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 |
1,864.75 |
1,854.75 |
-10.00 |
-0.5% |
1,791.50 |
High |
1,874.75 |
1,885.00 |
10.25 |
0.5% |
1,869.00 |
Low |
1,851.25 |
1,851.25 |
0.00 |
0.0% |
1,752.25 |
Close |
1,855.00 |
1,875.00 |
20.00 |
1.1% |
1,864.75 |
Range |
23.50 |
33.75 |
10.25 |
43.6% |
116.75 |
ATR |
35.68 |
35.54 |
-0.14 |
-0.4% |
0.00 |
Volume |
4,293 |
18,928 |
14,635 |
340.9% |
7,605 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.75 |
1,957.00 |
1,893.50 |
|
R3 |
1,938.00 |
1,923.25 |
1,884.25 |
|
R2 |
1,904.25 |
1,904.25 |
1,881.25 |
|
R1 |
1,889.50 |
1,889.50 |
1,878.00 |
1,897.00 |
PP |
1,870.50 |
1,870.50 |
1,870.50 |
1,874.00 |
S1 |
1,855.75 |
1,855.75 |
1,872.00 |
1,863.00 |
S2 |
1,836.75 |
1,836.75 |
1,868.75 |
|
S3 |
1,803.00 |
1,822.00 |
1,865.75 |
|
S4 |
1,769.25 |
1,788.25 |
1,856.50 |
|
|
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 |
1,885.00 |
1,769.75 |
115.25 |
6.1% |
34.50 |
1.8% |
91% |
True |
False |
5,284 |
10 |
1,885.00 |
1,741.00 |
144.00 |
7.7% |
36.50 |
1.9% |
93% |
True |
False |
3,330 |
20 |
1,894.00 |
1,741.00 |
153.00 |
8.2% |
36.25 |
1.9% |
88% |
False |
False |
1,795 |
40 |
1,915.25 |
1,741.00 |
174.25 |
9.3% |
35.00 |
1.9% |
77% |
False |
False |
948 |
60 |
1,938.00 |
1,696.25 |
241.75 |
12.9% |
36.25 |
1.9% |
74% |
False |
False |
670 |
80 |
1,938.00 |
1,696.25 |
241.75 |
12.9% |
36.00 |
1.9% |
74% |
False |
False |
504 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.6% |
34.00 |
1.8% |
51% |
False |
False |
404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.50 |
2.618 |
1,973.25 |
1.618 |
1,939.50 |
1.000 |
1,918.75 |
0.618 |
1,905.75 |
HIGH |
1,885.00 |
0.618 |
1,872.00 |
0.500 |
1,868.00 |
0.382 |
1,864.25 |
LOW |
1,851.25 |
0.618 |
1,830.50 |
1.000 |
1,817.50 |
1.618 |
1,796.75 |
2.618 |
1,763.00 |
4.250 |
1,707.75 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,872.75 |
1,869.50 |
PP |
1,870.50 |
1,864.25 |
S1 |
1,868.00 |
1,858.75 |
|