Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,112.50 |
1,120.75 |
8.25 |
0.7% |
1,103.75 |
High |
1,124.00 |
1,127.50 |
3.50 |
0.3% |
1,112.00 |
Low |
1,112.00 |
1,115.00 |
3.00 |
0.3% |
1,086.25 |
Close |
1,121.25 |
1,120.75 |
-0.50 |
0.0% |
1,109.75 |
Range |
12.00 |
12.50 |
0.50 |
4.2% |
25.75 |
ATR |
18.86 |
18.40 |
-0.45 |
-2.4% |
0.00 |
Volume |
891,528 |
636,121 |
-255,407 |
-28.6% |
6,521,069 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,158.50 |
1,152.25 |
1,127.50 |
|
R3 |
1,146.00 |
1,139.75 |
1,124.25 |
|
R2 |
1,133.50 |
1,133.50 |
1,123.00 |
|
R1 |
1,127.25 |
1,127.25 |
1,122.00 |
1,127.00 |
PP |
1,121.00 |
1,121.00 |
1,121.00 |
1,121.00 |
S1 |
1,114.75 |
1,114.75 |
1,119.50 |
1,114.50 |
S2 |
1,108.50 |
1,108.50 |
1,118.50 |
|
S3 |
1,096.00 |
1,102.25 |
1,117.25 |
|
S4 |
1,083.50 |
1,089.75 |
1,114.00 |
|
|
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 |
1,127.50 |
1,086.25 |
41.25 |
3.7% |
13.25 |
1.2% |
84% |
True |
False |
1,206,329 |
10 |
1,127.50 |
1,037.50 |
90.00 |
8.0% |
16.50 |
1.5% |
93% |
True |
False |
1,653,491 |
20 |
1,127.50 |
1,037.00 |
90.50 |
8.1% |
18.75 |
1.7% |
93% |
True |
False |
1,843,410 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.1% |
19.25 |
1.7% |
92% |
False |
False |
1,863,461 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
20.50 |
1.8% |
93% |
False |
False |
1,992,266 |
80 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
22.00 |
2.0% |
93% |
False |
False |
1,686,870 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
24.00 |
2.1% |
57% |
False |
False |
1,350,440 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
21.75 |
1.9% |
57% |
False |
False |
1,125,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.50 |
2.618 |
1,160.25 |
1.618 |
1,147.75 |
1.000 |
1,140.00 |
0.618 |
1,135.25 |
HIGH |
1,127.50 |
0.618 |
1,122.75 |
0.500 |
1,121.25 |
0.382 |
1,119.75 |
LOW |
1,115.00 |
0.618 |
1,107.25 |
1.000 |
1,102.50 |
1.618 |
1,094.75 |
2.618 |
1,082.25 |
4.250 |
1,062.00 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,121.25 |
1,118.50 |
PP |
1,121.00 |
1,116.25 |
S1 |
1,121.00 |
1,114.00 |
|