Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,246.6 |
1,270.2 |
23.6 |
1.9% |
1,250.3 |
High |
1,276.5 |
1,273.5 |
-3.0 |
-0.2% |
1,264.7 |
Low |
1,246.0 |
1,264.5 |
18.5 |
1.5% |
1,237.9 |
Close |
1,271.7 |
1,268.7 |
-3.0 |
-0.2% |
1,246.5 |
Range |
30.5 |
9.0 |
-21.5 |
-70.5% |
26.8 |
ATR |
14.9 |
14.5 |
-0.4 |
-2.8% |
0.0 |
Volume |
157,887 |
96,348 |
-61,539 |
-39.0% |
410,543 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.9 |
1,291.3 |
1,273.7 |
|
R3 |
1,286.9 |
1,282.3 |
1,271.2 |
|
R2 |
1,277.9 |
1,277.9 |
1,270.4 |
|
R1 |
1,273.3 |
1,273.3 |
1,269.5 |
1,271.1 |
PP |
1,268.9 |
1,268.9 |
1,268.9 |
1,267.8 |
S1 |
1,264.3 |
1,264.3 |
1,267.9 |
1,262.1 |
S2 |
1,259.9 |
1,259.9 |
1,267.1 |
|
S3 |
1,250.9 |
1,255.3 |
1,266.2 |
|
S4 |
1,241.9 |
1,246.3 |
1,263.8 |
|
|
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% |
16.1 |
1.3% |
80% |
False |
False |
106,394 |
10 |
1,276.5 |
1,237.9 |
38.6 |
3.0% |
14.4 |
1.1% |
80% |
False |
False |
99,734 |
20 |
1,276.5 |
1,211.7 |
64.8 |
5.1% |
13.8 |
1.1% |
88% |
False |
False |
90,695 |
40 |
1,276.5 |
1,159.3 |
117.2 |
9.2% |
14.5 |
1.1% |
93% |
False |
False |
88,664 |
60 |
1,276.5 |
1,159.3 |
117.2 |
9.2% |
16.3 |
1.3% |
93% |
False |
False |
63,399 |
80 |
1,276.5 |
1,159.3 |
117.2 |
9.2% |
16.9 |
1.3% |
93% |
False |
False |
48,987 |
100 |
1,276.5 |
1,150.7 |
125.8 |
9.9% |
18.0 |
1.4% |
94% |
False |
False |
40,036 |
120 |
1,276.5 |
1,094.0 |
182.5 |
14.4% |
17.4 |
1.4% |
96% |
False |
False |
33,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.8 |
2.618 |
1,297.1 |
1.618 |
1,288.1 |
1.000 |
1,282.5 |
0.618 |
1,279.1 |
HIGH |
1,273.5 |
0.618 |
1,270.1 |
0.500 |
1,269.0 |
0.382 |
1,267.9 |
LOW |
1,264.5 |
0.618 |
1,258.9 |
1.000 |
1,255.5 |
1.618 |
1,249.9 |
2.618 |
1,240.9 |
4.250 |
1,226.3 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,269.0 |
1,265.6 |
PP |
1,268.9 |
1,262.5 |
S1 |
1,268.8 |
1,259.4 |
|