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 |
5,485.0 |
5,546.5 |
61.5 |
1.1% |
5,452.5 |
High |
5,513.5 |
5,573.0 |
59.5 |
1.1% |
5,513.5 |
Low |
5,475.5 |
5,530.5 |
55.0 |
1.0% |
5,360.0 |
Close |
5,506.5 |
5,565.5 |
59.0 |
1.1% |
5,506.5 |
Range |
38.0 |
42.5 |
4.5 |
11.8% |
153.5 |
ATR |
87.9 |
86.3 |
-1.5 |
-1.7% |
0.0 |
Volume |
101,404 |
239,836 |
138,432 |
136.5% |
489,091 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,684.0 |
5,667.0 |
5,589.0 |
|
R3 |
5,641.5 |
5,624.5 |
5,577.0 |
|
R2 |
5,599.0 |
5,599.0 |
5,573.5 |
|
R1 |
5,582.0 |
5,582.0 |
5,569.5 |
5,590.5 |
PP |
5,556.5 |
5,556.5 |
5,556.5 |
5,560.5 |
S1 |
5,539.5 |
5,539.5 |
5,561.5 |
5,548.0 |
S2 |
5,514.0 |
5,514.0 |
5,557.5 |
|
S3 |
5,471.5 |
5,497.0 |
5,554.0 |
|
S4 |
5,429.0 |
5,454.5 |
5,542.0 |
|
|
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 |
5,573.0 |
5,360.0 |
213.0 |
3.8% |
62.5 |
1.1% |
96% |
True |
False |
138,981 |
10 |
5,573.0 |
5,123.5 |
449.5 |
8.1% |
74.5 |
1.3% |
98% |
True |
False |
115,927 |
20 |
5,573.0 |
5,062.0 |
511.0 |
9.2% |
83.0 |
1.5% |
99% |
True |
False |
104,215 |
40 |
5,573.0 |
5,056.5 |
516.5 |
9.3% |
85.5 |
1.5% |
99% |
True |
False |
97,331 |
60 |
5,573.0 |
4,757.0 |
816.0 |
14.7% |
92.0 |
1.7% |
99% |
True |
False |
100,248 |
80 |
5,573.0 |
4,757.0 |
816.0 |
14.7% |
96.5 |
1.7% |
99% |
True |
False |
84,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,753.5 |
2.618 |
5,684.5 |
1.618 |
5,642.0 |
1.000 |
5,615.5 |
0.618 |
5,599.5 |
HIGH |
5,573.0 |
0.618 |
5,557.0 |
0.500 |
5,552.0 |
0.382 |
5,546.5 |
LOW |
5,530.5 |
0.618 |
5,504.0 |
1.000 |
5,488.0 |
1.618 |
5,461.5 |
2.618 |
5,419.0 |
4.250 |
5,350.0 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,561.0 |
5,541.0 |
PP |
5,556.5 |
5,516.5 |
S1 |
5,552.0 |
5,492.0 |
|