Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,094.50 |
1,086.25 |
-8.25 |
-0.8% |
1,058.50 |
High |
1,102.25 |
1,097.75 |
-4.50 |
-0.4% |
1,099.50 |
Low |
1,085.00 |
1,081.75 |
-3.25 |
-0.3% |
1,032.75 |
Close |
1,086.25 |
1,094.50 |
8.25 |
0.8% |
1,098.50 |
Range |
17.25 |
16.00 |
-1.25 |
-7.2% |
66.75 |
ATR |
20.18 |
19.88 |
-0.30 |
-1.5% |
0.00 |
Volume |
39,641 |
322,727 |
283,086 |
714.1% |
71,886 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.25 |
1,133.00 |
1,103.25 |
|
R3 |
1,123.25 |
1,117.00 |
1,099.00 |
|
R2 |
1,107.25 |
1,107.25 |
1,097.50 |
|
R1 |
1,101.00 |
1,101.00 |
1,096.00 |
1,104.00 |
PP |
1,091.25 |
1,091.25 |
1,091.25 |
1,093.00 |
S1 |
1,085.00 |
1,085.00 |
1,093.00 |
1,088.00 |
S2 |
1,075.25 |
1,075.25 |
1,091.50 |
|
S3 |
1,059.25 |
1,069.00 |
1,090.00 |
|
S4 |
1,043.25 |
1,053.00 |
1,085.75 |
|
|
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 |
1,102.25 |
1,045.75 |
56.50 |
5.2% |
19.50 |
1.8% |
86% |
False |
False |
81,695 |
10 |
1,102.25 |
1,032.50 |
69.75 |
6.4% |
20.50 |
1.9% |
89% |
False |
False |
46,343 |
20 |
1,113.75 |
1,032.50 |
81.25 |
7.4% |
20.25 |
1.8% |
76% |
False |
False |
25,423 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.2% |
19.50 |
1.8% |
69% |
False |
False |
14,321 |
60 |
1,125.00 |
998.75 |
126.25 |
11.5% |
20.25 |
1.9% |
76% |
False |
False |
10,015 |
80 |
1,138.00 |
998.75 |
139.25 |
12.7% |
22.25 |
2.0% |
69% |
False |
False |
7,533 |
100 |
1,208.00 |
998.75 |
209.25 |
19.1% |
23.00 |
2.1% |
46% |
False |
False |
6,054 |
120 |
1,208.00 |
998.75 |
209.25 |
19.1% |
20.75 |
1.9% |
46% |
False |
False |
5,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.75 |
2.618 |
1,139.75 |
1.618 |
1,123.75 |
1.000 |
1,113.75 |
0.618 |
1,107.75 |
HIGH |
1,097.75 |
0.618 |
1,091.75 |
0.500 |
1,089.75 |
0.382 |
1,087.75 |
LOW |
1,081.75 |
0.618 |
1,071.75 |
1.000 |
1,065.75 |
1.618 |
1,055.75 |
2.618 |
1,039.75 |
4.250 |
1,013.75 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,093.00 |
1,093.50 |
PP |
1,091.25 |
1,092.75 |
S1 |
1,089.75 |
1,091.75 |
|