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 |
1,245.8 |
1,247.3 |
1.5 |
0.1% |
1,250.3 |
High |
1,253.0 |
1,251.0 |
-2.0 |
-0.2% |
1,264.7 |
Low |
1,237.9 |
1,242.3 |
4.4 |
0.4% |
1,237.9 |
Close |
1,246.5 |
1,247.1 |
0.6 |
0.0% |
1,246.5 |
Range |
15.1 |
8.7 |
-6.4 |
-42.4% |
26.8 |
ATR |
14.1 |
13.7 |
-0.4 |
-2.7% |
0.0 |
Volume |
94,029 |
71,895 |
-22,134 |
-23.5% |
410,543 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.9 |
1,268.7 |
1,251.9 |
|
R3 |
1,264.2 |
1,260.0 |
1,249.5 |
|
R2 |
1,255.5 |
1,255.5 |
1,248.7 |
|
R1 |
1,251.3 |
1,251.3 |
1,247.9 |
1,249.1 |
PP |
1,246.8 |
1,246.8 |
1,246.8 |
1,245.7 |
S1 |
1,242.6 |
1,242.6 |
1,246.3 |
1,240.4 |
S2 |
1,238.1 |
1,238.1 |
1,245.5 |
|
S3 |
1,229.4 |
1,233.9 |
1,244.7 |
|
S4 |
1,220.7 |
1,225.2 |
1,242.3 |
|
|
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 |
2.1% |
13.2 |
1.1% |
34% |
False |
False |
96,487 |
10 |
1,264.7 |
1,233.5 |
31.2 |
2.5% |
12.9 |
1.0% |
44% |
False |
False |
88,033 |
20 |
1,264.7 |
1,211.7 |
53.0 |
4.2% |
12.8 |
1.0% |
67% |
False |
False |
84,148 |
40 |
1,264.7 |
1,159.3 |
105.4 |
8.5% |
14.4 |
1.2% |
83% |
False |
False |
83,224 |
60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
16.6 |
1.3% |
79% |
False |
False |
59,495 |
80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.0 |
1.4% |
79% |
False |
False |
45,943 |
100 |
1,270.6 |
1,135.9 |
134.7 |
10.8% |
18.0 |
1.4% |
83% |
False |
False |
37,541 |
120 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.3 |
1.4% |
87% |
False |
False |
31,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.0 |
2.618 |
1,273.8 |
1.618 |
1,265.1 |
1.000 |
1,259.7 |
0.618 |
1,256.4 |
HIGH |
1,251.0 |
0.618 |
1,247.7 |
0.500 |
1,246.7 |
0.382 |
1,245.6 |
LOW |
1,242.3 |
0.618 |
1,236.9 |
1.000 |
1,233.6 |
1.618 |
1,228.2 |
2.618 |
1,219.5 |
4.250 |
1,205.3 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,247.0 |
1,249.2 |
PP |
1,246.8 |
1,248.5 |
S1 |
1,246.7 |
1,247.8 |
|