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 |
10,532 |
10,582 |
50 |
0.5% |
10,430 |
High |
10,588 |
10,626 |
38 |
0.4% |
10,484 |
Low |
10,470 |
10,522 |
52 |
0.5% |
10,297 |
Close |
10,576 |
10,618 |
42 |
0.4% |
10,459 |
Range |
118 |
104 |
-14 |
-11.9% |
187 |
ATR |
149 |
145 |
-3 |
-2.1% |
0 |
Volume |
17,523 |
21,643 |
4,120 |
23.5% |
375,081 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,901 |
10,863 |
10,675 |
|
R3 |
10,797 |
10,759 |
10,647 |
|
R2 |
10,693 |
10,693 |
10,637 |
|
R1 |
10,655 |
10,655 |
10,628 |
10,674 |
PP |
10,589 |
10,589 |
10,589 |
10,598 |
S1 |
10,551 |
10,551 |
10,609 |
10,570 |
S2 |
10,485 |
10,485 |
10,599 |
|
S3 |
10,381 |
10,447 |
10,590 |
|
S4 |
10,277 |
10,343 |
10,561 |
|
|
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 |
10,626 |
10,387 |
239 |
2.3% |
96 |
0.9% |
97% |
True |
False |
34,205 |
10 |
10,626 |
10,231 |
395 |
3.7% |
112 |
1.1% |
98% |
True |
False |
74,178 |
20 |
10,626 |
9,908 |
718 |
6.8% |
152 |
1.4% |
99% |
True |
False |
108,551 |
40 |
10,685 |
9,908 |
777 |
7.3% |
154 |
1.5% |
91% |
False |
False |
117,303 |
60 |
10,685 |
9,506 |
1,179 |
11.1% |
167 |
1.6% |
94% |
False |
False |
129,329 |
80 |
10,685 |
9,506 |
1,179 |
11.1% |
180 |
1.7% |
94% |
False |
False |
110,569 |
100 |
11,105 |
9,506 |
1,599 |
15.1% |
198 |
1.9% |
70% |
False |
False |
88,491 |
120 |
11,144 |
9,506 |
1,638 |
15.4% |
179 |
1.7% |
68% |
False |
False |
73,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,068 |
2.618 |
10,898 |
1.618 |
10,794 |
1.000 |
10,730 |
0.618 |
10,690 |
HIGH |
10,626 |
0.618 |
10,586 |
0.500 |
10,574 |
0.382 |
10,562 |
LOW |
10,522 |
0.618 |
10,458 |
1.000 |
10,418 |
1.618 |
10,354 |
2.618 |
10,250 |
4.250 |
10,080 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,603 |
10,595 |
PP |
10,589 |
10,571 |
S1 |
10,574 |
10,548 |
|