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 |
1,886.75 |
1,896.50 |
9.75 |
0.5% |
1,867.50 |
High |
1,896.75 |
1,925.25 |
28.50 |
1.5% |
1,897.75 |
Low |
1,880.00 |
1,896.50 |
16.50 |
0.9% |
1,852.25 |
Close |
1,892.25 |
1,919.25 |
27.00 |
1.4% |
1,892.25 |
Range |
16.75 |
28.75 |
12.00 |
71.6% |
45.50 |
ATR |
34.32 |
34.23 |
-0.09 |
-0.3% |
0.00 |
Volume |
125,668 |
107,079 |
-18,589 |
-14.8% |
975,621 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.00 |
1,988.25 |
1,935.00 |
|
R3 |
1,971.25 |
1,959.50 |
1,927.25 |
|
R2 |
1,942.50 |
1,942.50 |
1,924.50 |
|
R1 |
1,930.75 |
1,930.75 |
1,922.00 |
1,936.50 |
PP |
1,913.75 |
1,913.75 |
1,913.75 |
1,916.50 |
S1 |
1,902.00 |
1,902.00 |
1,916.50 |
1,908.00 |
S2 |
1,885.00 |
1,885.00 |
1,914.00 |
|
S3 |
1,856.25 |
1,873.25 |
1,911.25 |
|
S4 |
1,827.50 |
1,844.50 |
1,903.50 |
|
|
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 |
1,925.25 |
1,852.25 |
73.00 |
3.8% |
25.75 |
1.3% |
92% |
True |
False |
216,540 |
10 |
1,925.25 |
1,754.50 |
170.75 |
8.9% |
31.25 |
1.6% |
96% |
True |
False |
264,569 |
20 |
1,925.25 |
1,744.00 |
181.25 |
9.4% |
34.75 |
1.8% |
97% |
True |
False |
288,910 |
40 |
1,925.25 |
1,744.00 |
181.25 |
9.4% |
35.25 |
1.8% |
97% |
True |
False |
300,936 |
60 |
1,941.00 |
1,698.00 |
243.00 |
12.7% |
37.25 |
1.9% |
91% |
False |
False |
311,082 |
80 |
1,941.00 |
1,698.00 |
243.00 |
12.7% |
40.75 |
2.1% |
91% |
False |
False |
252,848 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.7% |
44.50 |
2.3% |
62% |
False |
False |
202,337 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.7% |
40.50 |
2.1% |
62% |
False |
False |
168,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,047.50 |
2.618 |
2,000.50 |
1.618 |
1,971.75 |
1.000 |
1,954.00 |
0.618 |
1,943.00 |
HIGH |
1,925.25 |
0.618 |
1,914.25 |
0.500 |
1,911.00 |
0.382 |
1,907.50 |
LOW |
1,896.50 |
0.618 |
1,878.75 |
1.000 |
1,867.75 |
1.618 |
1,850.00 |
2.618 |
1,821.25 |
4.250 |
1,774.25 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,916.50 |
1,912.75 |
PP |
1,913.75 |
1,906.50 |
S1 |
1,911.00 |
1,900.00 |
|