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 |
1,256.7 |
1,245.8 |
-10.9 |
-0.9% |
1,250.3 |
High |
1,260.5 |
1,253.0 |
-7.5 |
-0.6% |
1,264.7 |
Low |
1,243.5 |
1,237.9 |
-5.6 |
-0.5% |
1,237.9 |
Close |
1,245.5 |
1,246.5 |
1.0 |
0.1% |
1,246.5 |
Range |
17.0 |
15.1 |
-1.9 |
-11.2% |
26.8 |
ATR |
14.1 |
14.1 |
0.1 |
0.5% |
0.0 |
Volume |
111,815 |
94,029 |
-17,786 |
-15.9% |
410,543 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.1 |
1,283.9 |
1,254.8 |
|
R3 |
1,276.0 |
1,268.8 |
1,250.7 |
|
R2 |
1,260.9 |
1,260.9 |
1,249.3 |
|
R1 |
1,253.7 |
1,253.7 |
1,247.9 |
1,257.3 |
PP |
1,245.8 |
1,245.8 |
1,245.8 |
1,247.6 |
S1 |
1,238.6 |
1,238.6 |
1,245.1 |
1,242.2 |
S2 |
1,230.7 |
1,230.7 |
1,243.7 |
|
S3 |
1,215.6 |
1,223.5 |
1,242.3 |
|
S4 |
1,200.5 |
1,208.4 |
1,238.2 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.1 |
1,315.1 |
1,261.2 |
|
R3 |
1,303.3 |
1,288.3 |
1,253.9 |
|
R2 |
1,276.5 |
1,276.5 |
1,251.4 |
|
R1 |
1,261.5 |
1,261.5 |
1,249.0 |
1,255.6 |
PP |
1,249.7 |
1,249.7 |
1,249.7 |
1,246.8 |
S1 |
1,234.7 |
1,234.7 |
1,244.0 |
1,228.8 |
S2 |
1,222.9 |
1,222.9 |
1,241.6 |
|
S3 |
1,196.1 |
1,207.9 |
1,239.1 |
|
S4 |
1,169.3 |
1,181.1 |
1,231.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.7 |
1,237.9 |
26.8 |
2.2% |
14.8 |
1.2% |
32% |
False |
True |
102,412 |
10 |
1,264.7 |
1,233.5 |
31.2 |
2.5% |
13.1 |
1.0% |
42% |
False |
False |
88,714 |
20 |
1,264.7 |
1,211.7 |
53.0 |
4.3% |
12.8 |
1.0% |
66% |
False |
False |
83,879 |
40 |
1,264.7 |
1,159.3 |
105.4 |
8.5% |
14.8 |
1.2% |
83% |
False |
False |
81,708 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.7 |
1.3% |
78% |
False |
False |
58,350 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.4 |
1.4% |
78% |
False |
False |
45,082 |
100 |
1,270.6 |
1,135.9 |
134.7 |
10.8% |
18.0 |
1.4% |
82% |
False |
False |
36,842 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.3 |
1.4% |
87% |
False |
False |
30,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.2 |
2.618 |
1,292.5 |
1.618 |
1,277.4 |
1.000 |
1,268.1 |
0.618 |
1,262.3 |
HIGH |
1,253.0 |
0.618 |
1,247.2 |
0.500 |
1,245.5 |
0.382 |
1,243.7 |
LOW |
1,237.9 |
0.618 |
1,228.6 |
1.000 |
1,222.8 |
1.618 |
1,213.5 |
2.618 |
1,198.4 |
4.250 |
1,173.7 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,246.2 |
1,251.3 |
PP |
1,245.8 |
1,249.7 |
S1 |
1,245.5 |
1,248.1 |
|