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 |
1,047.00 |
1,076.00 |
29.00 |
2.8% |
1,065.00 |
High |
1,077.50 |
1,085.25 |
7.75 |
0.7% |
1,075.25 |
Low |
1,045.75 |
1,071.50 |
25.75 |
2.5% |
1,032.50 |
Close |
1,076.75 |
1,084.50 |
7.75 |
0.7% |
1,058.75 |
Range |
31.75 |
13.75 |
-18.00 |
-56.7% |
42.75 |
ATR |
21.09 |
20.57 |
-0.52 |
-2.5% |
0.00 |
Volume |
19,173 |
13,608 |
-5,565 |
-29.0% |
41,993 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.75 |
1,116.75 |
1,092.00 |
|
R3 |
1,108.00 |
1,103.00 |
1,088.25 |
|
R2 |
1,094.25 |
1,094.25 |
1,087.00 |
|
R1 |
1,089.25 |
1,089.25 |
1,085.75 |
1,091.75 |
PP |
1,080.50 |
1,080.50 |
1,080.50 |
1,081.50 |
S1 |
1,075.50 |
1,075.50 |
1,083.25 |
1,078.00 |
S2 |
1,066.75 |
1,066.75 |
1,082.00 |
|
S3 |
1,053.00 |
1,061.75 |
1,080.75 |
|
S4 |
1,039.25 |
1,048.00 |
1,077.00 |
|
|
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 |
1,085.25 |
1,032.50 |
52.75 |
4.9% |
23.25 |
2.1% |
99% |
True |
False |
12,858 |
10 |
1,085.25 |
1,032.50 |
52.75 |
4.9% |
20.50 |
1.9% |
99% |
True |
False |
10,906 |
20 |
1,122.00 |
1,032.50 |
89.50 |
8.3% |
20.00 |
1.8% |
58% |
False |
False |
6,968 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.3% |
19.50 |
1.8% |
58% |
False |
False |
5,023 |
60 |
1,125.00 |
998.75 |
126.25 |
11.6% |
20.50 |
1.9% |
68% |
False |
False |
3,757 |
80 |
1,164.75 |
998.75 |
166.00 |
15.3% |
22.75 |
2.1% |
52% |
False |
False |
2,841 |
100 |
1,208.00 |
998.75 |
209.25 |
19.3% |
22.75 |
2.1% |
41% |
False |
False |
2,302 |
120 |
1,208.00 |
998.75 |
209.25 |
19.3% |
20.50 |
1.9% |
41% |
False |
False |
1,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.75 |
2.618 |
1,121.25 |
1.618 |
1,107.50 |
1.000 |
1,099.00 |
0.618 |
1,093.75 |
HIGH |
1,085.25 |
0.618 |
1,080.00 |
0.500 |
1,078.50 |
0.382 |
1,076.75 |
LOW |
1,071.50 |
0.618 |
1,063.00 |
1.000 |
1,057.75 |
1.618 |
1,049.25 |
2.618 |
1,035.50 |
4.250 |
1,013.00 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,082.50 |
1,076.00 |
PP |
1,080.50 |
1,067.50 |
S1 |
1,078.50 |
1,059.00 |
|