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 |
1,854.75 |
1,875.50 |
20.75 |
1.1% |
1,791.50 |
High |
1,885.00 |
1,895.50 |
10.50 |
0.6% |
1,869.00 |
Low |
1,851.25 |
1,872.75 |
21.50 |
1.2% |
1,752.25 |
Close |
1,875.00 |
1,883.25 |
8.25 |
0.4% |
1,864.75 |
Range |
33.75 |
22.75 |
-11.00 |
-32.6% |
116.75 |
ATR |
35.54 |
34.63 |
-0.91 |
-2.6% |
0.00 |
Volume |
18,928 |
164,119 |
145,191 |
767.1% |
7,605 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.00 |
1,940.50 |
1,895.75 |
|
R3 |
1,929.25 |
1,917.75 |
1,889.50 |
|
R2 |
1,906.50 |
1,906.50 |
1,887.50 |
|
R1 |
1,895.00 |
1,895.00 |
1,885.25 |
1,900.75 |
PP |
1,883.75 |
1,883.75 |
1,883.75 |
1,886.75 |
S1 |
1,872.25 |
1,872.25 |
1,881.25 |
1,878.00 |
S2 |
1,861.00 |
1,861.00 |
1,879.00 |
|
S3 |
1,838.25 |
1,849.50 |
1,877.00 |
|
S4 |
1,815.50 |
1,826.75 |
1,870.75 |
|
|
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 |
1,895.50 |
1,811.00 |
84.50 |
4.5% |
28.75 |
1.5% |
86% |
True |
False |
37,922 |
10 |
1,895.50 |
1,741.00 |
154.50 |
8.2% |
34.75 |
1.8% |
92% |
True |
False |
19,649 |
20 |
1,895.50 |
1,741.00 |
154.50 |
8.2% |
34.50 |
1.8% |
92% |
True |
False |
9,997 |
40 |
1,915.25 |
1,741.00 |
174.25 |
9.3% |
34.75 |
1.8% |
82% |
False |
False |
5,050 |
60 |
1,938.00 |
1,696.25 |
241.75 |
12.8% |
35.75 |
1.9% |
77% |
False |
False |
3,405 |
80 |
1,938.00 |
1,696.25 |
241.75 |
12.8% |
35.75 |
1.9% |
77% |
False |
False |
2,555 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.5% |
34.25 |
1.8% |
54% |
False |
False |
2,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.25 |
2.618 |
1,955.00 |
1.618 |
1,932.25 |
1.000 |
1,918.25 |
0.618 |
1,909.50 |
HIGH |
1,895.50 |
0.618 |
1,886.75 |
0.500 |
1,884.00 |
0.382 |
1,881.50 |
LOW |
1,872.75 |
0.618 |
1,858.75 |
1.000 |
1,850.00 |
1.618 |
1,836.00 |
2.618 |
1,813.25 |
4.250 |
1,776.00 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,884.00 |
1,880.00 |
PP |
1,883.75 |
1,876.75 |
S1 |
1,883.50 |
1,873.50 |
|