Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,270.2 |
1,269.1 |
-1.1 |
-0.1% |
1,250.3 |
High |
1,273.5 |
1,279.5 |
6.0 |
0.5% |
1,264.7 |
Low |
1,264.5 |
1,266.1 |
1.6 |
0.1% |
1,237.9 |
Close |
1,268.7 |
1,273.8 |
5.1 |
0.4% |
1,246.5 |
Range |
9.0 |
13.4 |
4.4 |
48.9% |
26.8 |
ATR |
14.5 |
14.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
96,348 |
92,247 |
-4,101 |
-4.3% |
410,543 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.3 |
1,307.0 |
1,281.2 |
|
R3 |
1,299.9 |
1,293.6 |
1,277.5 |
|
R2 |
1,286.5 |
1,286.5 |
1,276.3 |
|
R1 |
1,280.2 |
1,280.2 |
1,275.0 |
1,283.4 |
PP |
1,273.1 |
1,273.1 |
1,273.1 |
1,274.7 |
S1 |
1,266.8 |
1,266.8 |
1,272.6 |
1,270.0 |
S2 |
1,259.7 |
1,259.7 |
1,271.3 |
|
S3 |
1,246.3 |
1,253.4 |
1,270.1 |
|
S4 |
1,232.9 |
1,240.0 |
1,266.4 |
|
|
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 |
1,279.5 |
1,237.9 |
41.6 |
3.3% |
15.3 |
1.2% |
86% |
True |
False |
102,481 |
10 |
1,279.5 |
1,237.9 |
41.6 |
3.3% |
14.5 |
1.1% |
86% |
True |
False |
99,290 |
20 |
1,279.5 |
1,211.7 |
67.8 |
5.3% |
13.7 |
1.1% |
92% |
True |
False |
90,566 |
40 |
1,279.5 |
1,159.3 |
120.2 |
9.4% |
14.5 |
1.1% |
95% |
True |
False |
90,049 |
60 |
1,279.5 |
1,159.3 |
120.2 |
9.4% |
16.4 |
1.3% |
95% |
True |
False |
64,757 |
80 |
1,279.5 |
1,159.3 |
120.2 |
9.4% |
16.9 |
1.3% |
95% |
True |
False |
50,091 |
100 |
1,279.5 |
1,150.7 |
128.8 |
10.1% |
18.0 |
1.4% |
96% |
True |
False |
40,942 |
120 |
1,279.5 |
1,106.6 |
172.9 |
13.6% |
17.3 |
1.4% |
97% |
True |
False |
34,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.5 |
2.618 |
1,314.6 |
1.618 |
1,301.2 |
1.000 |
1,292.9 |
0.618 |
1,287.8 |
HIGH |
1,279.5 |
0.618 |
1,274.4 |
0.500 |
1,272.8 |
0.382 |
1,271.2 |
LOW |
1,266.1 |
0.618 |
1,257.8 |
1.000 |
1,252.7 |
1.618 |
1,244.4 |
2.618 |
1,231.0 |
4.250 |
1,209.2 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,273.5 |
1,270.1 |
PP |
1,273.1 |
1,266.4 |
S1 |
1,272.8 |
1,262.8 |
|