Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,245.6 |
1,253.2 |
7.6 |
0.6% |
1,238.9 |
High |
1,255.2 |
1,255.6 |
0.4 |
0.0% |
1,256.6 |
Low |
1,245.3 |
1,239.2 |
-6.1 |
-0.5% |
1,233.5 |
Close |
1,253.4 |
1,251.1 |
-2.3 |
-0.2% |
1,251.1 |
Range |
9.9 |
16.4 |
6.5 |
65.7% |
23.1 |
ATR |
13.8 |
14.0 |
0.2 |
1.3% |
0.0 |
Volume |
62,471 |
101,517 |
39,046 |
62.5% |
397,894 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.8 |
1,290.9 |
1,260.1 |
|
R3 |
1,281.4 |
1,274.5 |
1,255.6 |
|
R2 |
1,265.0 |
1,265.0 |
1,254.1 |
|
R1 |
1,258.1 |
1,258.1 |
1,252.6 |
1,253.4 |
PP |
1,248.6 |
1,248.6 |
1,248.6 |
1,246.3 |
S1 |
1,241.7 |
1,241.7 |
1,249.6 |
1,237.0 |
S2 |
1,232.2 |
1,232.2 |
1,248.1 |
|
S3 |
1,215.8 |
1,225.3 |
1,246.6 |
|
S4 |
1,199.4 |
1,208.9 |
1,242.1 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.4 |
1,306.8 |
1,263.8 |
|
R3 |
1,293.3 |
1,283.7 |
1,257.5 |
|
R2 |
1,270.2 |
1,270.2 |
1,255.3 |
|
R1 |
1,260.6 |
1,260.6 |
1,253.2 |
1,265.4 |
PP |
1,247.1 |
1,247.1 |
1,247.1 |
1,249.5 |
S1 |
1,237.5 |
1,237.5 |
1,249.0 |
1,242.3 |
S2 |
1,224.0 |
1,224.0 |
1,246.9 |
|
S3 |
1,200.9 |
1,214.4 |
1,244.7 |
|
S4 |
1,177.8 |
1,191.3 |
1,238.4 |
|
|
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% |
12.5 |
1.0% |
76% |
False |
False |
79,578 |
10 |
1,256.6 |
1,211.7 |
44.9 |
3.6% |
13.3 |
1.1% |
88% |
False |
False |
83,174 |
20 |
1,256.6 |
1,192.5 |
64.1 |
5.1% |
13.1 |
1.0% |
91% |
False |
False |
82,007 |
40 |
1,256.6 |
1,159.3 |
97.3 |
7.8% |
15.1 |
1.2% |
94% |
False |
False |
73,264 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.7 |
1.3% |
82% |
False |
False |
51,944 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.8 |
1.4% |
82% |
False |
False |
40,217 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.4% |
18.1 |
1.4% |
86% |
False |
False |
32,783 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.4% |
17.4 |
1.4% |
89% |
False |
False |
27,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.3 |
2.618 |
1,298.5 |
1.618 |
1,282.1 |
1.000 |
1,272.0 |
0.618 |
1,265.7 |
HIGH |
1,255.6 |
0.618 |
1,249.3 |
0.500 |
1,247.4 |
0.382 |
1,245.5 |
LOW |
1,239.2 |
0.618 |
1,229.1 |
1.000 |
1,222.8 |
1.618 |
1,212.7 |
2.618 |
1,196.3 |
4.250 |
1,169.5 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,249.9 |
1,250.0 |
PP |
1,248.6 |
1,249.0 |
S1 |
1,247.4 |
1,247.9 |
|