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 |
10,370 |
10,275 |
-95 |
-0.9% |
10,084 |
High |
10,405 |
10,353 |
-52 |
-0.5% |
10,377 |
Low |
10,257 |
10,233 |
-24 |
-0.2% |
9,844 |
Close |
10,272 |
10,326 |
54 |
0.5% |
10,371 |
Range |
148 |
120 |
-28 |
-18.9% |
533 |
ATR |
167 |
164 |
-3 |
-2.0% |
0 |
Volume |
908 |
7,960 |
7,052 |
776.7% |
2,979 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,664 |
10,615 |
10,392 |
|
R3 |
10,544 |
10,495 |
10,359 |
|
R2 |
10,424 |
10,424 |
10,348 |
|
R1 |
10,375 |
10,375 |
10,337 |
10,400 |
PP |
10,304 |
10,304 |
10,304 |
10,316 |
S1 |
10,255 |
10,255 |
10,315 |
10,280 |
S2 |
10,184 |
10,184 |
10,304 |
|
S3 |
10,064 |
10,135 |
10,293 |
|
S4 |
9,944 |
10,015 |
10,260 |
|
|
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 |
9,955 |
450 |
4.4% |
154 |
1.5% |
82% |
False |
False |
2,107 |
10 |
10,405 |
9,844 |
561 |
5.4% |
168 |
1.6% |
86% |
False |
False |
1,280 |
20 |
10,555 |
9,844 |
711 |
6.9% |
169 |
1.6% |
68% |
False |
False |
695 |
40 |
10,617 |
9,844 |
773 |
7.5% |
162 |
1.6% |
62% |
False |
False |
386 |
60 |
10,617 |
9,452 |
1,165 |
11.3% |
163 |
1.6% |
75% |
False |
False |
279 |
80 |
10,617 |
9,452 |
1,165 |
11.3% |
140 |
1.4% |
75% |
False |
False |
210 |
100 |
11,033 |
9,452 |
1,581 |
15.3% |
131 |
1.3% |
55% |
False |
False |
169 |
120 |
11,033 |
9,452 |
1,581 |
15.3% |
113 |
1.1% |
55% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,863 |
2.618 |
10,667 |
1.618 |
10,547 |
1.000 |
10,473 |
0.618 |
10,427 |
HIGH |
10,353 |
0.618 |
10,307 |
0.500 |
10,293 |
0.382 |
10,279 |
LOW |
10,233 |
0.618 |
10,159 |
1.000 |
10,113 |
1.618 |
10,039 |
2.618 |
9,919 |
4.250 |
9,723 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,315 |
10,322 |
PP |
10,304 |
10,318 |
S1 |
10,293 |
10,314 |
|