Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,250.3 |
1,257.3 |
7.0 |
0.6% |
1,238.9 |
High |
1,261.6 |
1,264.7 |
3.1 |
0.2% |
1,256.6 |
Low |
1,246.4 |
1,254.6 |
8.2 |
0.7% |
1,233.5 |
Close |
1,259.3 |
1,257.5 |
-1.8 |
-0.1% |
1,251.1 |
Range |
15.2 |
10.1 |
-5.1 |
-33.6% |
23.1 |
ATR |
14.1 |
13.8 |
-0.3 |
-2.0% |
0.0 |
Volume |
107,016 |
97,683 |
-9,333 |
-8.7% |
397,894 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.2 |
1,283.5 |
1,263.1 |
|
R3 |
1,279.1 |
1,273.4 |
1,260.3 |
|
R2 |
1,269.0 |
1,269.0 |
1,259.4 |
|
R1 |
1,263.3 |
1,263.3 |
1,258.4 |
1,266.2 |
PP |
1,258.9 |
1,258.9 |
1,258.9 |
1,260.4 |
S1 |
1,253.2 |
1,253.2 |
1,256.6 |
1,256.1 |
S2 |
1,248.8 |
1,248.8 |
1,255.6 |
|
S3 |
1,238.7 |
1,243.1 |
1,254.7 |
|
S4 |
1,228.6 |
1,233.0 |
1,251.9 |
|
|
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 |
1,264.7 |
1,239.2 |
25.5 |
2.0% |
12.8 |
1.0% |
72% |
True |
False |
93,074 |
10 |
1,264.7 |
1,230.9 |
33.8 |
2.7% |
12.2 |
1.0% |
79% |
True |
False |
85,058 |
20 |
1,264.7 |
1,194.2 |
70.5 |
5.6% |
12.9 |
1.0% |
90% |
True |
False |
84,423 |
40 |
1,264.7 |
1,159.3 |
105.4 |
8.4% |
14.8 |
1.2% |
93% |
True |
False |
77,240 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.7 |
1.3% |
88% |
False |
False |
55,196 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.5 |
1.4% |
88% |
False |
False |
42,618 |
100 |
1,270.6 |
1,127.8 |
142.8 |
11.4% |
17.9 |
1.4% |
91% |
False |
False |
34,804 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.4% |
17.4 |
1.4% |
93% |
False |
False |
29,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.6 |
2.618 |
1,291.1 |
1.618 |
1,281.0 |
1.000 |
1,274.8 |
0.618 |
1,270.9 |
HIGH |
1,264.7 |
0.618 |
1,260.8 |
0.500 |
1,259.7 |
0.382 |
1,258.5 |
LOW |
1,254.6 |
0.618 |
1,248.4 |
1.000 |
1,244.5 |
1.618 |
1,238.3 |
2.618 |
1,228.2 |
4.250 |
1,211.7 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,259.7 |
1,255.7 |
PP |
1,258.9 |
1,253.8 |
S1 |
1,258.2 |
1,252.0 |
|