Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,006.42 |
10,016.01 |
9.59 |
0.1% |
10,215.51 |
High |
10,073.38 |
10,279.08 |
205.70 |
2.0% |
10,304.70 |
Low |
9,941.84 |
10,016.01 |
74.17 |
0.7% |
9,936.62 |
Close |
10,014.72 |
10,269.47 |
254.75 |
2.5% |
10,150.65 |
Range |
131.54 |
263.07 |
131.53 |
100.0% |
368.08 |
ATR |
152.20 |
160.21 |
8.01 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,977.40 |
10,886.50 |
10,414.16 |
|
R3 |
10,714.33 |
10,623.43 |
10,341.81 |
|
R2 |
10,451.26 |
10,451.26 |
10,317.70 |
|
R1 |
10,360.36 |
10,360.36 |
10,293.58 |
10,405.81 |
PP |
10,188.19 |
10,188.19 |
10,188.19 |
10,210.91 |
S1 |
10,097.29 |
10,097.29 |
10,245.36 |
10,142.74 |
S2 |
9,925.12 |
9,925.12 |
10,221.24 |
|
S3 |
9,662.05 |
9,834.22 |
10,197.13 |
|
S4 |
9,398.98 |
9,571.15 |
10,124.78 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,234.90 |
11,060.85 |
10,353.09 |
|
R3 |
10,866.82 |
10,692.77 |
10,251.87 |
|
R2 |
10,498.74 |
10,498.74 |
10,218.13 |
|
R1 |
10,324.69 |
10,324.69 |
10,184.39 |
10,227.68 |
PP |
10,130.66 |
10,130.66 |
10,130.66 |
10,082.15 |
S1 |
9,956.61 |
9,956.61 |
10,116.91 |
9,859.60 |
S2 |
9,762.58 |
9,762.58 |
10,083.17 |
|
S3 |
9,394.50 |
9,588.53 |
10,049.43 |
|
S4 |
9,026.42 |
9,220.45 |
9,948.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,279.08 |
9,936.62 |
342.46 |
3.3% |
179.47 |
1.7% |
97% |
True |
False |
|
10 |
10,411.15 |
9,936.62 |
474.53 |
4.6% |
169.18 |
1.6% |
70% |
False |
False |
|
20 |
10,719.94 |
9,936.62 |
783.32 |
7.6% |
150.37 |
1.5% |
42% |
False |
False |
|
40 |
10,719.94 |
9,936.62 |
783.32 |
7.6% |
148.50 |
1.4% |
42% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.8% |
157.17 |
1.5% |
59% |
False |
False |
|
80 |
10,920.27 |
9,614.32 |
1,305.95 |
12.7% |
173.82 |
1.7% |
50% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
179.98 |
1.8% |
40% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
164.00 |
1.6% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,397.13 |
2.618 |
10,967.80 |
1.618 |
10,704.73 |
1.000 |
10,542.15 |
0.618 |
10,441.66 |
HIGH |
10,279.08 |
0.618 |
10,178.59 |
0.500 |
10,147.55 |
0.382 |
10,116.50 |
LOW |
10,016.01 |
0.618 |
9,853.43 |
1.000 |
9,752.94 |
1.618 |
9,590.36 |
2.618 |
9,327.29 |
4.250 |
8,897.96 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,228.83 |
10,216.47 |
PP |
10,188.19 |
10,163.46 |
S1 |
10,147.55 |
10,110.46 |
|