Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,430.0 |
5,405.0 |
-25.0 |
-0.5% |
5,119.5 |
High |
5,434.0 |
5,405.0 |
-29.0 |
-0.5% |
5,430.0 |
Low |
5,410.0 |
5,356.0 |
-54.0 |
-1.0% |
5,103.0 |
Close |
5,409.0 |
5,390.5 |
-18.5 |
-0.3% |
5,395.0 |
Range |
24.0 |
49.0 |
25.0 |
104.2% |
327.0 |
ATR |
74.4 |
72.9 |
-1.5 |
-2.1% |
0.0 |
Volume |
3,417 |
22,423 |
19,006 |
556.2% |
13,632 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,531.0 |
5,509.5 |
5,417.5 |
|
R3 |
5,482.0 |
5,460.5 |
5,404.0 |
|
R2 |
5,433.0 |
5,433.0 |
5,399.5 |
|
R1 |
5,411.5 |
5,411.5 |
5,395.0 |
5,398.0 |
PP |
5,384.0 |
5,384.0 |
5,384.0 |
5,377.0 |
S1 |
5,362.5 |
5,362.5 |
5,386.0 |
5,349.0 |
S2 |
5,335.0 |
5,335.0 |
5,381.5 |
|
S3 |
5,286.0 |
5,313.5 |
5,377.0 |
|
S4 |
5,237.0 |
5,264.5 |
5,363.5 |
|
|
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 |
5,199.5 |
234.5 |
4.4% |
67.5 |
1.3% |
81% |
False |
False |
7,840 |
10 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
77.0 |
1.4% |
89% |
False |
False |
4,225 |
20 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
64.0 |
1.2% |
89% |
False |
False |
2,188 |
40 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
58.0 |
1.1% |
89% |
False |
False |
1,125 |
60 |
5,434.0 |
4,744.0 |
690.0 |
12.8% |
61.0 |
1.1% |
94% |
False |
False |
851 |
80 |
5,434.0 |
4,744.0 |
690.0 |
12.8% |
65.0 |
1.2% |
94% |
False |
False |
680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.0 |
2.618 |
5,533.5 |
1.618 |
5,484.5 |
1.000 |
5,454.0 |
0.618 |
5,435.5 |
HIGH |
5,405.0 |
0.618 |
5,386.5 |
0.500 |
5,380.5 |
0.382 |
5,374.5 |
LOW |
5,356.0 |
0.618 |
5,325.5 |
1.000 |
5,307.0 |
1.618 |
5,276.5 |
2.618 |
5,227.5 |
4.250 |
5,148.0 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,387.0 |
5,391.5 |
PP |
5,384.0 |
5,391.0 |
S1 |
5,380.5 |
5,391.0 |
|