Trading Metrics calculated at close of trading on 06-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,357.5 |
5,430.0 |
72.5 |
1.4% |
5,119.5 |
High |
5,430.0 |
5,434.0 |
4.0 |
0.1% |
5,430.0 |
Low |
5,349.0 |
5,410.0 |
61.0 |
1.1% |
5,103.0 |
Close |
5,395.0 |
5,409.0 |
14.0 |
0.3% |
5,395.0 |
Range |
81.0 |
24.0 |
-57.0 |
-70.4% |
327.0 |
ATR |
77.1 |
74.4 |
-2.7 |
-3.5% |
0.0 |
Volume |
7,650 |
3,417 |
-4,233 |
-55.3% |
13,632 |
|
Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,489.5 |
5,473.5 |
5,422.0 |
|
R3 |
5,465.5 |
5,449.5 |
5,415.5 |
|
R2 |
5,441.5 |
5,441.5 |
5,413.5 |
|
R1 |
5,425.5 |
5,425.5 |
5,411.0 |
5,421.5 |
PP |
5,417.5 |
5,417.5 |
5,417.5 |
5,416.0 |
S1 |
5,401.5 |
5,401.5 |
5,407.0 |
5,397.5 |
S2 |
5,393.5 |
5,393.5 |
5,404.5 |
|
S3 |
5,369.5 |
5,377.5 |
5,402.5 |
|
S4 |
5,345.5 |
5,353.5 |
5,396.0 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,290.5 |
6,169.5 |
5,575.0 |
|
R3 |
5,963.5 |
5,842.5 |
5,485.0 |
|
R2 |
5,636.5 |
5,636.5 |
5,455.0 |
|
R1 |
5,515.5 |
5,515.5 |
5,425.0 |
5,576.0 |
PP |
5,309.5 |
5,309.5 |
5,309.5 |
5,339.5 |
S1 |
5,188.5 |
5,188.5 |
5,365.0 |
5,249.0 |
S2 |
4,982.5 |
4,982.5 |
5,335.0 |
|
S3 |
4,655.5 |
4,861.5 |
5,305.0 |
|
S4 |
4,328.5 |
4,534.5 |
5,215.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,434.0 |
5,103.0 |
331.0 |
6.1% |
78.5 |
1.4% |
92% |
True |
False |
3,409 |
10 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
74.5 |
1.4% |
93% |
True |
False |
1,984 |
20 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
61.5 |
1.1% |
93% |
True |
False |
1,067 |
40 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
58.5 |
1.1% |
93% |
True |
False |
566 |
60 |
5,434.0 |
4,744.0 |
690.0 |
12.8% |
61.0 |
1.1% |
96% |
True |
False |
484 |
80 |
5,434.0 |
4,744.0 |
690.0 |
12.8% |
66.0 |
1.2% |
96% |
True |
False |
401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,536.0 |
2.618 |
5,497.0 |
1.618 |
5,473.0 |
1.000 |
5,458.0 |
0.618 |
5,449.0 |
HIGH |
5,434.0 |
0.618 |
5,425.0 |
0.500 |
5,422.0 |
0.382 |
5,419.0 |
LOW |
5,410.0 |
0.618 |
5,395.0 |
1.000 |
5,386.0 |
1.618 |
5,371.0 |
2.618 |
5,347.0 |
4.250 |
5,308.0 |
|
|
Fisher Pivots for day following 06-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,422.0 |
5,398.5 |
PP |
5,417.5 |
5,387.5 |
S1 |
5,413.5 |
5,377.0 |
|