Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,834.25 |
1,864.75 |
30.50 |
1.7% |
1,791.50 |
High |
1,869.00 |
1,874.75 |
5.75 |
0.3% |
1,869.00 |
Low |
1,832.50 |
1,851.25 |
18.75 |
1.0% |
1,752.25 |
Close |
1,864.75 |
1,855.00 |
-9.75 |
-0.5% |
1,864.75 |
Range |
36.50 |
23.50 |
-13.00 |
-35.6% |
116.75 |
ATR |
36.62 |
35.68 |
-0.94 |
-2.6% |
0.00 |
Volume |
889 |
4,293 |
3,404 |
382.9% |
7,605 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.75 |
1,916.50 |
1,868.00 |
|
R3 |
1,907.25 |
1,893.00 |
1,861.50 |
|
R2 |
1,883.75 |
1,883.75 |
1,859.25 |
|
R1 |
1,869.50 |
1,869.50 |
1,857.25 |
1,865.00 |
PP |
1,860.25 |
1,860.25 |
1,860.25 |
1,858.00 |
S1 |
1,846.00 |
1,846.00 |
1,852.75 |
1,841.50 |
S2 |
1,836.75 |
1,836.75 |
1,850.75 |
|
S3 |
1,813.25 |
1,822.50 |
1,848.50 |
|
S4 |
1,789.75 |
1,799.00 |
1,842.00 |
|
|
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 |
1,874.75 |
1,752.25 |
122.50 |
6.6% |
33.00 |
1.8% |
84% |
True |
False |
1,848 |
10 |
1,874.75 |
1,741.00 |
133.75 |
7.2% |
37.50 |
2.0% |
85% |
True |
False |
1,492 |
20 |
1,905.50 |
1,741.00 |
164.50 |
8.9% |
36.00 |
1.9% |
69% |
False |
False |
853 |
40 |
1,915.25 |
1,741.00 |
174.25 |
9.4% |
34.75 |
1.9% |
65% |
False |
False |
479 |
60 |
1,938.00 |
1,696.25 |
241.75 |
13.0% |
36.00 |
1.9% |
66% |
False |
False |
354 |
80 |
1,938.00 |
1,696.25 |
241.75 |
13.0% |
35.75 |
1.9% |
66% |
False |
False |
267 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.8% |
33.75 |
1.8% |
45% |
False |
False |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.50 |
2.618 |
1,936.25 |
1.618 |
1,912.75 |
1.000 |
1,898.25 |
0.618 |
1,889.25 |
HIGH |
1,874.75 |
0.618 |
1,865.75 |
0.500 |
1,863.00 |
0.382 |
1,860.25 |
LOW |
1,851.25 |
0.618 |
1,836.75 |
1.000 |
1,827.75 |
1.618 |
1,813.25 |
2.618 |
1,789.75 |
4.250 |
1,751.50 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,863.00 |
1,851.00 |
PP |
1,860.25 |
1,847.00 |
S1 |
1,857.75 |
1,843.00 |
|