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 |
10,239 |
10,370 |
131 |
1.3% |
10,084 |
High |
10,377 |
10,405 |
28 |
0.3% |
10,377 |
Low |
10,222 |
10,257 |
35 |
0.3% |
9,844 |
Close |
10,371 |
10,272 |
-99 |
-1.0% |
10,371 |
Range |
155 |
148 |
-7 |
-4.5% |
533 |
ATR |
168 |
167 |
-1 |
-0.9% |
0 |
Volume |
328 |
908 |
580 |
176.8% |
2,979 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755 |
10,662 |
10,354 |
|
R3 |
10,607 |
10,514 |
10,313 |
|
R2 |
10,459 |
10,459 |
10,299 |
|
R1 |
10,366 |
10,366 |
10,286 |
10,339 |
PP |
10,311 |
10,311 |
10,311 |
10,298 |
S1 |
10,218 |
10,218 |
10,259 |
10,191 |
S2 |
10,163 |
10,163 |
10,245 |
|
S3 |
10,015 |
10,070 |
10,231 |
|
S4 |
9,867 |
9,922 |
10,191 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,796 |
11,617 |
10,664 |
|
R3 |
11,263 |
11,084 |
10,518 |
|
R2 |
10,730 |
10,730 |
10,469 |
|
R1 |
10,551 |
10,551 |
10,420 |
10,641 |
PP |
10,197 |
10,197 |
10,197 |
10,242 |
S1 |
10,018 |
10,018 |
10,322 |
10,108 |
S2 |
9,664 |
9,664 |
10,273 |
|
S3 |
9,131 |
9,485 |
10,225 |
|
S4 |
8,598 |
8,952 |
10,078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,405 |
9,844 |
561 |
5.5% |
161 |
1.6% |
76% |
True |
False |
663 |
10 |
10,405 |
9,844 |
561 |
5.5% |
174 |
1.7% |
76% |
True |
False |
495 |
20 |
10,595 |
9,844 |
751 |
7.3% |
171 |
1.7% |
57% |
False |
False |
300 |
40 |
10,617 |
9,844 |
773 |
7.5% |
164 |
1.6% |
55% |
False |
False |
188 |
60 |
10,617 |
9,452 |
1,165 |
11.3% |
161 |
1.6% |
70% |
False |
False |
146 |
80 |
10,617 |
9,452 |
1,165 |
11.3% |
141 |
1.4% |
70% |
False |
False |
111 |
100 |
11,033 |
9,452 |
1,581 |
15.4% |
132 |
1.3% |
52% |
False |
False |
89 |
120 |
11,033 |
9,452 |
1,581 |
15.4% |
112 |
1.1% |
52% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,034 |
2.618 |
10,793 |
1.618 |
10,645 |
1.000 |
10,553 |
0.618 |
10,497 |
HIGH |
10,405 |
0.618 |
10,349 |
0.500 |
10,331 |
0.382 |
10,314 |
LOW |
10,257 |
0.618 |
10,166 |
1.000 |
10,109 |
1.618 |
10,018 |
2.618 |
9,870 |
4.250 |
9,628 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,331 |
10,286 |
PP |
10,311 |
10,281 |
S1 |
10,292 |
10,277 |
|