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 |
10,390 |
10,401 |
11 |
0.1% |
10,430 |
High |
10,484 |
10,463 |
-21 |
-0.2% |
10,484 |
Low |
10,369 |
10,387 |
18 |
0.2% |
10,297 |
Close |
10,404 |
10,459 |
55 |
0.5% |
10,459 |
Range |
115 |
76 |
-39 |
-33.9% |
187 |
ATR |
166 |
159 |
-6 |
-3.9% |
0 |
Volume |
86,316 |
44,343 |
-41,973 |
-48.6% |
375,081 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,664 |
10,638 |
10,501 |
|
R3 |
10,588 |
10,562 |
10,480 |
|
R2 |
10,512 |
10,512 |
10,473 |
|
R1 |
10,486 |
10,486 |
10,466 |
10,499 |
PP |
10,436 |
10,436 |
10,436 |
10,443 |
S1 |
10,410 |
10,410 |
10,452 |
10,423 |
S2 |
10,360 |
10,360 |
10,445 |
|
S3 |
10,284 |
10,334 |
10,438 |
|
S4 |
10,208 |
10,258 |
10,417 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,974 |
10,904 |
10,562 |
|
R3 |
10,787 |
10,717 |
10,511 |
|
R2 |
10,600 |
10,600 |
10,493 |
|
R1 |
10,530 |
10,530 |
10,476 |
10,565 |
PP |
10,413 |
10,413 |
10,413 |
10,431 |
S1 |
10,343 |
10,343 |
10,442 |
10,378 |
S2 |
10,226 |
10,226 |
10,425 |
|
S3 |
10,039 |
10,156 |
10,408 |
|
S4 |
9,852 |
9,969 |
10,356 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,484 |
10,285 |
199 |
1.9% |
125 |
1.2% |
87% |
False |
False |
100,620 |
10 |
10,484 |
9,908 |
576 |
5.5% |
160 |
1.5% |
96% |
False |
False |
120,488 |
20 |
10,484 |
9,908 |
576 |
5.5% |
162 |
1.5% |
96% |
False |
False |
125,408 |
40 |
10,685 |
9,908 |
777 |
7.4% |
166 |
1.6% |
71% |
False |
False |
129,707 |
60 |
10,685 |
9,506 |
1,179 |
11.3% |
172 |
1.6% |
81% |
False |
False |
136,767 |
80 |
10,685 |
9,506 |
1,179 |
11.3% |
188 |
1.8% |
81% |
False |
False |
109,001 |
100 |
11,144 |
9,506 |
1,638 |
15.7% |
198 |
1.9% |
58% |
False |
False |
87,228 |
120 |
11,144 |
9,506 |
1,638 |
15.7% |
178 |
1.7% |
58% |
False |
False |
72,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,786 |
2.618 |
10,662 |
1.618 |
10,586 |
1.000 |
10,539 |
0.618 |
10,510 |
HIGH |
10,463 |
0.618 |
10,434 |
0.500 |
10,425 |
0.382 |
10,416 |
LOW |
10,387 |
0.618 |
10,340 |
1.000 |
10,311 |
1.618 |
10,264 |
2.618 |
10,188 |
4.250 |
10,064 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,448 |
10,436 |
PP |
10,436 |
10,413 |
S1 |
10,425 |
10,391 |
|