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 |
5,405.0 |
5,363.0 |
-42.0 |
-0.8% |
5,119.5 |
High |
5,405.0 |
5,425.0 |
20.0 |
0.4% |
5,430.0 |
Low |
5,356.0 |
5,343.0 |
-13.0 |
-0.2% |
5,103.0 |
Close |
5,390.5 |
5,416.0 |
25.5 |
0.5% |
5,395.0 |
Range |
49.0 |
82.0 |
33.0 |
67.3% |
327.0 |
ATR |
72.9 |
73.5 |
0.7 |
0.9% |
0.0 |
Volume |
22,423 |
17,825 |
-4,598 |
-20.5% |
13,632 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,640.5 |
5,610.5 |
5,461.0 |
|
R3 |
5,558.5 |
5,528.5 |
5,438.5 |
|
R2 |
5,476.5 |
5,476.5 |
5,431.0 |
|
R1 |
5,446.5 |
5,446.5 |
5,423.5 |
5,461.5 |
PP |
5,394.5 |
5,394.5 |
5,394.5 |
5,402.0 |
S1 |
5,364.5 |
5,364.5 |
5,408.5 |
5,379.5 |
S2 |
5,312.5 |
5,312.5 |
5,401.0 |
|
S3 |
5,230.5 |
5,282.5 |
5,393.5 |
|
S4 |
5,148.5 |
5,200.5 |
5,371.0 |
|
|
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 |
5,320.0 |
114.0 |
2.1% |
55.0 |
1.0% |
84% |
False |
False |
11,060 |
10 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
77.0 |
1.4% |
95% |
False |
False |
5,999 |
20 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
67.5 |
1.2% |
95% |
False |
False |
3,077 |
40 |
5,434.0 |
5,050.0 |
384.0 |
7.1% |
58.0 |
1.1% |
95% |
False |
False |
1,570 |
60 |
5,434.0 |
4,744.0 |
690.0 |
12.7% |
61.5 |
1.1% |
97% |
False |
False |
1,148 |
80 |
5,434.0 |
4,744.0 |
690.0 |
12.7% |
65.0 |
1.2% |
97% |
False |
False |
902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,773.5 |
2.618 |
5,639.5 |
1.618 |
5,557.5 |
1.000 |
5,507.0 |
0.618 |
5,475.5 |
HIGH |
5,425.0 |
0.618 |
5,393.5 |
0.500 |
5,384.0 |
0.382 |
5,374.5 |
LOW |
5,343.0 |
0.618 |
5,292.5 |
1.000 |
5,261.0 |
1.618 |
5,210.5 |
2.618 |
5,128.5 |
4.250 |
4,994.5 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,405.5 |
5,407.0 |
PP |
5,394.5 |
5,397.5 |
S1 |
5,384.0 |
5,388.5 |
|