Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
9,972 |
10,202 |
230 |
2.3% |
10,165 |
High |
10,214 |
10,252 |
38 |
0.4% |
10,219 |
Low |
9,955 |
10,166 |
211 |
2.1% |
9,855 |
Close |
10,205 |
10,244 |
39 |
0.4% |
10,075 |
Range |
259 |
86 |
-173 |
-66.8% |
364 |
ATR |
176 |
169 |
-6 |
-3.7% |
0 |
Volume |
511 |
830 |
319 |
62.4% |
1,202 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,479 |
10,447 |
10,291 |
|
R3 |
10,393 |
10,361 |
10,268 |
|
R2 |
10,307 |
10,307 |
10,260 |
|
R1 |
10,275 |
10,275 |
10,252 |
10,291 |
PP |
10,221 |
10,221 |
10,221 |
10,229 |
S1 |
10,189 |
10,189 |
10,236 |
10,205 |
S2 |
10,135 |
10,135 |
10,228 |
|
S3 |
10,049 |
10,103 |
10,220 |
|
S4 |
9,963 |
10,017 |
10,197 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,142 |
10,972 |
10,275 |
|
R3 |
10,778 |
10,608 |
10,175 |
|
R2 |
10,414 |
10,414 |
10,142 |
|
R1 |
10,244 |
10,244 |
10,108 |
10,147 |
PP |
10,050 |
10,050 |
10,050 |
10,001 |
S1 |
9,880 |
9,880 |
10,042 |
9,783 |
S2 |
9,686 |
9,686 |
10,008 |
|
S3 |
9,322 |
9,516 |
9,975 |
|
S4 |
8,958 |
9,152 |
9,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,252 |
9,844 |
408 |
4.0% |
190 |
1.9% |
98% |
True |
False |
587 |
10 |
10,252 |
9,844 |
408 |
4.0% |
172 |
1.7% |
98% |
True |
False |
404 |
20 |
10,617 |
9,844 |
773 |
7.5% |
169 |
1.6% |
52% |
False |
False |
248 |
40 |
10,617 |
9,844 |
773 |
7.5% |
162 |
1.6% |
52% |
False |
False |
160 |
60 |
10,617 |
9,452 |
1,165 |
11.4% |
158 |
1.5% |
68% |
False |
False |
126 |
80 |
10,743 |
9,452 |
1,291 |
12.6% |
139 |
1.4% |
61% |
False |
False |
96 |
100 |
11,033 |
9,452 |
1,581 |
15.4% |
129 |
1.3% |
50% |
False |
False |
77 |
120 |
11,033 |
9,452 |
1,581 |
15.4% |
109 |
1.1% |
50% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,618 |
2.618 |
10,477 |
1.618 |
10,391 |
1.000 |
10,338 |
0.618 |
10,305 |
HIGH |
10,252 |
0.618 |
10,219 |
0.500 |
10,209 |
0.382 |
10,199 |
LOW |
10,166 |
0.618 |
10,113 |
1.000 |
10,080 |
1.618 |
10,027 |
2.618 |
9,941 |
4.250 |
9,801 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,232 |
10,179 |
PP |
10,221 |
10,113 |
S1 |
10,209 |
10,048 |
|