Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
110.54 |
110.37 |
-0.17 |
-0.2% |
106.58 |
High |
110.99 |
110.51 |
-0.48 |
-0.4% |
110.99 |
Low |
109.95 |
109.55 |
-0.40 |
-0.4% |
104.49 |
Close |
110.89 |
109.64 |
-1.25 |
-1.1% |
110.89 |
Range |
1.04 |
0.96 |
-0.08 |
-7.7% |
6.50 |
ATR |
1.82 |
1.79 |
-0.03 |
-1.9% |
0.00 |
Volume |
212,125,752 |
141,823,657 |
-70,302,095 |
-33.1% |
1,076,184,407 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.78 |
112.17 |
110.17 |
|
R3 |
111.82 |
111.21 |
109.90 |
|
R2 |
110.86 |
110.86 |
109.82 |
|
R1 |
110.25 |
110.25 |
109.73 |
110.08 |
PP |
109.90 |
109.90 |
109.90 |
109.81 |
S1 |
109.29 |
109.29 |
109.55 |
109.12 |
S2 |
108.94 |
108.94 |
109.46 |
|
S3 |
107.98 |
108.33 |
109.38 |
|
S4 |
107.02 |
107.37 |
109.11 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.29 |
126.09 |
114.47 |
|
R3 |
121.79 |
119.59 |
112.68 |
|
R2 |
115.29 |
115.29 |
112.08 |
|
R1 |
113.09 |
113.09 |
111.49 |
114.19 |
PP |
108.79 |
108.79 |
108.79 |
109.34 |
S1 |
106.59 |
106.59 |
110.29 |
107.69 |
S2 |
102.29 |
102.29 |
109.70 |
|
S3 |
95.79 |
100.09 |
109.10 |
|
S4 |
89.29 |
93.59 |
107.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.99 |
104.49 |
6.50 |
5.9% |
1.29 |
1.2% |
79% |
False |
False |
210,220,824 |
10 |
110.99 |
104.29 |
6.70 |
6.1% |
1.59 |
1.4% |
80% |
False |
False |
226,753,655 |
20 |
112.98 |
104.29 |
8.69 |
7.9% |
1.52 |
1.4% |
62% |
False |
False |
216,080,638 |
40 |
113.18 |
104.29 |
8.89 |
8.1% |
1.55 |
1.4% |
60% |
False |
False |
210,520,499 |
60 |
113.20 |
101.13 |
12.07 |
11.0% |
1.63 |
1.5% |
71% |
False |
False |
219,471,649 |
80 |
115.33 |
101.13 |
14.20 |
13.0% |
1.85 |
1.7% |
60% |
False |
False |
247,457,918 |
100 |
122.12 |
101.13 |
20.99 |
19.1% |
1.95 |
1.8% |
41% |
False |
False |
257,346,987 |
120 |
122.12 |
101.13 |
20.99 |
19.1% |
1.81 |
1.6% |
41% |
False |
False |
241,524,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.59 |
2.618 |
113.02 |
1.618 |
112.06 |
1.000 |
111.47 |
0.618 |
111.10 |
HIGH |
110.51 |
0.618 |
110.14 |
0.500 |
110.03 |
0.382 |
109.92 |
LOW |
109.55 |
0.618 |
108.96 |
1.000 |
108.59 |
1.618 |
108.00 |
2.618 |
107.04 |
4.250 |
105.47 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
110.03 |
109.74 |
PP |
109.90 |
109.71 |
S1 |
109.77 |
109.67 |
|