| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,202 |
10,239 |
37 |
0.4% |
10,084 |
| High |
10,252 |
10,377 |
125 |
1.2% |
10,377 |
| Low |
10,166 |
10,222 |
56 |
0.6% |
9,844 |
| Close |
10,244 |
10,371 |
127 |
1.2% |
10,371 |
| Range |
86 |
155 |
69 |
80.2% |
533 |
| ATR |
169 |
168 |
-1 |
-0.6% |
0 |
| Volume |
830 |
328 |
-502 |
-60.5% |
2,979 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,788 |
10,735 |
10,456 |
|
| R3 |
10,633 |
10,580 |
10,414 |
|
| R2 |
10,478 |
10,478 |
10,400 |
|
| R1 |
10,425 |
10,425 |
10,385 |
10,452 |
| PP |
10,323 |
10,323 |
10,323 |
10,337 |
| S1 |
10,270 |
10,270 |
10,357 |
10,297 |
| S2 |
10,168 |
10,168 |
10,343 |
|
| S3 |
10,013 |
10,115 |
10,329 |
|
| S4 |
9,858 |
9,960 |
10,286 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,796 |
11,617 |
10,664 |
|
| R3 |
11,263 |
11,084 |
10,518 |
|
| R2 |
10,730 |
10,730 |
10,469 |
|
| R1 |
10,551 |
10,551 |
10,420 |
10,641 |
| PP |
10,197 |
10,197 |
10,197 |
10,242 |
| S1 |
10,018 |
10,018 |
10,322 |
10,108 |
| S2 |
9,664 |
9,664 |
10,273 |
|
| S3 |
9,131 |
9,485 |
10,225 |
|
| S4 |
8,598 |
8,952 |
10,078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,377 |
9,844 |
533 |
5.1% |
177 |
1.7% |
99% |
True |
False |
595 |
| 10 |
10,377 |
9,844 |
533 |
5.1% |
173 |
1.7% |
99% |
True |
False |
418 |
| 20 |
10,617 |
9,844 |
773 |
7.5% |
168 |
1.6% |
68% |
False |
False |
261 |
| 40 |
10,617 |
9,844 |
773 |
7.5% |
163 |
1.6% |
68% |
False |
False |
166 |
| 60 |
10,617 |
9,452 |
1,165 |
11.2% |
159 |
1.5% |
79% |
False |
False |
131 |
| 80 |
10,654 |
9,452 |
1,202 |
11.6% |
139 |
1.3% |
76% |
False |
False |
100 |
| 100 |
11,033 |
9,452 |
1,581 |
15.2% |
130 |
1.3% |
58% |
False |
False |
80 |
| 120 |
11,033 |
9,452 |
1,581 |
15.2% |
111 |
1.1% |
58% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,036 |
|
2.618 |
10,783 |
|
1.618 |
10,628 |
|
1.000 |
10,532 |
|
0.618 |
10,473 |
|
HIGH |
10,377 |
|
0.618 |
10,318 |
|
0.500 |
10,300 |
|
0.382 |
10,281 |
|
LOW |
10,222 |
|
0.618 |
10,126 |
|
1.000 |
10,067 |
|
1.618 |
9,971 |
|
2.618 |
9,816 |
|
4.250 |
9,563 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,347 |
10,303 |
| PP |
10,323 |
10,234 |
| S1 |
10,300 |
10,166 |
|