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 |
4,597.0 |
4,608.0 |
11.0 |
0.2% |
4,589.0 |
High |
4,599.0 |
4,634.0 |
35.0 |
0.8% |
4,599.0 |
Low |
4,556.0 |
4,601.0 |
45.0 |
1.0% |
4,527.0 |
Close |
4,565.0 |
4,631.0 |
66.0 |
1.4% |
4,565.0 |
Range |
43.0 |
33.0 |
-10.0 |
-23.3% |
72.0 |
ATR |
58.9 |
59.6 |
0.7 |
1.2% |
0.0 |
Volume |
33,393 |
88,769 |
55,376 |
165.8% |
153,707 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,721.0 |
4,709.0 |
4,649.2 |
|
R3 |
4,688.0 |
4,676.0 |
4,640.1 |
|
R2 |
4,655.0 |
4,655.0 |
4,637.1 |
|
R1 |
4,643.0 |
4,643.0 |
4,634.0 |
4,649.0 |
PP |
4,622.0 |
4,622.0 |
4,622.0 |
4,625.0 |
S1 |
4,610.0 |
4,610.0 |
4,628.0 |
4,616.0 |
S2 |
4,589.0 |
4,589.0 |
4,625.0 |
|
S3 |
4,556.0 |
4,577.0 |
4,621.9 |
|
S4 |
4,523.0 |
4,544.0 |
4,612.9 |
|
|
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 |
4,634.0 |
4,527.0 |
107.0 |
2.3% |
37.0 |
0.8% |
97% |
True |
False |
42,907 |
10 |
4,634.0 |
4,379.0 |
255.0 |
5.5% |
46.2 |
1.0% |
99% |
True |
False |
38,889 |
20 |
4,634.0 |
4,296.0 |
338.0 |
7.3% |
46.5 |
1.0% |
99% |
True |
False |
36,107 |
40 |
4,634.0 |
4,296.0 |
338.0 |
7.3% |
46.8 |
1.0% |
99% |
True |
False |
31,887 |
60 |
4,634.0 |
4,163.0 |
471.0 |
10.2% |
49.1 |
1.1% |
99% |
True |
False |
29,752 |
80 |
4,634.0 |
4,163.0 |
471.0 |
10.2% |
46.5 |
1.0% |
99% |
True |
False |
25,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,774.3 |
2.618 |
4,720.4 |
1.618 |
4,687.4 |
1.000 |
4,667.0 |
0.618 |
4,654.4 |
HIGH |
4,634.0 |
0.618 |
4,621.4 |
0.500 |
4,617.5 |
0.382 |
4,613.6 |
LOW |
4,601.0 |
0.618 |
4,580.6 |
1.000 |
4,568.0 |
1.618 |
4,547.6 |
2.618 |
4,514.6 |
4.250 |
4,460.8 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,626.5 |
4,619.0 |
PP |
4,622.0 |
4,607.0 |
S1 |
4,617.5 |
4,595.0 |
|