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 |
10,275 |
10,322 |
47 |
0.5% |
10,084 |
High |
10,353 |
10,419 |
66 |
0.6% |
10,377 |
Low |
10,233 |
10,305 |
72 |
0.7% |
9,844 |
Close |
10,326 |
10,338 |
12 |
0.1% |
10,371 |
Range |
120 |
114 |
-6 |
-5.0% |
533 |
ATR |
164 |
160 |
-4 |
-2.2% |
0 |
Volume |
7,960 |
40,160 |
32,200 |
404.5% |
2,979 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,696 |
10,631 |
10,401 |
|
R3 |
10,582 |
10,517 |
10,369 |
|
R2 |
10,468 |
10,468 |
10,359 |
|
R1 |
10,403 |
10,403 |
10,349 |
10,436 |
PP |
10,354 |
10,354 |
10,354 |
10,370 |
S1 |
10,289 |
10,289 |
10,328 |
10,322 |
S2 |
10,240 |
10,240 |
10,317 |
|
S3 |
10,126 |
10,175 |
10,307 |
|
S4 |
10,012 |
10,061 |
10,275 |
|
|
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 |
10,419 |
10,166 |
253 |
2.4% |
125 |
1.2% |
68% |
True |
False |
10,037 |
10 |
10,419 |
9,844 |
575 |
5.6% |
164 |
1.6% |
86% |
True |
False |
5,262 |
20 |
10,419 |
9,844 |
575 |
5.6% |
161 |
1.6% |
86% |
True |
False |
2,698 |
40 |
10,617 |
9,844 |
773 |
7.5% |
163 |
1.6% |
64% |
False |
False |
1,389 |
60 |
10,617 |
9,452 |
1,165 |
11.3% |
164 |
1.6% |
76% |
False |
False |
948 |
80 |
10,617 |
9,452 |
1,165 |
11.3% |
140 |
1.3% |
76% |
False |
False |
712 |
100 |
11,033 |
9,452 |
1,581 |
15.3% |
132 |
1.3% |
56% |
False |
False |
570 |
120 |
11,033 |
9,452 |
1,581 |
15.3% |
114 |
1.1% |
56% |
False |
False |
475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,904 |
2.618 |
10,718 |
1.618 |
10,604 |
1.000 |
10,533 |
0.618 |
10,490 |
HIGH |
10,419 |
0.618 |
10,376 |
0.500 |
10,362 |
0.382 |
10,349 |
LOW |
10,305 |
0.618 |
10,235 |
1.000 |
10,191 |
1.618 |
10,121 |
2.618 |
10,007 |
4.250 |
9,821 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,362 |
10,334 |
PP |
10,354 |
10,330 |
S1 |
10,346 |
10,326 |
|