Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,253.2 |
1,250.3 |
-2.9 |
-0.2% |
1,238.9 |
High |
1,255.6 |
1,261.6 |
6.0 |
0.5% |
1,256.6 |
Low |
1,239.2 |
1,246.4 |
7.2 |
0.6% |
1,233.5 |
Close |
1,251.1 |
1,259.3 |
8.2 |
0.7% |
1,251.1 |
Range |
16.4 |
15.2 |
-1.2 |
-7.3% |
23.1 |
ATR |
14.0 |
14.1 |
0.1 |
0.6% |
0.0 |
Volume |
101,517 |
107,016 |
5,499 |
5.4% |
397,894 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.4 |
1,295.5 |
1,267.7 |
|
R3 |
1,286.2 |
1,280.3 |
1,263.5 |
|
R2 |
1,271.0 |
1,271.0 |
1,262.1 |
|
R1 |
1,265.1 |
1,265.1 |
1,260.7 |
1,268.1 |
PP |
1,255.8 |
1,255.8 |
1,255.8 |
1,257.2 |
S1 |
1,249.9 |
1,249.9 |
1,257.9 |
1,252.9 |
S2 |
1,240.6 |
1,240.6 |
1,256.5 |
|
S3 |
1,225.4 |
1,234.7 |
1,255.1 |
|
S4 |
1,210.2 |
1,219.5 |
1,250.9 |
|
|
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 |
1,261.6 |
1,233.5 |
28.1 |
2.2% |
14.5 |
1.1% |
92% |
True |
False |
93,733 |
10 |
1,261.6 |
1,211.7 |
49.9 |
4.0% |
13.8 |
1.1% |
95% |
True |
False |
88,325 |
20 |
1,261.6 |
1,192.5 |
69.1 |
5.5% |
13.3 |
1.1% |
97% |
True |
False |
84,204 |
40 |
1,261.6 |
1,159.3 |
102.3 |
8.1% |
15.0 |
1.2% |
98% |
True |
False |
75,401 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.8% |
16.8 |
1.3% |
90% |
False |
False |
53,654 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.8% |
17.8 |
1.4% |
90% |
False |
False |
41,460 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.3% |
18.1 |
1.4% |
92% |
False |
False |
33,838 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.3% |
17.4 |
1.4% |
94% |
False |
False |
28,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.2 |
2.618 |
1,301.4 |
1.618 |
1,286.2 |
1.000 |
1,276.8 |
0.618 |
1,271.0 |
HIGH |
1,261.6 |
0.618 |
1,255.8 |
0.500 |
1,254.0 |
0.382 |
1,252.2 |
LOW |
1,246.4 |
0.618 |
1,237.0 |
1.000 |
1,231.2 |
1.618 |
1,221.8 |
2.618 |
1,206.6 |
4.250 |
1,181.8 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,257.5 |
1,256.3 |
PP |
1,255.8 |
1,253.4 |
S1 |
1,254.0 |
1,250.4 |
|