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 |
1,878.25 |
1,886.75 |
8.50 |
0.5% |
1,867.50 |
High |
1,897.75 |
1,896.75 |
-1.00 |
-0.1% |
1,897.75 |
Low |
1,874.75 |
1,880.00 |
5.25 |
0.3% |
1,852.25 |
Close |
1,885.75 |
1,892.25 |
6.50 |
0.3% |
1,892.25 |
Range |
23.00 |
16.75 |
-6.25 |
-27.2% |
45.50 |
ATR |
35.67 |
34.32 |
-1.35 |
-3.8% |
0.00 |
Volume |
235,345 |
125,668 |
-109,677 |
-46.6% |
975,621 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.00 |
1,932.75 |
1,901.50 |
|
R3 |
1,923.25 |
1,916.00 |
1,896.75 |
|
R2 |
1,906.50 |
1,906.50 |
1,895.25 |
|
R1 |
1,899.25 |
1,899.25 |
1,893.75 |
1,903.00 |
PP |
1,889.75 |
1,889.75 |
1,889.75 |
1,891.50 |
S1 |
1,882.50 |
1,882.50 |
1,890.75 |
1,886.00 |
S2 |
1,873.00 |
1,873.00 |
1,889.25 |
|
S3 |
1,856.25 |
1,865.75 |
1,887.75 |
|
S4 |
1,839.50 |
1,849.00 |
1,883.00 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.25 |
2,000.25 |
1,917.25 |
|
R3 |
1,971.75 |
1,954.75 |
1,904.75 |
|
R2 |
1,926.25 |
1,926.25 |
1,900.50 |
|
R1 |
1,909.25 |
1,909.25 |
1,896.50 |
1,917.75 |
PP |
1,880.75 |
1,880.75 |
1,880.75 |
1,885.00 |
S1 |
1,863.75 |
1,863.75 |
1,888.00 |
1,872.25 |
S2 |
1,835.25 |
1,835.25 |
1,884.00 |
|
S3 |
1,789.75 |
1,818.25 |
1,879.75 |
|
S4 |
1,744.25 |
1,772.75 |
1,867.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,897.75 |
1,834.50 |
63.25 |
3.3% |
27.25 |
1.4% |
91% |
False |
False |
256,361 |
10 |
1,897.75 |
1,744.00 |
153.75 |
8.1% |
33.50 |
1.8% |
96% |
False |
False |
293,060 |
20 |
1,897.75 |
1,744.00 |
153.75 |
8.1% |
34.75 |
1.8% |
96% |
False |
False |
295,518 |
40 |
1,918.00 |
1,744.00 |
174.00 |
9.2% |
36.00 |
1.9% |
85% |
False |
False |
307,426 |
60 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
37.25 |
2.0% |
80% |
False |
False |
315,257 |
80 |
1,941.00 |
1,698.00 |
243.00 |
12.8% |
41.00 |
2.2% |
80% |
False |
False |
251,513 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
44.25 |
2.3% |
54% |
False |
False |
201,267 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.9% |
40.50 |
2.1% |
54% |
False |
False |
167,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.00 |
2.618 |
1,940.50 |
1.618 |
1,923.75 |
1.000 |
1,913.50 |
0.618 |
1,907.00 |
HIGH |
1,896.75 |
0.618 |
1,890.25 |
0.500 |
1,888.50 |
0.382 |
1,886.50 |
LOW |
1,880.00 |
0.618 |
1,869.75 |
1.000 |
1,863.25 |
1.618 |
1,853.00 |
2.618 |
1,836.25 |
4.250 |
1,808.75 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,891.00 |
1,886.50 |
PP |
1,889.75 |
1,880.75 |
S1 |
1,888.50 |
1,875.00 |
|