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 |
10,538 |
10,532 |
-6 |
-0.1% |
10,430 |
High |
10,588 |
10,588 |
0 |
0.0% |
10,484 |
Low |
10,498 |
10,470 |
-28 |
-0.3% |
10,297 |
Close |
10,530 |
10,576 |
46 |
0.4% |
10,459 |
Range |
90 |
118 |
28 |
31.1% |
187 |
ATR |
151 |
149 |
-2 |
-1.6% |
0 |
Volume |
45,947 |
17,523 |
-28,424 |
-61.9% |
375,081 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,899 |
10,855 |
10,641 |
|
R3 |
10,781 |
10,737 |
10,609 |
|
R2 |
10,663 |
10,663 |
10,598 |
|
R1 |
10,619 |
10,619 |
10,587 |
10,641 |
PP |
10,545 |
10,545 |
10,545 |
10,556 |
S1 |
10,501 |
10,501 |
10,565 |
10,523 |
S2 |
10,427 |
10,427 |
10,554 |
|
S3 |
10,309 |
10,383 |
10,544 |
|
S4 |
10,191 |
10,265 |
10,511 |
|
|
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 |
10,369 |
219 |
2.1% |
99 |
0.9% |
95% |
True |
False |
47,139 |
10 |
10,588 |
10,020 |
568 |
5.4% |
128 |
1.2% |
98% |
True |
False |
87,483 |
20 |
10,588 |
9,908 |
680 |
6.4% |
154 |
1.5% |
98% |
True |
False |
114,115 |
40 |
10,685 |
9,908 |
777 |
7.3% |
157 |
1.5% |
86% |
False |
False |
120,788 |
60 |
10,685 |
9,506 |
1,179 |
11.1% |
169 |
1.6% |
91% |
False |
False |
131,331 |
80 |
10,685 |
9,506 |
1,179 |
11.1% |
181 |
1.7% |
91% |
False |
False |
110,306 |
100 |
11,144 |
9,506 |
1,638 |
15.5% |
198 |
1.9% |
65% |
False |
False |
88,276 |
120 |
11,144 |
9,506 |
1,638 |
15.5% |
179 |
1.7% |
65% |
False |
False |
73,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,090 |
2.618 |
10,897 |
1.618 |
10,779 |
1.000 |
10,706 |
0.618 |
10,661 |
HIGH |
10,588 |
0.618 |
10,543 |
0.500 |
10,529 |
0.382 |
10,515 |
LOW |
10,470 |
0.618 |
10,397 |
1.000 |
10,352 |
1.618 |
10,279 |
2.618 |
10,161 |
4.250 |
9,969 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,560 |
10,560 |
PP |
10,545 |
10,545 |
S1 |
10,529 |
10,529 |
|