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 |
6,104.0 |
6,144.0 |
40.0 |
0.7% |
5,977.0 |
High |
6,182.0 |
6,234.5 |
52.5 |
0.8% |
6,179.5 |
Low |
6,063.0 |
6,132.5 |
69.5 |
1.1% |
5,816.0 |
Close |
6,169.0 |
6,214.0 |
45.0 |
0.7% |
6,129.0 |
Range |
119.0 |
102.0 |
-17.0 |
-14.3% |
363.5 |
ATR |
106.8 |
106.5 |
-0.3 |
-0.3% |
0.0 |
Volume |
160,586 |
131,092 |
-29,494 |
-18.4% |
585,325 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,499.7 |
6,458.8 |
6,270.1 |
|
R3 |
6,397.7 |
6,356.8 |
6,242.1 |
|
R2 |
6,295.7 |
6,295.7 |
6,232.7 |
|
R1 |
6,254.8 |
6,254.8 |
6,223.4 |
6,275.3 |
PP |
6,193.7 |
6,193.7 |
6,193.7 |
6,203.9 |
S1 |
6,152.8 |
6,152.8 |
6,204.7 |
6,173.3 |
S2 |
6,091.7 |
6,091.7 |
6,195.3 |
|
S3 |
5,989.7 |
6,050.8 |
6,186.0 |
|
S4 |
5,887.7 |
5,948.8 |
6,157.9 |
|
|
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 |
6,234.5 |
6,063.0 |
171.5 |
2.8% |
83.5 |
1.3% |
88% |
True |
False |
94,256 |
10 |
6,234.5 |
5,816.0 |
418.5 |
6.7% |
104.9 |
1.7% |
95% |
True |
False |
109,090 |
20 |
6,234.5 |
5,816.0 |
418.5 |
6.7% |
104.1 |
1.7% |
95% |
True |
False |
117,840 |
40 |
6,391.5 |
5,816.0 |
575.5 |
9.3% |
107.7 |
1.7% |
69% |
False |
False |
121,403 |
60 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
109.7 |
1.8% |
70% |
False |
False |
127,696 |
80 |
6,391.5 |
5,615.0 |
776.5 |
12.5% |
117.0 |
1.9% |
77% |
False |
False |
98,419 |
100 |
6,391.5 |
5,593.5 |
798.0 |
12.8% |
125.2 |
2.0% |
78% |
False |
False |
78,827 |
120 |
6,391.5 |
5,593.5 |
798.0 |
12.8% |
114.9 |
1.8% |
78% |
False |
False |
65,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,668.0 |
2.618 |
6,501.5 |
1.618 |
6,399.5 |
1.000 |
6,336.5 |
0.618 |
6,297.5 |
HIGH |
6,234.5 |
0.618 |
6,195.5 |
0.500 |
6,183.5 |
0.382 |
6,171.5 |
LOW |
6,132.5 |
0.618 |
6,069.5 |
1.000 |
6,030.5 |
1.618 |
5,967.5 |
2.618 |
5,865.5 |
4.250 |
5,699.0 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,203.8 |
6,192.3 |
PP |
6,193.7 |
6,170.5 |
S1 |
6,183.5 |
6,148.8 |
|