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 |
4,567.0 |
4,597.0 |
30.0 |
0.7% |
4,589.0 |
High |
4,593.0 |
4,599.0 |
6.0 |
0.1% |
4,599.0 |
Low |
4,562.0 |
4,556.0 |
-6.0 |
-0.1% |
4,527.0 |
Close |
4,582.0 |
4,565.0 |
-17.0 |
-0.4% |
4,565.0 |
Range |
31.0 |
43.0 |
12.0 |
38.7% |
72.0 |
ATR |
60.1 |
58.9 |
-1.2 |
-2.0% |
0.0 |
Volume |
28,377 |
33,393 |
5,016 |
17.7% |
153,707 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,702.3 |
4,676.7 |
4,588.7 |
|
R3 |
4,659.3 |
4,633.7 |
4,576.8 |
|
R2 |
4,616.3 |
4,616.3 |
4,572.9 |
|
R1 |
4,590.7 |
4,590.7 |
4,568.9 |
4,582.0 |
PP |
4,573.3 |
4,573.3 |
4,573.3 |
4,569.0 |
S1 |
4,547.7 |
4,547.7 |
4,561.1 |
4,539.0 |
S2 |
4,530.3 |
4,530.3 |
4,557.1 |
|
S3 |
4,487.3 |
4,504.7 |
4,553.2 |
|
S4 |
4,444.3 |
4,461.7 |
4,541.4 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,779.7 |
4,744.3 |
4,604.6 |
|
R3 |
4,707.7 |
4,672.3 |
4,584.8 |
|
R2 |
4,635.7 |
4,635.7 |
4,578.2 |
|
R1 |
4,600.3 |
4,600.3 |
4,571.6 |
4,582.0 |
PP |
4,563.7 |
4,563.7 |
4,563.7 |
4,554.5 |
S1 |
4,528.3 |
4,528.3 |
4,558.4 |
4,510.0 |
S2 |
4,491.7 |
4,491.7 |
4,551.8 |
|
S3 |
4,419.7 |
4,456.3 |
4,545.2 |
|
S4 |
4,347.7 |
4,384.3 |
4,525.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,599.0 |
4,527.0 |
72.0 |
1.6% |
40.2 |
0.9% |
53% |
True |
False |
30,741 |
10 |
4,599.0 |
4,379.0 |
220.0 |
4.8% |
48.7 |
1.1% |
85% |
True |
False |
34,079 |
20 |
4,599.0 |
4,296.0 |
303.0 |
6.6% |
47.4 |
1.0% |
89% |
True |
False |
33,340 |
40 |
4,599.0 |
4,296.0 |
303.0 |
6.6% |
46.7 |
1.0% |
89% |
True |
False |
30,172 |
60 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
49.5 |
1.1% |
86% |
False |
False |
28,750 |
80 |
4,630.0 |
4,163.0 |
467.0 |
10.2% |
47.5 |
1.0% |
86% |
False |
False |
24,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,781.8 |
2.618 |
4,711.6 |
1.618 |
4,668.6 |
1.000 |
4,642.0 |
0.618 |
4,625.6 |
HIGH |
4,599.0 |
0.618 |
4,582.6 |
0.500 |
4,577.5 |
0.382 |
4,572.4 |
LOW |
4,556.0 |
0.618 |
4,529.4 |
1.000 |
4,513.0 |
1.618 |
4,486.4 |
2.618 |
4,443.4 |
4.250 |
4,373.3 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,577.5 |
4,564.3 |
PP |
4,573.3 |
4,563.7 |
S1 |
4,569.2 |
4,563.0 |
|