Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,099.25 |
1,103.00 |
3.75 |
0.3% |
1,103.75 |
High |
1,112.00 |
1,110.50 |
-1.50 |
-0.1% |
1,112.00 |
Low |
1,096.75 |
1,100.50 |
3.75 |
0.3% |
1,086.25 |
Close |
1,102.50 |
1,109.75 |
7.25 |
0.7% |
1,109.75 |
Range |
15.25 |
10.00 |
-5.25 |
-34.4% |
25.75 |
ATR |
19.92 |
19.21 |
-0.71 |
-3.6% |
0.00 |
Volume |
1,612,227 |
890,439 |
-721,788 |
-44.8% |
6,521,069 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.00 |
1,133.25 |
1,115.25 |
|
R3 |
1,127.00 |
1,123.25 |
1,112.50 |
|
R2 |
1,117.00 |
1,117.00 |
1,111.50 |
|
R1 |
1,113.25 |
1,113.25 |
1,110.75 |
1,115.00 |
PP |
1,107.00 |
1,107.00 |
1,107.00 |
1,107.75 |
S1 |
1,103.25 |
1,103.25 |
1,108.75 |
1,105.00 |
S2 |
1,097.00 |
1,097.00 |
1,108.00 |
|
S3 |
1,087.00 |
1,093.25 |
1,107.00 |
|
S4 |
1,077.00 |
1,083.25 |
1,104.25 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.00 |
1,170.50 |
1,124.00 |
|
R3 |
1,154.25 |
1,144.75 |
1,116.75 |
|
R2 |
1,128.50 |
1,128.50 |
1,114.50 |
|
R1 |
1,119.00 |
1,119.00 |
1,112.00 |
1,123.75 |
PP |
1,102.75 |
1,102.75 |
1,102.75 |
1,105.00 |
S1 |
1,093.25 |
1,093.25 |
1,107.50 |
1,098.00 |
S2 |
1,077.00 |
1,077.00 |
1,105.00 |
|
S3 |
1,051.25 |
1,067.50 |
1,102.75 |
|
S4 |
1,025.50 |
1,041.75 |
1,095.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,112.00 |
1,086.25 |
25.75 |
2.3% |
15.50 |
1.4% |
91% |
False |
False |
1,706,588 |
10 |
1,112.00 |
1,037.25 |
74.75 |
6.7% |
19.50 |
1.8% |
97% |
False |
False |
1,903,425 |
20 |
1,112.00 |
1,037.00 |
75.00 |
6.8% |
19.25 |
1.7% |
97% |
False |
False |
1,921,484 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.2% |
19.75 |
1.8% |
80% |
False |
False |
1,948,276 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.4% |
20.50 |
1.9% |
84% |
False |
False |
2,054,092 |
80 |
1,129.50 |
1,002.75 |
126.75 |
11.4% |
22.50 |
2.0% |
84% |
False |
False |
1,667,899 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
24.00 |
2.2% |
51% |
False |
False |
1,335,242 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.8% |
21.75 |
2.0% |
51% |
False |
False |
1,112,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.00 |
2.618 |
1,136.75 |
1.618 |
1,126.75 |
1.000 |
1,120.50 |
0.618 |
1,116.75 |
HIGH |
1,110.50 |
0.618 |
1,106.75 |
0.500 |
1,105.50 |
0.382 |
1,104.25 |
LOW |
1,100.50 |
0.618 |
1,094.25 |
1.000 |
1,090.50 |
1.618 |
1,084.25 |
2.618 |
1,074.25 |
4.250 |
1,058.00 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.25 |
1,106.25 |
PP |
1,107.00 |
1,102.75 |
S1 |
1,105.50 |
1,099.00 |
|