Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,238.7 |
1,250.3 |
11.6 |
0.9% |
1,229.2 |
High |
1,251.8 |
1,256.6 |
4.8 |
0.4% |
1,246.0 |
Low |
1,233.5 |
1,244.1 |
10.6 |
0.9% |
1,211.7 |
Close |
1,250.3 |
1,248.1 |
-2.2 |
-0.2% |
1,237.9 |
Range |
18.3 |
12.5 |
-5.8 |
-31.7% |
34.3 |
ATR |
14.3 |
14.2 |
-0.1 |
-0.9% |
0.0 |
Volume |
100,976 |
96,686 |
-4,290 |
-4.2% |
433,849 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.1 |
1,280.1 |
1,255.0 |
|
R3 |
1,274.6 |
1,267.6 |
1,251.5 |
|
R2 |
1,262.1 |
1,262.1 |
1,250.4 |
|
R1 |
1,255.1 |
1,255.1 |
1,249.2 |
1,252.4 |
PP |
1,249.6 |
1,249.6 |
1,249.6 |
1,248.2 |
S1 |
1,242.6 |
1,242.6 |
1,247.0 |
1,239.9 |
S2 |
1,237.1 |
1,237.1 |
1,245.8 |
|
S3 |
1,224.6 |
1,230.1 |
1,244.7 |
|
S4 |
1,212.1 |
1,217.6 |
1,241.2 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.8 |
1,320.6 |
1,256.8 |
|
R3 |
1,300.5 |
1,286.3 |
1,247.3 |
|
R2 |
1,266.2 |
1,266.2 |
1,244.2 |
|
R1 |
1,252.0 |
1,252.0 |
1,241.0 |
1,259.1 |
PP |
1,231.9 |
1,231.9 |
1,231.9 |
1,235.4 |
S1 |
1,217.7 |
1,217.7 |
1,234.8 |
1,224.8 |
S2 |
1,197.6 |
1,197.6 |
1,231.6 |
|
S3 |
1,163.3 |
1,183.4 |
1,228.5 |
|
S4 |
1,129.0 |
1,149.1 |
1,219.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.6 |
1,233.5 |
23.1 |
1.9% |
11.6 |
0.9% |
63% |
True |
False |
76,658 |
10 |
1,256.6 |
1,211.7 |
44.9 |
3.6% |
12.9 |
1.0% |
81% |
True |
False |
81,841 |
20 |
1,256.6 |
1,192.0 |
64.6 |
5.2% |
13.2 |
1.1% |
87% |
True |
False |
82,031 |
40 |
1,256.6 |
1,159.3 |
97.3 |
7.8% |
15.4 |
1.2% |
91% |
True |
False |
70,148 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.9 |
1.4% |
80% |
False |
False |
49,375 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
18.2 |
1.5% |
80% |
False |
False |
38,328 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.4% |
18.0 |
1.4% |
84% |
False |
False |
31,190 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.4 |
1.4% |
88% |
False |
False |
26,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.7 |
2.618 |
1,289.3 |
1.618 |
1,276.8 |
1.000 |
1,269.1 |
0.618 |
1,264.3 |
HIGH |
1,256.6 |
0.618 |
1,251.8 |
0.500 |
1,250.4 |
0.382 |
1,248.9 |
LOW |
1,244.1 |
0.618 |
1,236.4 |
1.000 |
1,231.6 |
1.618 |
1,223.9 |
2.618 |
1,211.4 |
4.250 |
1,191.0 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,250.4 |
1,247.1 |
PP |
1,249.6 |
1,246.1 |
S1 |
1,248.9 |
1,245.1 |
|