Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,076.00 |
1,084.25 |
8.25 |
0.8% |
1,058.50 |
High |
1,085.25 |
1,099.50 |
14.25 |
1.3% |
1,099.50 |
Low |
1,071.50 |
1,081.25 |
9.75 |
0.9% |
1,032.75 |
Close |
1,084.50 |
1,098.50 |
14.00 |
1.3% |
1,098.50 |
Range |
13.75 |
18.25 |
4.50 |
32.7% |
66.75 |
ATR |
20.57 |
20.40 |
-0.17 |
-0.8% |
0.00 |
Volume |
13,608 |
13,327 |
-281 |
-2.1% |
71,886 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.75 |
1,141.50 |
1,108.50 |
|
R3 |
1,129.50 |
1,123.25 |
1,103.50 |
|
R2 |
1,111.25 |
1,111.25 |
1,101.75 |
|
R1 |
1,105.00 |
1,105.00 |
1,100.25 |
1,108.00 |
PP |
1,093.00 |
1,093.00 |
1,093.00 |
1,094.75 |
S1 |
1,086.75 |
1,086.75 |
1,096.75 |
1,090.00 |
S2 |
1,074.75 |
1,074.75 |
1,095.25 |
|
S3 |
1,056.50 |
1,068.50 |
1,093.50 |
|
S4 |
1,038.25 |
1,050.25 |
1,088.50 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.25 |
1,254.50 |
1,135.25 |
|
R3 |
1,210.50 |
1,187.75 |
1,116.75 |
|
R2 |
1,143.75 |
1,143.75 |
1,110.75 |
|
R1 |
1,121.00 |
1,121.00 |
1,104.50 |
1,132.50 |
PP |
1,077.00 |
1,077.00 |
1,077.00 |
1,082.50 |
S1 |
1,054.25 |
1,054.25 |
1,092.50 |
1,065.50 |
S2 |
1,010.25 |
1,010.25 |
1,086.25 |
|
S3 |
943.50 |
987.50 |
1,080.25 |
|
S4 |
876.75 |
920.75 |
1,061.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,099.50 |
1,032.75 |
66.75 |
6.1% |
21.50 |
2.0% |
99% |
True |
False |
14,377 |
10 |
1,099.50 |
1,032.50 |
67.00 |
6.1% |
21.00 |
1.9% |
99% |
True |
False |
11,387 |
20 |
1,122.00 |
1,032.50 |
89.50 |
8.1% |
19.75 |
1.8% |
74% |
False |
False |
7,453 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.2% |
19.75 |
1.8% |
73% |
False |
False |
5,323 |
60 |
1,125.00 |
998.75 |
126.25 |
11.5% |
20.25 |
1.8% |
79% |
False |
False |
3,978 |
80 |
1,164.75 |
998.75 |
166.00 |
15.1% |
22.50 |
2.1% |
60% |
False |
False |
3,005 |
100 |
1,208.00 |
998.75 |
209.25 |
19.0% |
23.00 |
2.1% |
48% |
False |
False |
2,434 |
120 |
1,208.00 |
998.75 |
209.25 |
19.0% |
20.50 |
1.9% |
48% |
False |
False |
2,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,177.00 |
2.618 |
1,147.25 |
1.618 |
1,129.00 |
1.000 |
1,117.75 |
0.618 |
1,110.75 |
HIGH |
1,099.50 |
0.618 |
1,092.50 |
0.500 |
1,090.50 |
0.382 |
1,088.25 |
LOW |
1,081.25 |
0.618 |
1,070.00 |
1.000 |
1,063.00 |
1.618 |
1,051.75 |
2.618 |
1,033.50 |
4.250 |
1,003.75 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,095.75 |
1,090.00 |
PP |
1,093.00 |
1,081.25 |
S1 |
1,090.50 |
1,072.50 |
|