Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4,644.0 |
4,672.0 |
28.0 |
0.6% |
4,589.0 |
High |
4,673.0 |
4,677.0 |
4.0 |
0.1% |
4,599.0 |
Low |
4,636.0 |
4,662.0 |
26.0 |
0.6% |
4,527.0 |
Close |
4,657.0 |
4,676.0 |
19.0 |
0.4% |
4,565.0 |
Range |
37.0 |
15.0 |
-22.0 |
-59.5% |
72.0 |
ATR |
55.9 |
53.4 |
-2.6 |
-4.6% |
0.0 |
Volume |
86,427 |
4,428 |
-81,999 |
-94.9% |
153,707 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,716.7 |
4,711.3 |
4,684.3 |
|
R3 |
4,701.7 |
4,696.3 |
4,680.1 |
|
R2 |
4,686.7 |
4,686.7 |
4,678.8 |
|
R1 |
4,681.3 |
4,681.3 |
4,677.4 |
4,684.0 |
PP |
4,671.7 |
4,671.7 |
4,671.7 |
4,673.0 |
S1 |
4,666.3 |
4,666.3 |
4,674.6 |
4,669.0 |
S2 |
4,656.7 |
4,656.7 |
4,673.3 |
|
S3 |
4,641.7 |
4,651.3 |
4,671.9 |
|
S4 |
4,626.7 |
4,636.3 |
4,667.8 |
|
|
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 |
4,677.0 |
4,556.0 |
121.0 |
2.6% |
31.4 |
0.7% |
99% |
True |
False |
64,278 |
10 |
4,677.0 |
4,518.0 |
159.0 |
3.4% |
35.5 |
0.8% |
99% |
True |
False |
46,621 |
20 |
4,677.0 |
4,296.0 |
381.0 |
8.1% |
43.5 |
0.9% |
100% |
True |
False |
41,140 |
40 |
4,677.0 |
4,296.0 |
381.0 |
8.1% |
44.7 |
1.0% |
100% |
True |
False |
35,072 |
60 |
4,677.0 |
4,163.0 |
514.0 |
11.0% |
48.0 |
1.0% |
100% |
True |
False |
31,889 |
80 |
4,677.0 |
4,163.0 |
514.0 |
11.0% |
45.5 |
1.0% |
100% |
True |
False |
28,372 |
100 |
4,814.0 |
4,163.0 |
651.0 |
13.9% |
46.5 |
1.0% |
79% |
False |
False |
22,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,740.8 |
2.618 |
4,716.3 |
1.618 |
4,701.3 |
1.000 |
4,692.0 |
0.618 |
4,686.3 |
HIGH |
4,677.0 |
0.618 |
4,671.3 |
0.500 |
4,669.5 |
0.382 |
4,667.7 |
LOW |
4,662.0 |
0.618 |
4,652.7 |
1.000 |
4,647.0 |
1.618 |
4,637.7 |
2.618 |
4,622.7 |
4.250 |
4,598.3 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4,673.8 |
4,667.3 |
PP |
4,671.7 |
4,658.7 |
S1 |
4,669.5 |
4,650.0 |
|