Trading Metrics calculated at close of trading on 06-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
6,097.0 |
6,175.0 |
78.0 |
1.3% |
5,977.0 |
High |
6,179.5 |
6,176.0 |
-3.5 |
-0.1% |
6,179.5 |
Low |
6,087.5 |
6,142.0 |
54.5 |
0.9% |
5,816.0 |
Close |
6,129.0 |
6,150.0 |
21.0 |
0.3% |
6,129.0 |
Range |
92.0 |
34.0 |
-58.0 |
-63.0% |
363.5 |
ATR |
113.3 |
108.6 |
-4.7 |
-4.2% |
0.0 |
Volume |
132,324 |
47,281 |
-85,043 |
-64.3% |
585,325 |
|
Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,258.0 |
6,238.0 |
6,168.7 |
|
R3 |
6,224.0 |
6,204.0 |
6,159.4 |
|
R2 |
6,190.0 |
6,190.0 |
6,156.2 |
|
R1 |
6,170.0 |
6,170.0 |
6,153.1 |
6,163.0 |
PP |
6,156.0 |
6,156.0 |
6,156.0 |
6,152.5 |
S1 |
6,136.0 |
6,136.0 |
6,146.9 |
6,129.0 |
S2 |
6,122.0 |
6,122.0 |
6,143.8 |
|
S3 |
6,088.0 |
6,102.0 |
6,140.7 |
|
S4 |
6,054.0 |
6,068.0 |
6,131.3 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,132.0 |
6,994.0 |
6,328.9 |
|
R3 |
6,768.5 |
6,630.5 |
6,229.0 |
|
R2 |
6,405.0 |
6,405.0 |
6,195.6 |
|
R1 |
6,267.0 |
6,267.0 |
6,162.3 |
6,336.0 |
PP |
6,041.5 |
6,041.5 |
6,041.5 |
6,076.0 |
S1 |
5,903.5 |
5,903.5 |
6,095.7 |
5,972.5 |
S2 |
5,678.0 |
5,678.0 |
6,062.4 |
|
S3 |
5,314.5 |
5,540.0 |
6,029.0 |
|
S4 |
4,951.0 |
5,176.5 |
5,929.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,179.5 |
5,816.0 |
363.5 |
5.9% |
103.0 |
1.7% |
92% |
False |
False |
126,521 |
10 |
6,179.5 |
5,816.0 |
363.5 |
5.9% |
108.0 |
1.8% |
92% |
False |
False |
126,303 |
20 |
6,342.0 |
5,816.0 |
526.0 |
8.6% |
104.6 |
1.7% |
63% |
False |
False |
122,719 |
40 |
6,391.5 |
5,816.0 |
575.5 |
9.4% |
109.1 |
1.8% |
58% |
False |
False |
124,251 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.5% |
109.6 |
1.8% |
59% |
False |
False |
125,560 |
80 |
6,391.5 |
5,615.0 |
776.5 |
12.6% |
118.5 |
1.9% |
69% |
False |
False |
94,796 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
124.4 |
2.0% |
70% |
False |
False |
75,921 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
114.3 |
1.9% |
70% |
False |
False |
63,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,320.5 |
2.618 |
6,265.0 |
1.618 |
6,231.0 |
1.000 |
6,210.0 |
0.618 |
6,197.0 |
HIGH |
6,176.0 |
0.618 |
6,163.0 |
0.500 |
6,159.0 |
0.382 |
6,155.0 |
LOW |
6,142.0 |
0.618 |
6,121.0 |
1.000 |
6,108.0 |
1.618 |
6,087.0 |
2.618 |
6,053.0 |
4.250 |
5,997.5 |
|
|
Fisher Pivots for day following 06-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,159.0 |
6,138.7 |
PP |
6,156.0 |
6,127.3 |
S1 |
6,153.0 |
6,116.0 |
|