Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,247.3 |
1,246.6 |
-0.7 |
-0.1% |
1,250.3 |
High |
1,251.0 |
1,276.5 |
25.5 |
2.0% |
1,264.7 |
Low |
1,242.3 |
1,246.0 |
3.7 |
0.3% |
1,237.9 |
Close |
1,247.1 |
1,271.7 |
24.6 |
2.0% |
1,246.5 |
Range |
8.7 |
30.5 |
21.8 |
250.6% |
26.8 |
ATR |
13.7 |
14.9 |
1.2 |
8.7% |
0.0 |
Volume |
71,895 |
157,887 |
85,992 |
119.6% |
410,543 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.2 |
1,344.5 |
1,288.5 |
|
R3 |
1,325.7 |
1,314.0 |
1,280.1 |
|
R2 |
1,295.2 |
1,295.2 |
1,277.3 |
|
R1 |
1,283.5 |
1,283.5 |
1,274.5 |
1,289.4 |
PP |
1,264.7 |
1,264.7 |
1,264.7 |
1,267.7 |
S1 |
1,253.0 |
1,253.0 |
1,268.9 |
1,258.9 |
S2 |
1,234.2 |
1,234.2 |
1,266.1 |
|
S3 |
1,203.7 |
1,222.5 |
1,263.3 |
|
S4 |
1,173.2 |
1,192.0 |
1,254.9 |
|
|
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 |
1,276.5 |
1,237.9 |
38.6 |
3.0% |
16.3 |
1.3% |
88% |
True |
False |
106,661 |
10 |
1,276.5 |
1,233.5 |
43.0 |
3.4% |
15.4 |
1.2% |
89% |
True |
False |
100,197 |
20 |
1,276.5 |
1,211.7 |
64.8 |
5.1% |
13.7 |
1.1% |
93% |
True |
False |
88,615 |
40 |
1,276.5 |
1,159.3 |
117.2 |
9.2% |
14.8 |
1.2% |
96% |
True |
False |
86,641 |
60 |
1,276.5 |
1,159.3 |
117.2 |
9.2% |
16.7 |
1.3% |
96% |
True |
False |
61,860 |
80 |
1,276.5 |
1,159.3 |
117.2 |
9.2% |
17.1 |
1.3% |
96% |
True |
False |
47,854 |
100 |
1,276.5 |
1,139.0 |
137.5 |
10.8% |
18.1 |
1.4% |
97% |
True |
False |
39,099 |
120 |
1,276.5 |
1,091.9 |
184.6 |
14.5% |
17.4 |
1.4% |
97% |
True |
False |
32,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.1 |
2.618 |
1,356.3 |
1.618 |
1,325.8 |
1.000 |
1,307.0 |
0.618 |
1,295.3 |
HIGH |
1,276.5 |
0.618 |
1,264.8 |
0.500 |
1,261.3 |
0.382 |
1,257.7 |
LOW |
1,246.0 |
0.618 |
1,227.2 |
1.000 |
1,215.5 |
1.618 |
1,196.7 |
2.618 |
1,166.2 |
4.250 |
1,116.4 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,268.2 |
1,266.9 |
PP |
1,264.7 |
1,262.0 |
S1 |
1,261.3 |
1,257.2 |
|