Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,276.8 |
1,277.7 |
0.9 |
0.1% |
1,247.3 |
High |
1,284.4 |
1,285.2 |
0.8 |
0.1% |
1,284.4 |
Low |
1,273.0 |
1,275.6 |
2.6 |
0.2% |
1,242.3 |
Close |
1,277.5 |
1,280.8 |
3.3 |
0.3% |
1,277.5 |
Range |
11.4 |
9.6 |
-1.8 |
-15.8% |
42.1 |
ATR |
14.2 |
13.9 |
-0.3 |
-2.3% |
0.0 |
Volume |
88,900 |
74,375 |
-14,525 |
-16.3% |
507,277 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.3 |
1,304.7 |
1,286.1 |
|
R3 |
1,299.7 |
1,295.1 |
1,283.4 |
|
R2 |
1,290.1 |
1,290.1 |
1,282.6 |
|
R1 |
1,285.5 |
1,285.5 |
1,281.7 |
1,287.8 |
PP |
1,280.5 |
1,280.5 |
1,280.5 |
1,281.7 |
S1 |
1,275.9 |
1,275.9 |
1,279.9 |
1,278.2 |
S2 |
1,270.9 |
1,270.9 |
1,279.0 |
|
S3 |
1,261.3 |
1,266.3 |
1,278.2 |
|
S4 |
1,251.7 |
1,256.7 |
1,275.5 |
|
|
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 |
1,285.2 |
1,246.0 |
39.2 |
3.1% |
14.8 |
1.2% |
89% |
True |
False |
101,951 |
10 |
1,285.2 |
1,237.9 |
47.3 |
3.7% |
14.0 |
1.1% |
91% |
True |
False |
99,219 |
20 |
1,285.2 |
1,211.7 |
73.5 |
5.7% |
13.6 |
1.1% |
94% |
True |
False |
91,196 |
40 |
1,285.2 |
1,159.3 |
125.9 |
9.8% |
14.0 |
1.1% |
97% |
True |
False |
91,785 |
60 |
1,285.2 |
1,159.3 |
125.9 |
9.8% |
16.0 |
1.3% |
97% |
True |
False |
67,149 |
80 |
1,285.2 |
1,159.3 |
125.9 |
9.8% |
16.7 |
1.3% |
97% |
True |
False |
51,969 |
100 |
1,285.2 |
1,159.3 |
125.9 |
9.8% |
17.8 |
1.4% |
97% |
True |
False |
42,522 |
120 |
1,285.2 |
1,107.5 |
177.7 |
13.9% |
17.3 |
1.4% |
98% |
True |
False |
35,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.0 |
2.618 |
1,310.3 |
1.618 |
1,300.7 |
1.000 |
1,294.8 |
0.618 |
1,291.1 |
HIGH |
1,285.2 |
0.618 |
1,281.5 |
0.500 |
1,280.4 |
0.382 |
1,279.3 |
LOW |
1,275.6 |
0.618 |
1,269.7 |
1.000 |
1,266.0 |
1.618 |
1,260.1 |
2.618 |
1,250.5 |
4.250 |
1,234.8 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,280.7 |
1,279.1 |
PP |
1,280.5 |
1,277.4 |
S1 |
1,280.4 |
1,275.7 |
|