Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,103.00 |
1,112.50 |
9.50 |
0.9% |
1,103.75 |
High |
1,110.50 |
1,124.00 |
13.50 |
1.2% |
1,112.00 |
Low |
1,100.50 |
1,112.00 |
11.50 |
1.0% |
1,086.25 |
Close |
1,109.75 |
1,121.25 |
11.50 |
1.0% |
1,109.75 |
Range |
10.00 |
12.00 |
2.00 |
20.0% |
25.75 |
ATR |
19.21 |
18.86 |
-0.35 |
-1.8% |
0.00 |
Volume |
890,439 |
891,528 |
1,089 |
0.1% |
6,521,069 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.00 |
1,150.25 |
1,127.75 |
|
R3 |
1,143.00 |
1,138.25 |
1,124.50 |
|
R2 |
1,131.00 |
1,131.00 |
1,123.50 |
|
R1 |
1,126.25 |
1,126.25 |
1,122.25 |
1,128.50 |
PP |
1,119.00 |
1,119.00 |
1,119.00 |
1,120.25 |
S1 |
1,114.25 |
1,114.25 |
1,120.25 |
1,116.50 |
S2 |
1,107.00 |
1,107.00 |
1,119.00 |
|
S3 |
1,095.00 |
1,102.25 |
1,118.00 |
|
S4 |
1,083.00 |
1,090.25 |
1,114.75 |
|
|
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 |
1,124.00 |
1,086.25 |
37.75 |
3.4% |
14.25 |
1.3% |
93% |
True |
False |
1,482,519 |
10 |
1,124.00 |
1,037.50 |
86.50 |
7.7% |
18.00 |
1.6% |
97% |
True |
False |
1,738,487 |
20 |
1,124.00 |
1,037.00 |
87.00 |
7.8% |
19.00 |
1.7% |
97% |
True |
False |
1,892,091 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.1% |
19.25 |
1.7% |
93% |
False |
False |
1,910,149 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
20.50 |
1.8% |
93% |
False |
False |
2,026,917 |
80 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
22.50 |
2.0% |
93% |
False |
False |
1,678,974 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
24.00 |
2.1% |
57% |
False |
False |
1,344,096 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
22.00 |
2.0% |
57% |
False |
False |
1,120,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.00 |
2.618 |
1,155.50 |
1.618 |
1,143.50 |
1.000 |
1,136.00 |
0.618 |
1,131.50 |
HIGH |
1,124.00 |
0.618 |
1,119.50 |
0.500 |
1,118.00 |
0.382 |
1,116.50 |
LOW |
1,112.00 |
0.618 |
1,104.50 |
1.000 |
1,100.00 |
1.618 |
1,092.50 |
2.618 |
1,080.50 |
4.250 |
1,061.00 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,120.25 |
1,117.50 |
PP |
1,119.00 |
1,114.00 |
S1 |
1,118.00 |
1,110.50 |
|