Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,554.5 |
5,592.0 |
37.5 |
0.7% |
5,546.5 |
High |
5,567.0 |
5,620.0 |
53.0 |
1.0% |
5,620.0 |
Low |
5,533.0 |
5,582.5 |
49.5 |
0.9% |
5,530.5 |
Close |
5,545.5 |
5,606.5 |
61.0 |
1.1% |
5,606.5 |
Range |
34.0 |
37.5 |
3.5 |
10.3% |
89.5 |
ATR |
77.2 |
77.0 |
-0.2 |
-0.2% |
0.0 |
Volume |
133,700 |
22,583 |
-111,117 |
-83.1% |
926,355 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,715.5 |
5,698.5 |
5,627.0 |
|
R3 |
5,678.0 |
5,661.0 |
5,617.0 |
|
R2 |
5,640.5 |
5,640.5 |
5,613.5 |
|
R1 |
5,623.5 |
5,623.5 |
5,610.0 |
5,632.0 |
PP |
5,603.0 |
5,603.0 |
5,603.0 |
5,607.0 |
S1 |
5,586.0 |
5,586.0 |
5,603.0 |
5,594.5 |
S2 |
5,565.5 |
5,565.5 |
5,599.5 |
|
S3 |
5,528.0 |
5,548.5 |
5,596.0 |
|
S4 |
5,490.5 |
5,511.0 |
5,586.0 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,854.0 |
5,820.0 |
5,655.5 |
|
R3 |
5,764.5 |
5,730.5 |
5,631.0 |
|
R2 |
5,675.0 |
5,675.0 |
5,623.0 |
|
R1 |
5,641.0 |
5,641.0 |
5,614.5 |
5,658.0 |
PP |
5,585.5 |
5,585.5 |
5,585.5 |
5,594.0 |
S1 |
5,551.5 |
5,551.5 |
5,598.5 |
5,568.5 |
S2 |
5,496.0 |
5,496.0 |
5,590.0 |
|
S3 |
5,406.5 |
5,462.0 |
5,582.0 |
|
S4 |
5,317.0 |
5,372.5 |
5,557.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,620.0 |
5,530.5 |
89.5 |
1.6% |
40.5 |
0.7% |
85% |
True |
False |
185,271 |
10 |
5,620.0 |
5,360.0 |
260.0 |
4.6% |
50.5 |
0.9% |
95% |
True |
False |
141,544 |
20 |
5,620.0 |
5,062.0 |
558.0 |
10.0% |
73.0 |
1.3% |
98% |
True |
False |
119,406 |
40 |
5,620.0 |
5,062.0 |
558.0 |
10.0% |
78.5 |
1.4% |
98% |
True |
False |
104,746 |
60 |
5,620.0 |
4,757.0 |
863.0 |
15.4% |
88.0 |
1.6% |
98% |
True |
False |
103,766 |
80 |
5,620.0 |
4,757.0 |
863.0 |
15.4% |
92.0 |
1.6% |
98% |
True |
False |
93,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,779.5 |
2.618 |
5,718.0 |
1.618 |
5,680.5 |
1.000 |
5,657.5 |
0.618 |
5,643.0 |
HIGH |
5,620.0 |
0.618 |
5,605.5 |
0.500 |
5,601.0 |
0.382 |
5,597.0 |
LOW |
5,582.5 |
0.618 |
5,559.5 |
1.000 |
5,545.0 |
1.618 |
5,522.0 |
2.618 |
5,484.5 |
4.250 |
5,423.0 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,605.0 |
5,596.5 |
PP |
5,603.0 |
5,586.5 |
S1 |
5,601.0 |
5,576.5 |
|