Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,257.3 |
1,256.7 |
-0.6 |
0.0% |
1,238.9 |
High |
1,264.7 |
1,260.5 |
-4.2 |
-0.3% |
1,256.6 |
Low |
1,254.6 |
1,243.5 |
-11.1 |
-0.9% |
1,233.5 |
Close |
1,257.5 |
1,245.5 |
-12.0 |
-1.0% |
1,251.1 |
Range |
10.1 |
17.0 |
6.9 |
68.3% |
23.1 |
ATR |
13.8 |
14.1 |
0.2 |
1.6% |
0.0 |
Volume |
97,683 |
111,815 |
14,132 |
14.5% |
397,894 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.8 |
1,290.2 |
1,254.9 |
|
R3 |
1,283.8 |
1,273.2 |
1,250.2 |
|
R2 |
1,266.8 |
1,266.8 |
1,248.6 |
|
R1 |
1,256.2 |
1,256.2 |
1,247.1 |
1,253.0 |
PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,248.3 |
S1 |
1,239.2 |
1,239.2 |
1,243.9 |
1,236.0 |
S2 |
1,232.8 |
1,232.8 |
1,242.4 |
|
S3 |
1,215.8 |
1,222.2 |
1,240.8 |
|
S4 |
1,198.8 |
1,205.2 |
1,236.2 |
|
|
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% |
13.7 |
1.1% |
25% |
False |
False |
96,100 |
10 |
1,264.7 |
1,233.5 |
31.2 |
2.5% |
12.6 |
1.0% |
38% |
False |
False |
86,379 |
20 |
1,264.7 |
1,199.5 |
65.2 |
5.2% |
13.0 |
1.0% |
71% |
False |
False |
84,478 |
40 |
1,264.7 |
1,159.3 |
105.4 |
8.5% |
14.8 |
1.2% |
82% |
False |
False |
79,599 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.7 |
1.3% |
77% |
False |
False |
56,981 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.4 |
1.4% |
77% |
False |
False |
43,956 |
100 |
1,270.6 |
1,135.9 |
134.7 |
10.8% |
18.0 |
1.4% |
81% |
False |
False |
35,909 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.3 |
1.4% |
86% |
False |
False |
30,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.8 |
2.618 |
1,305.0 |
1.618 |
1,288.0 |
1.000 |
1,277.5 |
0.618 |
1,271.0 |
HIGH |
1,260.5 |
0.618 |
1,254.0 |
0.500 |
1,252.0 |
0.382 |
1,250.0 |
LOW |
1,243.5 |
0.618 |
1,233.0 |
1.000 |
1,226.5 |
1.618 |
1,216.0 |
2.618 |
1,199.0 |
4.250 |
1,171.3 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,252.0 |
1,254.1 |
PP |
1,249.8 |
1,251.2 |
S1 |
1,247.7 |
1,248.4 |
|