Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,086.25 |
1,094.25 |
8.00 |
0.7% |
1,058.50 |
High |
1,097.75 |
1,107.00 |
9.25 |
0.8% |
1,099.50 |
Low |
1,081.75 |
1,092.00 |
10.25 |
0.9% |
1,032.75 |
Close |
1,094.50 |
1,097.50 |
3.00 |
0.3% |
1,098.50 |
Range |
16.00 |
15.00 |
-1.00 |
-6.3% |
66.75 |
ATR |
19.88 |
19.53 |
-0.35 |
-1.8% |
0.00 |
Volume |
322,727 |
1,133,889 |
811,162 |
251.3% |
71,886 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.75 |
1,135.75 |
1,105.75 |
|
R3 |
1,128.75 |
1,120.75 |
1,101.50 |
|
R2 |
1,113.75 |
1,113.75 |
1,100.25 |
|
R1 |
1,105.75 |
1,105.75 |
1,099.00 |
1,109.75 |
PP |
1,098.75 |
1,098.75 |
1,098.75 |
1,101.00 |
S1 |
1,090.75 |
1,090.75 |
1,096.00 |
1,094.75 |
S2 |
1,083.75 |
1,083.75 |
1,094.75 |
|
S3 |
1,068.75 |
1,075.75 |
1,093.50 |
|
S4 |
1,053.75 |
1,060.75 |
1,089.25 |
|
|
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 |
1,107.00 |
1,071.50 |
35.50 |
3.2% |
16.00 |
1.5% |
73% |
True |
False |
304,638 |
10 |
1,107.00 |
1,032.50 |
74.50 |
6.8% |
20.00 |
1.8% |
87% |
True |
False |
158,525 |
20 |
1,107.00 |
1,032.50 |
74.50 |
6.8% |
19.25 |
1.7% |
87% |
True |
False |
81,926 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.2% |
19.50 |
1.8% |
72% |
False |
False |
42,609 |
60 |
1,125.00 |
998.75 |
126.25 |
11.5% |
20.00 |
1.8% |
78% |
False |
False |
28,892 |
80 |
1,138.00 |
998.75 |
139.25 |
12.7% |
22.00 |
2.0% |
71% |
False |
False |
21,706 |
100 |
1,208.00 |
998.75 |
209.25 |
19.1% |
23.00 |
2.1% |
47% |
False |
False |
17,392 |
120 |
1,208.00 |
998.75 |
209.25 |
19.1% |
20.75 |
1.9% |
47% |
False |
False |
14,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.75 |
2.618 |
1,146.25 |
1.618 |
1,131.25 |
1.000 |
1,122.00 |
0.618 |
1,116.25 |
HIGH |
1,107.00 |
0.618 |
1,101.25 |
0.500 |
1,099.50 |
0.382 |
1,097.75 |
LOW |
1,092.00 |
0.618 |
1,082.75 |
1.000 |
1,077.00 |
1.618 |
1,067.75 |
2.618 |
1,052.75 |
4.250 |
1,028.25 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,099.50 |
1,096.50 |
PP |
1,098.75 |
1,095.50 |
S1 |
1,098.25 |
1,094.50 |
|