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 |
6,175.0 |
6,152.5 |
-22.5 |
-0.4% |
5,977.0 |
High |
6,176.0 |
6,152.5 |
-23.5 |
-0.4% |
6,179.5 |
Low |
6,142.0 |
6,082.0 |
-60.0 |
-1.0% |
5,816.0 |
Close |
6,150.0 |
6,122.0 |
-28.0 |
-0.5% |
6,129.0 |
Range |
34.0 |
70.5 |
36.5 |
107.4% |
363.5 |
ATR |
108.6 |
105.9 |
-2.7 |
-2.5% |
0.0 |
Volume |
47,281 |
0 |
-47,281 |
-100.0% |
585,325 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,330.3 |
6,296.7 |
6,160.8 |
|
R3 |
6,259.8 |
6,226.2 |
6,141.4 |
|
R2 |
6,189.3 |
6,189.3 |
6,134.9 |
|
R1 |
6,155.7 |
6,155.7 |
6,128.5 |
6,137.3 |
PP |
6,118.8 |
6,118.8 |
6,118.8 |
6,109.6 |
S1 |
6,085.2 |
6,085.2 |
6,115.5 |
6,066.8 |
S2 |
6,048.3 |
6,048.3 |
6,109.1 |
|
S3 |
5,977.8 |
6,014.7 |
6,102.6 |
|
S4 |
5,907.3 |
5,944.2 |
6,083.2 |
|
|
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 |
5,876.0 |
303.5 |
5.0% |
93.1 |
1.5% |
81% |
False |
False |
95,519 |
10 |
6,179.5 |
5,816.0 |
363.5 |
5.9% |
102.9 |
1.7% |
84% |
False |
False |
109,154 |
20 |
6,277.0 |
5,816.0 |
461.0 |
7.5% |
103.6 |
1.7% |
66% |
False |
False |
116,772 |
40 |
6,391.5 |
5,816.0 |
575.5 |
9.4% |
107.5 |
1.8% |
53% |
False |
False |
120,745 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.6% |
109.7 |
1.8% |
54% |
False |
False |
124,986 |
80 |
6,391.5 |
5,615.0 |
776.5 |
12.7% |
117.3 |
1.9% |
65% |
False |
False |
94,790 |
100 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
124.5 |
2.0% |
66% |
False |
False |
75,918 |
120 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
114.5 |
1.9% |
66% |
False |
False |
63,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,452.1 |
2.618 |
6,337.1 |
1.618 |
6,266.6 |
1.000 |
6,223.0 |
0.618 |
6,196.1 |
HIGH |
6,152.5 |
0.618 |
6,125.6 |
0.500 |
6,117.3 |
0.382 |
6,108.9 |
LOW |
6,082.0 |
0.618 |
6,038.4 |
1.000 |
6,011.5 |
1.618 |
5,967.9 |
2.618 |
5,897.4 |
4.250 |
5,782.4 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,120.4 |
6,130.8 |
PP |
6,118.8 |
6,127.8 |
S1 |
6,117.3 |
6,124.9 |
|