Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
6,181.0 |
6,156.5 |
-24.5 |
-0.4% |
5,996.0 |
High |
6,182.0 |
6,157.5 |
-24.5 |
-0.4% |
6,185.0 |
Low |
6,150.0 |
6,090.5 |
-59.5 |
-1.0% |
5,830.0 |
Close |
6,158.0 |
6,129.5 |
-28.5 |
-0.5% |
6,137.0 |
Range |
32.0 |
67.0 |
35.0 |
109.4% |
355.0 |
ATR |
100.7 |
98.3 |
-2.4 |
-2.4% |
0.0 |
Volume |
5,602 |
4,129 |
-1,473 |
-26.3% |
3,961 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,326.8 |
6,295.2 |
6,166.4 |
|
R3 |
6,259.8 |
6,228.2 |
6,147.9 |
|
R2 |
6,192.8 |
6,192.8 |
6,141.8 |
|
R1 |
6,161.2 |
6,161.2 |
6,135.6 |
6,143.5 |
PP |
6,125.8 |
6,125.8 |
6,125.8 |
6,117.0 |
S1 |
6,094.2 |
6,094.2 |
6,123.4 |
6,076.5 |
S2 |
6,058.8 |
6,058.8 |
6,117.2 |
|
S3 |
5,991.8 |
6,027.2 |
6,111.1 |
|
S4 |
5,924.8 |
5,960.2 |
6,092.7 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,115.7 |
6,981.3 |
6,332.3 |
|
R3 |
6,760.7 |
6,626.3 |
6,234.6 |
|
R2 |
6,405.7 |
6,405.7 |
6,202.1 |
|
R1 |
6,271.3 |
6,271.3 |
6,169.5 |
6,338.5 |
PP |
6,050.7 |
6,050.7 |
6,050.7 |
6,084.3 |
S1 |
5,916.3 |
5,916.3 |
6,104.5 |
5,983.5 |
S2 |
5,695.7 |
5,695.7 |
6,071.9 |
|
S3 |
5,340.7 |
5,561.3 |
6,039.4 |
|
S4 |
4,985.7 |
5,206.3 |
5,941.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,185.0 |
5,895.0 |
290.0 |
4.7% |
87.8 |
1.4% |
81% |
False |
False |
2,358 |
10 |
6,185.0 |
5,830.0 |
355.0 |
5.8% |
95.5 |
1.6% |
84% |
False |
False |
1,612 |
20 |
6,285.0 |
5,830.0 |
455.0 |
7.4% |
96.0 |
1.6% |
66% |
False |
False |
1,001 |
40 |
6,394.5 |
5,830.0 |
564.5 |
9.2% |
97.3 |
1.6% |
53% |
False |
False |
663 |
60 |
6,394.5 |
5,818.0 |
576.5 |
9.4% |
98.3 |
1.6% |
54% |
False |
False |
1,088 |
80 |
6,394.5 |
5,625.0 |
769.5 |
12.6% |
107.0 |
1.7% |
66% |
False |
False |
1,146 |
100 |
6,394.5 |
5,602.5 |
792.0 |
12.9% |
111.7 |
1.8% |
67% |
False |
False |
983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,442.3 |
2.618 |
6,332.9 |
1.618 |
6,265.9 |
1.000 |
6,224.5 |
0.618 |
6,198.9 |
HIGH |
6,157.5 |
0.618 |
6,131.9 |
0.500 |
6,124.0 |
0.382 |
6,116.1 |
LOW |
6,090.5 |
0.618 |
6,049.1 |
1.000 |
6,023.5 |
1.618 |
5,982.1 |
2.618 |
5,915.1 |
4.250 |
5,805.8 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,127.7 |
6,137.8 |
PP |
6,125.8 |
6,135.0 |
S1 |
6,124.0 |
6,132.3 |
|