| 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 |
9,919 |
9,972 |
53 |
0.5% |
10,165 |
| High |
9,998 |
10,214 |
216 |
2.2% |
10,219 |
| Low |
9,844 |
9,955 |
111 |
1.1% |
9,855 |
| Close |
9,939 |
10,205 |
266 |
2.7% |
10,075 |
| Range |
154 |
259 |
105 |
68.2% |
364 |
| ATR |
168 |
176 |
8 |
4.5% |
0 |
| Volume |
739 |
511 |
-228 |
-30.9% |
1,202 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,902 |
10,812 |
10,348 |
|
| R3 |
10,643 |
10,553 |
10,276 |
|
| R2 |
10,384 |
10,384 |
10,253 |
|
| R1 |
10,294 |
10,294 |
10,229 |
10,339 |
| PP |
10,125 |
10,125 |
10,125 |
10,147 |
| S1 |
10,035 |
10,035 |
10,181 |
10,080 |
| S2 |
9,866 |
9,866 |
10,158 |
|
| S3 |
9,607 |
9,776 |
10,134 |
|
| S4 |
9,348 |
9,517 |
10,063 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,142 |
10,972 |
10,275 |
|
| R3 |
10,778 |
10,608 |
10,175 |
|
| R2 |
10,414 |
10,414 |
10,142 |
|
| R1 |
10,244 |
10,244 |
10,108 |
10,147 |
| PP |
10,050 |
10,050 |
10,050 |
10,001 |
| S1 |
9,880 |
9,880 |
10,042 |
9,783 |
| S2 |
9,686 |
9,686 |
10,008 |
|
| S3 |
9,322 |
9,516 |
9,975 |
|
| S4 |
8,958 |
9,152 |
9,875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,214 |
9,844 |
370 |
3.6% |
204 |
2.0% |
98% |
True |
False |
488 |
| 10 |
10,351 |
9,844 |
507 |
5.0% |
185 |
1.8% |
71% |
False |
False |
332 |
| 20 |
10,617 |
9,844 |
773 |
7.6% |
169 |
1.7% |
47% |
False |
False |
211 |
| 40 |
10,617 |
9,844 |
773 |
7.6% |
163 |
1.6% |
47% |
False |
False |
141 |
| 60 |
10,617 |
9,452 |
1,165 |
11.4% |
157 |
1.5% |
65% |
False |
False |
112 |
| 80 |
10,743 |
9,452 |
1,291 |
12.7% |
140 |
1.4% |
58% |
False |
False |
85 |
| 100 |
11,033 |
9,452 |
1,581 |
15.5% |
128 |
1.3% |
48% |
False |
False |
69 |
| 120 |
11,033 |
9,452 |
1,581 |
15.5% |
109 |
1.1% |
48% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,315 |
|
2.618 |
10,892 |
|
1.618 |
10,633 |
|
1.000 |
10,473 |
|
0.618 |
10,374 |
|
HIGH |
10,214 |
|
0.618 |
10,115 |
|
0.500 |
10,085 |
|
0.382 |
10,054 |
|
LOW |
9,955 |
|
0.618 |
9,795 |
|
1.000 |
9,696 |
|
1.618 |
9,536 |
|
2.618 |
9,277 |
|
4.250 |
8,854 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,165 |
10,146 |
| PP |
10,125 |
10,088 |
| S1 |
10,085 |
10,029 |
|