Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,120.75 |
1,120.75 |
0.00 |
0.0% |
1,103.75 |
High |
1,127.50 |
1,126.50 |
-1.00 |
-0.1% |
1,112.00 |
Low |
1,115.00 |
1,114.00 |
-1.00 |
-0.1% |
1,086.25 |
Close |
1,120.75 |
1,125.75 |
5.00 |
0.4% |
1,109.75 |
Range |
12.50 |
12.50 |
0.00 |
0.0% |
25.75 |
ATR |
18.40 |
17.98 |
-0.42 |
-2.3% |
0.00 |
Volume |
636,121 |
536,325 |
-99,796 |
-15.7% |
6,521,069 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.50 |
1,155.25 |
1,132.50 |
|
R3 |
1,147.00 |
1,142.75 |
1,129.25 |
|
R2 |
1,134.50 |
1,134.50 |
1,128.00 |
|
R1 |
1,130.25 |
1,130.25 |
1,127.00 |
1,132.50 |
PP |
1,122.00 |
1,122.00 |
1,122.00 |
1,123.25 |
S1 |
1,117.75 |
1,117.75 |
1,124.50 |
1,120.00 |
S2 |
1,109.50 |
1,109.50 |
1,123.50 |
|
S3 |
1,097.00 |
1,105.25 |
1,122.25 |
|
S4 |
1,084.50 |
1,092.75 |
1,119.00 |
|
|
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 |
1,096.75 |
30.75 |
2.7% |
12.50 |
1.1% |
94% |
False |
False |
913,328 |
10 |
1,127.50 |
1,050.75 |
76.75 |
6.8% |
16.00 |
1.4% |
98% |
False |
False |
1,455,479 |
20 |
1,127.50 |
1,037.00 |
90.50 |
8.0% |
18.25 |
1.6% |
98% |
False |
False |
1,781,237 |
40 |
1,127.75 |
1,037.00 |
90.75 |
8.1% |
18.75 |
1.7% |
98% |
False |
False |
1,832,847 |
60 |
1,127.75 |
1,002.75 |
125.00 |
11.1% |
20.25 |
1.8% |
98% |
False |
False |
1,974,010 |
80 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
21.75 |
1.9% |
97% |
False |
False |
1,693,468 |
100 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
23.75 |
2.1% |
59% |
False |
False |
1,355,789 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
21.75 |
1.9% |
59% |
False |
False |
1,130,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.50 |
2.618 |
1,159.25 |
1.618 |
1,146.75 |
1.000 |
1,139.00 |
0.618 |
1,134.25 |
HIGH |
1,126.50 |
0.618 |
1,121.75 |
0.500 |
1,120.25 |
0.382 |
1,118.75 |
LOW |
1,114.00 |
0.618 |
1,106.25 |
1.000 |
1,101.50 |
1.618 |
1,093.75 |
2.618 |
1,081.25 |
4.250 |
1,061.00 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,124.00 |
1,123.75 |
PP |
1,122.00 |
1,121.75 |
S1 |
1,120.25 |
1,119.75 |
|