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 |
5,363.0 |
5,400.5 |
37.5 |
0.7% |
5,119.5 |
High |
5,425.0 |
5,484.0 |
59.0 |
1.1% |
5,430.0 |
Low |
5,343.0 |
5,390.5 |
47.5 |
0.9% |
5,103.0 |
Close |
5,416.0 |
5,465.5 |
49.5 |
0.9% |
5,395.0 |
Range |
82.0 |
93.5 |
11.5 |
14.0% |
327.0 |
ATR |
73.5 |
75.0 |
1.4 |
1.9% |
0.0 |
Volume |
17,825 |
49,251 |
31,426 |
176.3% |
13,632 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,727.0 |
5,690.0 |
5,517.0 |
|
R3 |
5,633.5 |
5,596.5 |
5,491.0 |
|
R2 |
5,540.0 |
5,540.0 |
5,482.5 |
|
R1 |
5,503.0 |
5,503.0 |
5,474.0 |
5,521.5 |
PP |
5,446.5 |
5,446.5 |
5,446.5 |
5,456.0 |
S1 |
5,409.5 |
5,409.5 |
5,457.0 |
5,428.0 |
S2 |
5,353.0 |
5,353.0 |
5,448.5 |
|
S3 |
5,259.5 |
5,316.0 |
5,440.0 |
|
S4 |
5,166.0 |
5,222.5 |
5,414.0 |
|
|
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 |
5,484.0 |
5,343.0 |
141.0 |
2.6% |
66.0 |
1.2% |
87% |
True |
False |
20,113 |
10 |
5,484.0 |
5,085.0 |
399.0 |
7.3% |
77.0 |
1.4% |
95% |
True |
False |
10,688 |
20 |
5,484.0 |
5,050.0 |
434.0 |
7.9% |
70.0 |
1.3% |
96% |
True |
False |
5,539 |
40 |
5,484.0 |
5,050.0 |
434.0 |
7.9% |
59.5 |
1.1% |
96% |
True |
False |
2,802 |
60 |
5,484.0 |
4,744.0 |
740.0 |
13.5% |
62.0 |
1.1% |
98% |
True |
False |
1,925 |
80 |
5,484.0 |
4,744.0 |
740.0 |
13.5% |
65.0 |
1.2% |
98% |
True |
False |
1,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,881.5 |
2.618 |
5,729.0 |
1.618 |
5,635.5 |
1.000 |
5,577.5 |
0.618 |
5,542.0 |
HIGH |
5,484.0 |
0.618 |
5,448.5 |
0.500 |
5,437.0 |
0.382 |
5,426.0 |
LOW |
5,390.5 |
0.618 |
5,332.5 |
1.000 |
5,297.0 |
1.618 |
5,239.0 |
2.618 |
5,145.5 |
4.250 |
4,993.0 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,456.0 |
5,448.0 |
PP |
5,446.5 |
5,431.0 |
S1 |
5,437.0 |
5,413.5 |
|