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 |
10,401 |
10,476 |
75 |
0.7% |
10,430 |
High |
10,463 |
10,569 |
106 |
1.0% |
10,484 |
Low |
10,387 |
10,476 |
89 |
0.9% |
10,297 |
Close |
10,459 |
10,538 |
79 |
0.8% |
10,459 |
Range |
76 |
93 |
17 |
22.4% |
187 |
ATR |
159 |
156 |
-4 |
-2.2% |
0 |
Volume |
44,343 |
41,570 |
-2,773 |
-6.3% |
375,081 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,807 |
10,765 |
10,589 |
|
R3 |
10,714 |
10,672 |
10,564 |
|
R2 |
10,621 |
10,621 |
10,555 |
|
R1 |
10,579 |
10,579 |
10,547 |
10,600 |
PP |
10,528 |
10,528 |
10,528 |
10,538 |
S1 |
10,486 |
10,486 |
10,530 |
10,507 |
S2 |
10,435 |
10,435 |
10,521 |
|
S3 |
10,342 |
10,393 |
10,513 |
|
S4 |
10,249 |
10,300 |
10,487 |
|
|
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 |
10,569 |
10,297 |
272 |
2.6% |
112 |
1.1% |
89% |
True |
False |
83,330 |
10 |
10,569 |
9,908 |
661 |
6.3% |
146 |
1.4% |
95% |
True |
False |
108,799 |
20 |
10,569 |
9,908 |
661 |
6.3% |
160 |
1.5% |
95% |
True |
False |
122,230 |
40 |
10,685 |
9,908 |
777 |
7.4% |
161 |
1.5% |
81% |
False |
False |
126,632 |
60 |
10,685 |
9,506 |
1,179 |
11.2% |
171 |
1.6% |
88% |
False |
False |
134,995 |
80 |
10,685 |
9,506 |
1,179 |
11.2% |
187 |
1.8% |
88% |
False |
False |
109,519 |
100 |
11,144 |
9,506 |
1,638 |
15.5% |
198 |
1.9% |
63% |
False |
False |
87,642 |
120 |
11,144 |
9,506 |
1,638 |
15.5% |
178 |
1.7% |
63% |
False |
False |
73,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,964 |
2.618 |
10,813 |
1.618 |
10,720 |
1.000 |
10,662 |
0.618 |
10,627 |
HIGH |
10,569 |
0.618 |
10,534 |
0.500 |
10,523 |
0.382 |
10,512 |
LOW |
10,476 |
0.618 |
10,419 |
1.000 |
10,383 |
1.618 |
10,326 |
2.618 |
10,233 |
4.250 |
10,081 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,533 |
10,515 |
PP |
10,528 |
10,492 |
S1 |
10,523 |
10,469 |
|