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 |
4,608.0 |
4,644.0 |
36.0 |
0.8% |
4,589.0 |
High |
4,634.0 |
4,652.0 |
18.0 |
0.4% |
4,599.0 |
Low |
4,601.0 |
4,623.0 |
22.0 |
0.5% |
4,527.0 |
Close |
4,631.0 |
4,640.0 |
9.0 |
0.2% |
4,565.0 |
Range |
33.0 |
29.0 |
-4.0 |
-12.1% |
72.0 |
ATR |
59.6 |
57.4 |
-2.2 |
-3.7% |
0.0 |
Volume |
88,769 |
108,374 |
19,605 |
22.1% |
153,707 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,725.3 |
4,711.7 |
4,656.0 |
|
R3 |
4,696.3 |
4,682.7 |
4,648.0 |
|
R2 |
4,667.3 |
4,667.3 |
4,645.3 |
|
R1 |
4,653.7 |
4,653.7 |
4,642.7 |
4,646.0 |
PP |
4,638.3 |
4,638.3 |
4,638.3 |
4,634.5 |
S1 |
4,624.7 |
4,624.7 |
4,637.3 |
4,617.0 |
S2 |
4,609.3 |
4,609.3 |
4,634.7 |
|
S3 |
4,580.3 |
4,595.7 |
4,632.0 |
|
S4 |
4,551.3 |
4,566.7 |
4,624.1 |
|
|
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 |
4,652.0 |
4,527.0 |
125.0 |
2.7% |
35.8 |
0.8% |
90% |
True |
False |
56,865 |
10 |
4,652.0 |
4,420.0 |
232.0 |
5.0% |
43.8 |
0.9% |
95% |
True |
False |
45,022 |
20 |
4,652.0 |
4,296.0 |
356.0 |
7.7% |
44.7 |
1.0% |
97% |
True |
False |
39,842 |
40 |
4,652.0 |
4,296.0 |
356.0 |
7.7% |
45.6 |
1.0% |
97% |
True |
False |
33,854 |
60 |
4,652.0 |
4,163.0 |
489.0 |
10.5% |
48.7 |
1.0% |
98% |
True |
False |
31,142 |
80 |
4,652.0 |
4,163.0 |
489.0 |
10.5% |
46.3 |
1.0% |
98% |
True |
False |
27,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,775.3 |
2.618 |
4,727.9 |
1.618 |
4,698.9 |
1.000 |
4,681.0 |
0.618 |
4,669.9 |
HIGH |
4,652.0 |
0.618 |
4,640.9 |
0.500 |
4,637.5 |
0.382 |
4,634.1 |
LOW |
4,623.0 |
0.618 |
4,605.1 |
1.000 |
4,594.0 |
1.618 |
4,576.1 |
2.618 |
4,547.1 |
4.250 |
4,499.8 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,639.2 |
4,628.0 |
PP |
4,638.3 |
4,616.0 |
S1 |
4,637.5 |
4,604.0 |
|