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 |
10,446.80 |
10,338.49 |
-108.31 |
-1.0% |
10,145.58 |
High |
10,446.80 |
10,426.70 |
-20.10 |
-0.2% |
10,451.15 |
Low |
10,332.40 |
10,335.69 |
3.29 |
0.0% |
9,941.84 |
Close |
10,340.69 |
10,387.01 |
46.32 |
0.4% |
10,447.93 |
Range |
114.40 |
91.01 |
-23.39 |
-20.4% |
509.31 |
ATR |
149.31 |
145.14 |
-4.16 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,656.16 |
10,612.60 |
10,437.07 |
|
R3 |
10,565.15 |
10,521.59 |
10,412.04 |
|
R2 |
10,474.14 |
10,474.14 |
10,403.70 |
|
R1 |
10,430.58 |
10,430.58 |
10,395.35 |
10,452.36 |
PP |
10,383.13 |
10,383.13 |
10,383.13 |
10,394.03 |
S1 |
10,339.57 |
10,339.57 |
10,378.67 |
10,361.35 |
S2 |
10,292.12 |
10,292.12 |
10,370.32 |
|
S3 |
10,201.11 |
10,248.56 |
10,361.98 |
|
S4 |
10,110.10 |
10,157.55 |
10,336.95 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,808.24 |
11,637.39 |
10,728.05 |
|
R3 |
11,298.93 |
11,128.08 |
10,587.99 |
|
R2 |
10,789.62 |
10,789.62 |
10,541.30 |
|
R1 |
10,618.77 |
10,618.77 |
10,494.62 |
10,704.20 |
PP |
10,280.31 |
10,280.31 |
10,280.31 |
10,323.02 |
S1 |
10,109.46 |
10,109.46 |
10,401.24 |
10,194.89 |
S2 |
9,771.00 |
9,771.00 |
10,354.56 |
|
S3 |
9,261.69 |
9,600.15 |
10,307.87 |
|
S4 |
8,752.38 |
9,090.84 |
10,167.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,451.15 |
10,016.01 |
435.14 |
4.2% |
132.84 |
1.3% |
85% |
False |
False |
|
10 |
10,451.15 |
9,936.62 |
514.53 |
5.0% |
145.79 |
1.4% |
88% |
False |
False |
|
20 |
10,631.90 |
9,936.62 |
695.28 |
6.7% |
148.44 |
1.4% |
65% |
False |
False |
|
40 |
10,719.94 |
9,936.62 |
783.32 |
7.5% |
146.83 |
1.4% |
57% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
151.23 |
1.5% |
70% |
False |
False |
|
80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
169.48 |
1.6% |
70% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
179.65 |
1.7% |
47% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
164.98 |
1.6% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,813.49 |
2.618 |
10,664.96 |
1.618 |
10,573.95 |
1.000 |
10,517.71 |
0.618 |
10,482.94 |
HIGH |
10,426.70 |
0.618 |
10,391.93 |
0.500 |
10,381.20 |
0.382 |
10,370.46 |
LOW |
10,335.69 |
0.618 |
10,279.45 |
1.000 |
10,244.68 |
1.618 |
10,188.44 |
2.618 |
10,097.43 |
4.250 |
9,948.90 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,385.07 |
10,386.84 |
PP |
10,383.13 |
10,386.67 |
S1 |
10,381.20 |
10,386.50 |
|