Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,277.7 |
1,280.4 |
2.7 |
0.2% |
1,247.3 |
High |
1,285.2 |
1,292.4 |
7.2 |
0.6% |
1,284.4 |
Low |
1,275.6 |
1,272.0 |
-3.6 |
-0.3% |
1,242.3 |
Close |
1,280.8 |
1,274.3 |
-6.5 |
-0.5% |
1,277.5 |
Range |
9.6 |
20.4 |
10.8 |
112.5% |
42.1 |
ATR |
13.9 |
14.4 |
0.5 |
3.3% |
0.0 |
Volume |
74,375 |
140,996 |
66,621 |
89.6% |
507,277 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.8 |
1,327.9 |
1,285.5 |
|
R3 |
1,320.4 |
1,307.5 |
1,279.9 |
|
R2 |
1,300.0 |
1,300.0 |
1,278.0 |
|
R1 |
1,287.1 |
1,287.1 |
1,276.2 |
1,283.4 |
PP |
1,279.6 |
1,279.6 |
1,279.6 |
1,277.7 |
S1 |
1,266.7 |
1,266.7 |
1,272.4 |
1,263.0 |
S2 |
1,259.2 |
1,259.2 |
1,270.6 |
|
S3 |
1,238.8 |
1,246.3 |
1,268.7 |
|
S4 |
1,218.4 |
1,225.9 |
1,263.1 |
|
|
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 |
1,292.4 |
1,264.5 |
27.9 |
2.2% |
12.8 |
1.0% |
35% |
True |
False |
98,573 |
10 |
1,292.4 |
1,237.9 |
54.5 |
4.3% |
14.5 |
1.1% |
67% |
True |
False |
102,617 |
20 |
1,292.4 |
1,211.7 |
80.7 |
6.3% |
14.1 |
1.1% |
78% |
True |
False |
95,471 |
40 |
1,292.4 |
1,159.3 |
133.1 |
10.4% |
14.1 |
1.1% |
86% |
True |
False |
94,065 |
60 |
1,292.4 |
1,159.3 |
133.1 |
10.4% |
16.1 |
1.3% |
86% |
True |
False |
69,420 |
80 |
1,292.4 |
1,159.3 |
133.1 |
10.4% |
16.8 |
1.3% |
86% |
True |
False |
53,596 |
100 |
1,292.4 |
1,159.3 |
133.1 |
10.4% |
17.9 |
1.4% |
86% |
True |
False |
43,902 |
120 |
1,292.4 |
1,116.3 |
176.1 |
13.8% |
17.4 |
1.4% |
90% |
True |
False |
36,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.1 |
2.618 |
1,345.8 |
1.618 |
1,325.4 |
1.000 |
1,312.8 |
0.618 |
1,305.0 |
HIGH |
1,292.4 |
0.618 |
1,284.6 |
0.500 |
1,282.2 |
0.382 |
1,279.8 |
LOW |
1,272.0 |
0.618 |
1,259.4 |
1.000 |
1,251.6 |
1.618 |
1,239.0 |
2.618 |
1,218.6 |
4.250 |
1,185.3 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,282.2 |
1,282.2 |
PP |
1,279.6 |
1,279.6 |
S1 |
1,276.9 |
1,276.9 |
|