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 |
10,338.49 |
10,388.14 |
49.65 |
0.5% |
10,145.58 |
High |
10,426.70 |
10,476.62 |
49.92 |
0.5% |
10,451.15 |
Low |
10,335.69 |
10,386.63 |
50.94 |
0.5% |
9,941.84 |
Close |
10,387.01 |
10,415.24 |
28.23 |
0.3% |
10,447.93 |
Range |
91.01 |
89.99 |
-1.02 |
-1.1% |
509.31 |
ATR |
145.14 |
141.21 |
-3.94 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,696.13 |
10,645.68 |
10,464.73 |
|
R3 |
10,606.14 |
10,555.69 |
10,439.99 |
|
R2 |
10,516.15 |
10,516.15 |
10,431.74 |
|
R1 |
10,465.70 |
10,465.70 |
10,423.49 |
10,490.93 |
PP |
10,426.16 |
10,426.16 |
10,426.16 |
10,438.78 |
S1 |
10,375.71 |
10,375.71 |
10,406.99 |
10,400.94 |
S2 |
10,336.17 |
10,336.17 |
10,398.74 |
|
S3 |
10,246.18 |
10,285.72 |
10,390.49 |
|
S4 |
10,156.19 |
10,195.73 |
10,365.75 |
|
|
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 |
10,476.62 |
10,253.96 |
222.66 |
2.1% |
98.22 |
0.9% |
72% |
True |
False |
|
10 |
10,476.62 |
9,936.62 |
540.00 |
5.2% |
138.85 |
1.3% |
89% |
True |
False |
|
20 |
10,480.44 |
9,936.62 |
543.82 |
5.2% |
139.71 |
1.3% |
88% |
False |
False |
|
40 |
10,719.94 |
9,936.62 |
783.32 |
7.5% |
146.65 |
1.4% |
61% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
149.13 |
1.4% |
72% |
False |
False |
|
80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
167.79 |
1.6% |
72% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
179.37 |
1.7% |
49% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
164.68 |
1.6% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,859.08 |
2.618 |
10,712.21 |
1.618 |
10,622.22 |
1.000 |
10,566.61 |
0.618 |
10,532.23 |
HIGH |
10,476.62 |
0.618 |
10,442.24 |
0.500 |
10,431.63 |
0.382 |
10,421.01 |
LOW |
10,386.63 |
0.618 |
10,331.02 |
1.000 |
10,296.64 |
1.618 |
10,241.03 |
2.618 |
10,151.04 |
4.250 |
10,004.17 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,431.63 |
10,411.66 |
PP |
10,426.16 |
10,408.09 |
S1 |
10,420.70 |
10,404.51 |
|