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 |
109.86 |
111.65 |
1.79 |
1.6% |
106.58 |
High |
110.85 |
111.68 |
0.83 |
0.7% |
110.99 |
Low |
109.81 |
110.62 |
0.81 |
0.7% |
104.49 |
Close |
110.41 |
110.92 |
0.51 |
0.5% |
110.89 |
Range |
1.04 |
1.06 |
0.02 |
1.9% |
6.50 |
ATR |
1.74 |
1.71 |
-0.03 |
-1.9% |
0.00 |
Volume |
149,910,272 |
146,947,039 |
-2,963,233 |
-2.0% |
1,076,184,407 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.25 |
113.65 |
111.50 |
|
R3 |
113.19 |
112.59 |
111.21 |
|
R2 |
112.13 |
112.13 |
111.11 |
|
R1 |
111.53 |
111.53 |
111.02 |
111.30 |
PP |
111.07 |
111.07 |
111.07 |
110.96 |
S1 |
110.47 |
110.47 |
110.82 |
110.24 |
S2 |
110.01 |
110.01 |
110.73 |
|
S3 |
108.95 |
109.41 |
110.63 |
|
S4 |
107.89 |
108.35 |
110.34 |
|
|
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 |
111.68 |
108.49 |
3.19 |
2.9% |
1.02 |
0.9% |
76% |
True |
False |
161,349,943 |
10 |
111.68 |
104.31 |
7.37 |
6.6% |
1.45 |
1.3% |
90% |
True |
False |
201,168,978 |
20 |
111.68 |
104.29 |
7.39 |
6.7% |
1.47 |
1.3% |
90% |
True |
False |
205,141,364 |
40 |
113.18 |
104.29 |
8.89 |
8.0% |
1.54 |
1.4% |
75% |
False |
False |
208,019,122 |
60 |
113.20 |
101.13 |
12.07 |
10.9% |
1.60 |
1.4% |
81% |
False |
False |
217,008,468 |
80 |
115.22 |
101.13 |
14.09 |
12.7% |
1.81 |
1.6% |
69% |
False |
False |
242,778,128 |
100 |
122.12 |
101.13 |
20.99 |
18.9% |
1.93 |
1.7% |
47% |
False |
False |
254,475,432 |
120 |
122.12 |
101.13 |
20.99 |
18.9% |
1.80 |
1.6% |
47% |
False |
False |
240,474,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.19 |
2.618 |
114.46 |
1.618 |
113.40 |
1.000 |
112.74 |
0.618 |
112.34 |
HIGH |
111.68 |
0.618 |
111.28 |
0.500 |
111.15 |
0.382 |
111.02 |
LOW |
110.62 |
0.618 |
109.96 |
1.000 |
109.56 |
1.618 |
108.90 |
2.618 |
107.84 |
4.250 |
106.12 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
111.15 |
110.82 |
PP |
111.07 |
110.72 |
S1 |
111.00 |
110.62 |
|