Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,250.3 |
1,245.6 |
-4.7 |
-0.4% |
1,229.2 |
High |
1,256.6 |
1,255.2 |
-1.4 |
-0.1% |
1,246.0 |
Low |
1,244.1 |
1,245.3 |
1.2 |
0.1% |
1,211.7 |
Close |
1,248.1 |
1,253.4 |
5.3 |
0.4% |
1,237.9 |
Range |
12.5 |
9.9 |
-2.6 |
-20.8% |
34.3 |
ATR |
14.2 |
13.8 |
-0.3 |
-2.1% |
0.0 |
Volume |
96,686 |
62,471 |
-34,215 |
-35.4% |
433,849 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.0 |
1,277.1 |
1,258.8 |
|
R3 |
1,271.1 |
1,267.2 |
1,256.1 |
|
R2 |
1,261.2 |
1,261.2 |
1,255.2 |
|
R1 |
1,257.3 |
1,257.3 |
1,254.3 |
1,259.3 |
PP |
1,251.3 |
1,251.3 |
1,251.3 |
1,252.3 |
S1 |
1,247.4 |
1,247.4 |
1,252.5 |
1,249.4 |
S2 |
1,241.4 |
1,241.4 |
1,251.6 |
|
S3 |
1,231.5 |
1,237.5 |
1,250.7 |
|
S4 |
1,221.6 |
1,227.6 |
1,248.0 |
|
|
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 |
1.8% |
11.4 |
0.9% |
86% |
False |
False |
75,016 |
10 |
1,256.6 |
1,211.7 |
44.9 |
3.6% |
12.9 |
1.0% |
93% |
False |
False |
80,003 |
20 |
1,256.6 |
1,192.5 |
64.1 |
5.1% |
13.2 |
1.1% |
95% |
False |
False |
81,577 |
40 |
1,256.6 |
1,159.3 |
97.3 |
7.8% |
15.1 |
1.2% |
97% |
False |
False |
71,221 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.8 |
1.3% |
85% |
False |
False |
50,316 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.9 |
1.4% |
85% |
False |
False |
39,036 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.4% |
18.0 |
1.4% |
88% |
False |
False |
31,786 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.4% |
17.4 |
1.4% |
90% |
False |
False |
26,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.3 |
2.618 |
1,281.1 |
1.618 |
1,271.2 |
1.000 |
1,265.1 |
0.618 |
1,261.3 |
HIGH |
1,255.2 |
0.618 |
1,251.4 |
0.500 |
1,250.3 |
0.382 |
1,249.1 |
LOW |
1,245.3 |
0.618 |
1,239.2 |
1.000 |
1,235.4 |
1.618 |
1,229.3 |
2.618 |
1,219.4 |
4.250 |
1,203.2 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,252.4 |
1,250.6 |
PP |
1,251.3 |
1,247.8 |
S1 |
1,250.3 |
1,245.1 |
|