Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,040.00 |
1,047.00 |
7.00 |
0.7% |
1,065.00 |
High |
1,049.00 |
1,077.50 |
28.50 |
2.7% |
1,075.25 |
Low |
1,032.75 |
1,045.75 |
13.00 |
1.3% |
1,032.50 |
Close |
1,043.25 |
1,076.75 |
33.50 |
3.2% |
1,058.75 |
Range |
16.25 |
31.75 |
15.50 |
95.4% |
42.75 |
ATR |
20.08 |
21.09 |
1.01 |
5.0% |
0.00 |
Volume |
11,631 |
19,173 |
7,542 |
64.8% |
41,993 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,162.00 |
1,151.00 |
1,094.25 |
|
R3 |
1,130.25 |
1,119.25 |
1,085.50 |
|
R2 |
1,098.50 |
1,098.50 |
1,082.50 |
|
R1 |
1,087.50 |
1,087.50 |
1,079.75 |
1,093.00 |
PP |
1,066.75 |
1,066.75 |
1,066.75 |
1,069.50 |
S1 |
1,055.75 |
1,055.75 |
1,073.75 |
1,061.25 |
S2 |
1,035.00 |
1,035.00 |
1,071.00 |
|
S3 |
1,003.25 |
1,024.00 |
1,068.00 |
|
S4 |
971.50 |
992.25 |
1,059.25 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.75 |
1,164.00 |
1,082.25 |
|
R3 |
1,141.00 |
1,121.25 |
1,070.50 |
|
R2 |
1,098.25 |
1,098.25 |
1,066.50 |
|
R1 |
1,078.50 |
1,078.50 |
1,062.75 |
1,067.00 |
PP |
1,055.50 |
1,055.50 |
1,055.50 |
1,049.75 |
S1 |
1,035.75 |
1,035.75 |
1,054.75 |
1,024.25 |
S2 |
1,012.75 |
1,012.75 |
1,051.00 |
|
S3 |
970.00 |
993.00 |
1,047.00 |
|
S4 |
927.25 |
950.25 |
1,035.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,077.50 |
1,032.50 |
45.00 |
4.2% |
24.25 |
2.2% |
98% |
True |
False |
12,412 |
10 |
1,089.50 |
1,032.50 |
57.00 |
5.3% |
21.75 |
2.0% |
78% |
False |
False |
10,082 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.4% |
20.00 |
1.8% |
49% |
False |
False |
6,468 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.4% |
19.50 |
1.8% |
49% |
False |
False |
4,741 |
60 |
1,125.00 |
998.75 |
126.25 |
11.7% |
20.75 |
1.9% |
62% |
False |
False |
3,532 |
80 |
1,164.75 |
998.75 |
166.00 |
15.4% |
22.75 |
2.1% |
47% |
False |
False |
2,673 |
100 |
1,208.00 |
998.75 |
209.25 |
19.4% |
22.75 |
2.1% |
37% |
False |
False |
2,166 |
120 |
1,208.00 |
998.75 |
209.25 |
19.4% |
20.50 |
1.9% |
37% |
False |
False |
1,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,212.50 |
2.618 |
1,160.50 |
1.618 |
1,128.75 |
1.000 |
1,109.25 |
0.618 |
1,097.00 |
HIGH |
1,077.50 |
0.618 |
1,065.25 |
0.500 |
1,061.50 |
0.382 |
1,058.00 |
LOW |
1,045.75 |
0.618 |
1,026.25 |
1.000 |
1,014.00 |
1.618 |
994.50 |
2.618 |
962.75 |
4.250 |
910.75 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,071.75 |
1,069.50 |
PP |
1,066.75 |
1,062.25 |
S1 |
1,061.50 |
1,055.00 |
|