Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,919.25 |
1,925.75 |
6.50 |
0.3% |
1,867.50 |
High |
1,938.75 |
1,943.00 |
4.25 |
0.2% |
1,897.75 |
Low |
1,912.50 |
1,916.75 |
4.25 |
0.2% |
1,852.25 |
Close |
1,925.25 |
1,942.25 |
17.00 |
0.9% |
1,892.25 |
Range |
26.25 |
26.25 |
0.00 |
0.0% |
45.50 |
ATR |
33.66 |
33.13 |
-0.53 |
-1.6% |
0.00 |
Volume |
93,461 |
82,316 |
-11,145 |
-11.9% |
975,621 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.75 |
2,003.75 |
1,956.75 |
|
R3 |
1,986.50 |
1,977.50 |
1,949.50 |
|
R2 |
1,960.25 |
1,960.25 |
1,947.00 |
|
R1 |
1,951.25 |
1,951.25 |
1,944.75 |
1,955.75 |
PP |
1,934.00 |
1,934.00 |
1,934.00 |
1,936.25 |
S1 |
1,925.00 |
1,925.00 |
1,939.75 |
1,929.50 |
S2 |
1,907.75 |
1,907.75 |
1,937.50 |
|
S3 |
1,881.50 |
1,898.75 |
1,935.00 |
|
S4 |
1,855.25 |
1,872.50 |
1,927.75 |
|
|
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 |
1,943.00 |
1,874.75 |
68.25 |
3.5% |
24.25 |
1.2% |
99% |
True |
False |
128,773 |
10 |
1,943.00 |
1,770.50 |
172.50 |
8.9% |
30.00 |
1.5% |
100% |
True |
False |
220,482 |
20 |
1,943.00 |
1,744.00 |
199.00 |
10.2% |
33.50 |
1.7% |
100% |
True |
False |
269,775 |
40 |
1,943.00 |
1,744.00 |
199.00 |
10.2% |
34.00 |
1.8% |
100% |
True |
False |
287,844 |
60 |
1,943.00 |
1,698.00 |
245.00 |
12.6% |
36.75 |
1.9% |
100% |
True |
False |
304,145 |
80 |
1,943.00 |
1,698.00 |
245.00 |
12.6% |
39.75 |
2.0% |
100% |
True |
False |
255,039 |
100 |
2,056.00 |
1,698.00 |
358.00 |
18.4% |
44.25 |
2.3% |
68% |
False |
False |
204,078 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.4% |
40.50 |
2.1% |
68% |
False |
False |
170,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.50 |
2.618 |
2,011.75 |
1.618 |
1,985.50 |
1.000 |
1,969.25 |
0.618 |
1,959.25 |
HIGH |
1,943.00 |
0.618 |
1,933.00 |
0.500 |
1,930.00 |
0.382 |
1,926.75 |
LOW |
1,916.75 |
0.618 |
1,900.50 |
1.000 |
1,890.50 |
1.618 |
1,874.25 |
2.618 |
1,848.00 |
4.250 |
1,805.25 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,938.00 |
1,934.75 |
PP |
1,934.00 |
1,927.25 |
S1 |
1,930.00 |
1,919.75 |
|