Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,269.1 |
1,276.8 |
7.7 |
0.6% |
1,247.3 |
High |
1,279.5 |
1,284.4 |
4.9 |
0.4% |
1,284.4 |
Low |
1,266.1 |
1,273.0 |
6.9 |
0.5% |
1,242.3 |
Close |
1,273.8 |
1,277.5 |
3.7 |
0.3% |
1,277.5 |
Range |
13.4 |
11.4 |
-2.0 |
-14.9% |
42.1 |
ATR |
14.4 |
14.2 |
-0.2 |
-1.5% |
0.0 |
Volume |
92,247 |
88,900 |
-3,347 |
-3.6% |
507,277 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.5 |
1,306.4 |
1,283.8 |
|
R3 |
1,301.1 |
1,295.0 |
1,280.6 |
|
R2 |
1,289.7 |
1,289.7 |
1,279.6 |
|
R1 |
1,283.6 |
1,283.6 |
1,278.5 |
1,286.7 |
PP |
1,278.3 |
1,278.3 |
1,278.3 |
1,279.8 |
S1 |
1,272.2 |
1,272.2 |
1,276.5 |
1,275.3 |
S2 |
1,266.9 |
1,266.9 |
1,275.4 |
|
S3 |
1,255.5 |
1,260.8 |
1,274.4 |
|
S4 |
1,244.1 |
1,249.4 |
1,271.2 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.4 |
1,378.0 |
1,300.7 |
|
R3 |
1,352.3 |
1,335.9 |
1,289.1 |
|
R2 |
1,310.2 |
1,310.2 |
1,285.2 |
|
R1 |
1,293.8 |
1,293.8 |
1,281.4 |
1,302.0 |
PP |
1,268.1 |
1,268.1 |
1,268.1 |
1,272.2 |
S1 |
1,251.7 |
1,251.7 |
1,273.6 |
1,259.9 |
S2 |
1,226.0 |
1,226.0 |
1,269.8 |
|
S3 |
1,183.9 |
1,209.6 |
1,265.9 |
|
S4 |
1,141.8 |
1,167.5 |
1,254.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,284.4 |
1,242.3 |
42.1 |
3.3% |
14.6 |
1.1% |
84% |
True |
False |
101,455 |
10 |
1,284.4 |
1,237.9 |
46.5 |
3.6% |
14.7 |
1.1% |
85% |
True |
False |
101,933 |
20 |
1,284.4 |
1,211.7 |
72.7 |
5.7% |
13.8 |
1.1% |
91% |
True |
False |
90,968 |
40 |
1,284.4 |
1,159.3 |
125.1 |
9.8% |
14.3 |
1.1% |
94% |
True |
False |
91,044 |
60 |
1,284.4 |
1,159.3 |
125.1 |
9.8% |
16.2 |
1.3% |
94% |
True |
False |
66,033 |
80 |
1,284.4 |
1,159.3 |
125.1 |
9.8% |
16.8 |
1.3% |
94% |
True |
False |
51,165 |
100 |
1,284.4 |
1,159.3 |
125.1 |
9.8% |
17.8 |
1.4% |
94% |
True |
False |
41,817 |
120 |
1,284.4 |
1,106.6 |
177.8 |
13.9% |
17.3 |
1.4% |
96% |
True |
False |
35,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.9 |
2.618 |
1,314.2 |
1.618 |
1,302.8 |
1.000 |
1,295.8 |
0.618 |
1,291.4 |
HIGH |
1,284.4 |
0.618 |
1,280.0 |
0.500 |
1,278.7 |
0.382 |
1,277.4 |
LOW |
1,273.0 |
0.618 |
1,266.0 |
1.000 |
1,261.6 |
1.618 |
1,254.6 |
2.618 |
1,243.2 |
4.250 |
1,224.6 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,278.7 |
1,276.5 |
PP |
1,278.3 |
1,275.5 |
S1 |
1,277.9 |
1,274.5 |
|