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 |
5,950.0 |
6,069.5 |
119.5 |
2.0% |
6,028.5 |
High |
6,096.0 |
6,115.0 |
19.0 |
0.3% |
6,062.0 |
Low |
5,895.0 |
6,063.5 |
168.5 |
2.9% |
5,850.0 |
Close |
6,084.5 |
6,094.5 |
10.0 |
0.2% |
5,963.5 |
Range |
201.0 |
51.5 |
-149.5 |
-74.4% |
212.0 |
ATR |
110.3 |
106.1 |
-4.2 |
-3.8% |
0.0 |
Volume |
701 |
870 |
169 |
24.1% |
4,340 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,245.5 |
6,221.5 |
6,122.8 |
|
R3 |
6,194.0 |
6,170.0 |
6,108.7 |
|
R2 |
6,142.5 |
6,142.5 |
6,103.9 |
|
R1 |
6,118.5 |
6,118.5 |
6,099.2 |
6,130.5 |
PP |
6,091.0 |
6,091.0 |
6,091.0 |
6,097.0 |
S1 |
6,067.0 |
6,067.0 |
6,089.8 |
6,079.0 |
S2 |
6,039.5 |
6,039.5 |
6,085.1 |
|
S3 |
5,988.0 |
6,015.5 |
6,080.3 |
|
S4 |
5,936.5 |
5,964.0 |
6,066.2 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,594.5 |
6,491.0 |
6,080.1 |
|
R3 |
6,382.5 |
6,279.0 |
6,021.8 |
|
R2 |
6,170.5 |
6,170.5 |
6,002.4 |
|
R1 |
6,067.0 |
6,067.0 |
5,982.9 |
6,012.8 |
PP |
5,958.5 |
5,958.5 |
5,958.5 |
5,931.4 |
S1 |
5,855.0 |
5,855.0 |
5,944.1 |
5,800.8 |
S2 |
5,746.5 |
5,746.5 |
5,924.6 |
|
S3 |
5,534.5 |
5,643.0 |
5,905.2 |
|
S4 |
5,322.5 |
5,431.0 |
5,846.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,115.0 |
5,830.0 |
285.0 |
4.7% |
117.7 |
1.9% |
93% |
True |
False |
1,039 |
10 |
6,115.0 |
5,830.0 |
285.0 |
4.7% |
102.6 |
1.7% |
93% |
True |
False |
813 |
20 |
6,392.0 |
5,830.0 |
562.0 |
9.2% |
99.6 |
1.6% |
47% |
False |
False |
528 |
40 |
6,394.5 |
5,830.0 |
564.5 |
9.3% |
98.8 |
1.6% |
47% |
False |
False |
493 |
60 |
6,394.5 |
5,818.0 |
576.5 |
9.5% |
100.2 |
1.6% |
48% |
False |
False |
1,103 |
80 |
6,394.5 |
5,625.0 |
769.5 |
12.6% |
109.6 |
1.8% |
61% |
False |
False |
1,029 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.0% |
112.3 |
1.8% |
62% |
False |
False |
884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,333.9 |
2.618 |
6,249.8 |
1.618 |
6,198.3 |
1.000 |
6,166.5 |
0.618 |
6,146.8 |
HIGH |
6,115.0 |
0.618 |
6,095.3 |
0.500 |
6,089.3 |
0.382 |
6,083.2 |
LOW |
6,063.5 |
0.618 |
6,031.7 |
1.000 |
6,012.0 |
1.618 |
5,980.2 |
2.618 |
5,928.7 |
4.250 |
5,844.6 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,092.8 |
6,053.8 |
PP |
6,091.0 |
6,013.2 |
S1 |
6,089.3 |
5,972.5 |
|