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 |
10,476 |
10,538 |
62 |
0.6% |
10,430 |
High |
10,569 |
10,588 |
19 |
0.2% |
10,484 |
Low |
10,476 |
10,498 |
22 |
0.2% |
10,297 |
Close |
10,538 |
10,530 |
-8 |
-0.1% |
10,459 |
Range |
93 |
90 |
-3 |
-3.2% |
187 |
ATR |
156 |
151 |
-5 |
-3.0% |
0 |
Volume |
41,570 |
45,947 |
4,377 |
10.5% |
375,081 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,809 |
10,759 |
10,580 |
|
R3 |
10,719 |
10,669 |
10,555 |
|
R2 |
10,629 |
10,629 |
10,547 |
|
R1 |
10,579 |
10,579 |
10,538 |
10,559 |
PP |
10,539 |
10,539 |
10,539 |
10,529 |
S1 |
10,489 |
10,489 |
10,522 |
10,469 |
S2 |
10,449 |
10,449 |
10,514 |
|
S3 |
10,359 |
10,399 |
10,505 |
|
S4 |
10,269 |
10,309 |
10,481 |
|
|
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 |
10,588 |
10,297 |
291 |
2.8% |
100 |
0.9% |
80% |
True |
False |
66,915 |
10 |
10,588 |
9,908 |
680 |
6.5% |
132 |
1.2% |
91% |
True |
False |
101,992 |
20 |
10,588 |
9,908 |
680 |
6.5% |
158 |
1.5% |
91% |
True |
False |
119,111 |
40 |
10,685 |
9,908 |
777 |
7.4% |
160 |
1.5% |
80% |
False |
False |
123,580 |
60 |
10,685 |
9,506 |
1,179 |
11.2% |
171 |
1.6% |
87% |
False |
False |
132,959 |
80 |
10,685 |
9,506 |
1,179 |
11.2% |
183 |
1.7% |
87% |
False |
False |
110,091 |
100 |
11,144 |
9,506 |
1,638 |
15.6% |
198 |
1.9% |
63% |
False |
False |
88,101 |
120 |
11,144 |
9,506 |
1,638 |
15.6% |
178 |
1.7% |
63% |
False |
False |
73,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,971 |
2.618 |
10,824 |
1.618 |
10,734 |
1.000 |
10,678 |
0.618 |
10,644 |
HIGH |
10,588 |
0.618 |
10,554 |
0.500 |
10,543 |
0.382 |
10,533 |
LOW |
10,498 |
0.618 |
10,443 |
1.000 |
10,408 |
1.618 |
10,353 |
2.618 |
10,263 |
4.250 |
10,116 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,543 |
10,516 |
PP |
10,539 |
10,502 |
S1 |
10,534 |
10,488 |
|