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 |
1,819.00 |
1,834.25 |
15.25 |
0.8% |
1,791.50 |
High |
1,838.00 |
1,869.00 |
31.00 |
1.7% |
1,869.00 |
Low |
1,811.00 |
1,832.50 |
21.50 |
1.2% |
1,752.25 |
Close |
1,834.75 |
1,864.75 |
30.00 |
1.6% |
1,864.75 |
Range |
27.00 |
36.50 |
9.50 |
35.2% |
116.75 |
ATR |
36.63 |
36.62 |
-0.01 |
0.0% |
0.00 |
Volume |
1,382 |
889 |
-493 |
-35.7% |
7,605 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.00 |
1,951.25 |
1,884.75 |
|
R3 |
1,928.50 |
1,914.75 |
1,874.75 |
|
R2 |
1,892.00 |
1,892.00 |
1,871.50 |
|
R1 |
1,878.25 |
1,878.25 |
1,868.00 |
1,885.00 |
PP |
1,855.50 |
1,855.50 |
1,855.50 |
1,858.75 |
S1 |
1,841.75 |
1,841.75 |
1,861.50 |
1,848.50 |
S2 |
1,819.00 |
1,819.00 |
1,858.00 |
|
S3 |
1,782.50 |
1,805.25 |
1,854.75 |
|
S4 |
1,746.00 |
1,768.75 |
1,844.75 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,179.00 |
2,138.50 |
1,929.00 |
|
R3 |
2,062.25 |
2,021.75 |
1,896.75 |
|
R2 |
1,945.50 |
1,945.50 |
1,886.25 |
|
R1 |
1,905.00 |
1,905.00 |
1,875.50 |
1,925.25 |
PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,838.75 |
S1 |
1,788.25 |
1,788.25 |
1,854.00 |
1,808.50 |
S2 |
1,712.00 |
1,712.00 |
1,843.25 |
|
S3 |
1,595.25 |
1,671.50 |
1,832.75 |
|
S4 |
1,478.50 |
1,554.75 |
1,800.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,869.00 |
1,752.25 |
116.75 |
6.3% |
35.75 |
1.9% |
96% |
True |
False |
1,521 |
10 |
1,869.00 |
1,741.00 |
128.00 |
6.9% |
38.75 |
2.1% |
97% |
True |
False |
1,096 |
20 |
1,915.25 |
1,741.00 |
174.25 |
9.3% |
35.75 |
1.9% |
71% |
False |
False |
642 |
40 |
1,915.25 |
1,741.00 |
174.25 |
9.3% |
35.00 |
1.9% |
71% |
False |
False |
373 |
60 |
1,938.00 |
1,696.25 |
241.75 |
13.0% |
35.75 |
1.9% |
70% |
False |
False |
283 |
80 |
1,971.00 |
1,696.25 |
274.75 |
14.7% |
35.75 |
1.9% |
61% |
False |
False |
214 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.7% |
33.50 |
1.8% |
48% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.00 |
2.618 |
1,964.50 |
1.618 |
1,928.00 |
1.000 |
1,905.50 |
0.618 |
1,891.50 |
HIGH |
1,869.00 |
0.618 |
1,855.00 |
0.500 |
1,850.75 |
0.382 |
1,846.50 |
LOW |
1,832.50 |
0.618 |
1,810.00 |
1.000 |
1,796.00 |
1.618 |
1,773.50 |
2.618 |
1,737.00 |
4.250 |
1,677.50 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,860.00 |
1,849.50 |
PP |
1,855.50 |
1,834.50 |
S1 |
1,850.75 |
1,819.50 |
|