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 |
5,417.0 |
5,485.0 |
68.0 |
1.3% |
5,452.5 |
High |
5,506.0 |
5,513.5 |
7.5 |
0.1% |
5,513.5 |
Low |
5,411.0 |
5,475.5 |
64.5 |
1.2% |
5,360.0 |
Close |
5,485.5 |
5,506.5 |
21.0 |
0.4% |
5,506.5 |
Range |
95.0 |
38.0 |
-57.0 |
-60.0% |
153.5 |
ATR |
91.7 |
87.9 |
-3.8 |
-4.2% |
0.0 |
Volume |
132,539 |
101,404 |
-31,135 |
-23.5% |
489,091 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.5 |
5,597.5 |
5,527.5 |
|
R3 |
5,574.5 |
5,559.5 |
5,517.0 |
|
R2 |
5,536.5 |
5,536.5 |
5,513.5 |
|
R1 |
5,521.5 |
5,521.5 |
5,510.0 |
5,529.0 |
PP |
5,498.5 |
5,498.5 |
5,498.5 |
5,502.0 |
S1 |
5,483.5 |
5,483.5 |
5,503.0 |
5,491.0 |
S2 |
5,460.5 |
5,460.5 |
5,499.5 |
|
S3 |
5,422.5 |
5,445.5 |
5,496.0 |
|
S4 |
5,384.5 |
5,407.5 |
5,485.5 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,920.5 |
5,867.0 |
5,591.0 |
|
R3 |
5,767.0 |
5,713.5 |
5,548.5 |
|
R2 |
5,613.5 |
5,613.5 |
5,534.5 |
|
R1 |
5,560.0 |
5,560.0 |
5,520.5 |
5,587.0 |
PP |
5,460.0 |
5,460.0 |
5,460.0 |
5,473.5 |
S1 |
5,406.5 |
5,406.5 |
5,492.5 |
5,433.0 |
S2 |
5,306.5 |
5,306.5 |
5,478.5 |
|
S3 |
5,153.0 |
5,253.0 |
5,464.5 |
|
S4 |
4,999.5 |
5,099.5 |
5,422.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,513.5 |
5,360.0 |
153.5 |
2.8% |
60.5 |
1.1% |
95% |
True |
False |
97,818 |
10 |
5,513.5 |
5,114.5 |
399.0 |
7.2% |
82.0 |
1.5% |
98% |
True |
False |
102,457 |
20 |
5,513.5 |
5,062.0 |
451.5 |
8.2% |
85.5 |
1.5% |
98% |
True |
False |
96,497 |
40 |
5,513.5 |
5,056.5 |
457.0 |
8.3% |
88.5 |
1.6% |
98% |
True |
False |
93,874 |
60 |
5,513.5 |
4,757.0 |
756.5 |
13.7% |
92.0 |
1.7% |
99% |
True |
False |
99,943 |
80 |
5,513.5 |
4,757.0 |
756.5 |
13.7% |
97.5 |
1.8% |
99% |
True |
False |
81,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,675.0 |
2.618 |
5,613.0 |
1.618 |
5,575.0 |
1.000 |
5,551.5 |
0.618 |
5,537.0 |
HIGH |
5,513.5 |
0.618 |
5,499.0 |
0.500 |
5,494.5 |
0.382 |
5,490.0 |
LOW |
5,475.5 |
0.618 |
5,452.0 |
1.000 |
5,437.5 |
1.618 |
5,414.0 |
2.618 |
5,376.0 |
4.250 |
5,314.0 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,502.5 |
5,483.0 |
PP |
5,498.5 |
5,460.0 |
S1 |
5,494.5 |
5,437.0 |
|