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 |
1,896.50 |
1,919.25 |
22.75 |
1.2% |
1,867.50 |
High |
1,925.25 |
1,938.75 |
13.50 |
0.7% |
1,897.75 |
Low |
1,896.50 |
1,912.50 |
16.00 |
0.8% |
1,852.25 |
Close |
1,919.25 |
1,925.25 |
6.00 |
0.3% |
1,892.25 |
Range |
28.75 |
26.25 |
-2.50 |
-8.7% |
45.50 |
ATR |
34.23 |
33.66 |
-0.57 |
-1.7% |
0.00 |
Volume |
107,079 |
93,461 |
-13,618 |
-12.7% |
975,621 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.25 |
1,991.00 |
1,939.75 |
|
R3 |
1,978.00 |
1,964.75 |
1,932.50 |
|
R2 |
1,951.75 |
1,951.75 |
1,930.00 |
|
R1 |
1,938.50 |
1,938.50 |
1,927.75 |
1,945.00 |
PP |
1,925.50 |
1,925.50 |
1,925.50 |
1,928.75 |
S1 |
1,912.25 |
1,912.25 |
1,922.75 |
1,919.00 |
S2 |
1,899.25 |
1,899.25 |
1,920.50 |
|
S3 |
1,873.00 |
1,886.00 |
1,918.00 |
|
S4 |
1,846.75 |
1,859.75 |
1,910.75 |
|
|
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 |
1,938.75 |
1,852.25 |
86.50 |
4.5% |
26.00 |
1.4% |
84% |
True |
False |
173,994 |
10 |
1,938.75 |
1,754.50 |
184.25 |
9.6% |
30.25 |
1.6% |
93% |
True |
False |
248,330 |
20 |
1,938.75 |
1,744.00 |
194.75 |
10.1% |
34.25 |
1.8% |
93% |
True |
False |
279,234 |
40 |
1,938.75 |
1,744.00 |
194.75 |
10.1% |
35.00 |
1.8% |
93% |
True |
False |
293,329 |
60 |
1,941.00 |
1,698.00 |
243.00 |
12.6% |
37.25 |
1.9% |
94% |
False |
False |
306,889 |
80 |
1,941.00 |
1,698.00 |
243.00 |
12.6% |
40.25 |
2.1% |
94% |
False |
False |
254,014 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.6% |
44.25 |
2.3% |
63% |
False |
False |
203,260 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.6% |
40.50 |
2.1% |
63% |
False |
False |
169,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,050.25 |
2.618 |
2,007.50 |
1.618 |
1,981.25 |
1.000 |
1,965.00 |
0.618 |
1,955.00 |
HIGH |
1,938.75 |
0.618 |
1,928.75 |
0.500 |
1,925.50 |
0.382 |
1,922.50 |
LOW |
1,912.50 |
0.618 |
1,896.25 |
1.000 |
1,886.25 |
1.618 |
1,870.00 |
2.618 |
1,843.75 |
4.250 |
1,801.00 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,925.50 |
1,920.00 |
PP |
1,925.50 |
1,914.75 |
S1 |
1,925.50 |
1,909.50 |
|