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 |
1,925.75 |
1,943.75 |
18.00 |
0.9% |
1,867.50 |
High |
1,943.00 |
1,955.50 |
12.50 |
0.6% |
1,897.75 |
Low |
1,916.75 |
1,932.00 |
15.25 |
0.8% |
1,852.25 |
Close |
1,942.25 |
1,952.50 |
10.25 |
0.5% |
1,892.25 |
Range |
26.25 |
23.50 |
-2.75 |
-10.5% |
45.50 |
ATR |
33.13 |
32.44 |
-0.69 |
-2.1% |
0.00 |
Volume |
82,316 |
58,242 |
-24,074 |
-29.2% |
975,621 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.25 |
2,008.25 |
1,965.50 |
|
R3 |
1,993.75 |
1,984.75 |
1,959.00 |
|
R2 |
1,970.25 |
1,970.25 |
1,956.75 |
|
R1 |
1,961.25 |
1,961.25 |
1,954.75 |
1,965.75 |
PP |
1,946.75 |
1,946.75 |
1,946.75 |
1,949.00 |
S1 |
1,937.75 |
1,937.75 |
1,950.25 |
1,942.25 |
S2 |
1,923.25 |
1,923.25 |
1,948.25 |
|
S3 |
1,899.75 |
1,914.25 |
1,946.00 |
|
S4 |
1,876.25 |
1,890.75 |
1,939.50 |
|
|
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 |
1,955.50 |
1,880.00 |
75.50 |
3.9% |
24.25 |
1.2% |
96% |
True |
False |
93,353 |
10 |
1,955.50 |
1,813.00 |
142.50 |
7.3% |
27.00 |
1.4% |
98% |
True |
False |
187,377 |
20 |
1,955.50 |
1,744.00 |
211.50 |
10.8% |
33.00 |
1.7% |
99% |
True |
False |
257,750 |
40 |
1,955.50 |
1,744.00 |
211.50 |
10.8% |
33.50 |
1.7% |
99% |
True |
False |
280,542 |
60 |
1,955.50 |
1,698.00 |
257.50 |
13.2% |
36.50 |
1.9% |
99% |
True |
False |
299,649 |
80 |
1,955.50 |
1,698.00 |
257.50 |
13.2% |
39.50 |
2.0% |
99% |
True |
False |
255,763 |
100 |
2,047.75 |
1,698.00 |
349.75 |
17.9% |
44.50 |
2.3% |
73% |
False |
False |
204,659 |
120 |
2,056.00 |
1,698.00 |
358.00 |
18.3% |
40.50 |
2.1% |
71% |
False |
False |
170,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.50 |
2.618 |
2,017.00 |
1.618 |
1,993.50 |
1.000 |
1,979.00 |
0.618 |
1,970.00 |
HIGH |
1,955.50 |
0.618 |
1,946.50 |
0.500 |
1,943.75 |
0.382 |
1,941.00 |
LOW |
1,932.00 |
0.618 |
1,917.50 |
1.000 |
1,908.50 |
1.618 |
1,894.00 |
2.618 |
1,870.50 |
4.250 |
1,832.00 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,949.50 |
1,946.25 |
PP |
1,946.75 |
1,940.25 |
S1 |
1,943.75 |
1,934.00 |
|