,368.5 |
S2 |
5,354.0 |
5,354.0 |
5,402.0 |
|
S3 |
5,303.5 |
5,332.5 |
5,397.5 |
|
S4 |
5,253.0 |
5,282.0 |
5,383.5 |
|
|
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 |
5,459.0 |
5,220.0 |
239.0 |
4.4% |
74.0 |
1.4% |
80% |
False |
False |
90,970 |
10 |
5,459.0 |
5,062.0 |
397.0 |
7.3% |
85.5 |
1.6% |
88% |
False |
False |
95,099 |
20 |
5,459.0 |
5,062.0 |
397.0 |
7.3% |
87.5 |
1.6% |
88% |
False |
False |
93,745 |
40 |
5,459.0 |
5,056.5 |
402.5 |
7.4% |
90.0 |
1.7% |
88% |
False |
False |
92,178 |
60 |
5,459.0 |
4,757.0 |
702.0 |
13.0% |
93.0 |
1.7% |
93% |
False |
False |
101,168 |
80 |
5,459.0 |
4,757.0 |
702.0 |
13.0% |
98.5 |
1.8% |
93% |
False |
False |
77,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,641.0 |
2.618 |
5,558.5 |
1.618 |
5,508.0 |
1.000 |
5,477.0 |
0.618 |
5,457.5 |
HIGH |
5,426.5 |
0.618 |
5,407.0 |
0.500 |
5,401.0 |
0.382 |
5,395.5 |
LOW |
5,376.0 |
0.618 |
5,345.0 |
1.000 |
5,325.5 |
1.618 |
5,294.5 |
2.618 |
5,244.0 |
4.250 |
5,161.5 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,408.0 |
5,414.0 |
PP |
5,404.5 |
5,413.0 |
S1 |
5,401.0 |
5,412.0 |
|