Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,280.4 |
1,288.7 |
8.3 |
0.6% |
1,247.3 |
High |
1,292.4 |
1,298.0 |
5.6 |
0.4% |
1,284.4 |
Low |
1,272.0 |
1,287.5 |
15.5 |
1.2% |
1,242.3 |
Close |
1,274.3 |
1,292.1 |
17.8 |
1.4% |
1,277.5 |
Range |
20.4 |
10.5 |
-9.9 |
-48.5% |
42.1 |
ATR |
14.4 |
15.0 |
0.7 |
4.7% |
0.0 |
Volume |
140,996 |
115,513 |
-25,483 |
-18.1% |
507,277 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.0 |
1,318.6 |
1,297.9 |
|
R3 |
1,313.5 |
1,308.1 |
1,295.0 |
|
R2 |
1,303.0 |
1,303.0 |
1,294.0 |
|
R1 |
1,297.6 |
1,297.6 |
1,293.1 |
1,300.3 |
PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,293.9 |
S1 |
1,287.1 |
1,287.1 |
1,291.1 |
1,289.8 |
S2 |
1,282.0 |
1,282.0 |
1,290.2 |
|
S3 |
1,271.5 |
1,276.6 |
1,289.2 |
|
S4 |
1,261.0 |
1,266.1 |
1,286.3 |
|
|
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 |
1,298.0 |
1,266.1 |
31.9 |
2.5% |
13.1 |
1.0% |
82% |
True |
False |
102,406 |
10 |
1,298.0 |
1,237.9 |
60.1 |
4.7% |
14.6 |
1.1% |
90% |
True |
False |
104,400 |
20 |
1,298.0 |
1,230.9 |
67.1 |
5.2% |
13.4 |
1.0% |
91% |
True |
False |
94,729 |
40 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
13.7 |
1.1% |
96% |
True |
False |
94,263 |
60 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
15.8 |
1.2% |
96% |
True |
False |
71,305 |
80 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
16.8 |
1.3% |
96% |
True |
False |
54,972 |
100 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
17.9 |
1.4% |
96% |
True |
False |
45,051 |
120 |
1,298.0 |
1,127.8 |
170.2 |
13.2% |
17.3 |
1.3% |
97% |
True |
False |
37,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.6 |
2.618 |
1,325.5 |
1.618 |
1,315.0 |
1.000 |
1,308.5 |
0.618 |
1,304.5 |
HIGH |
1,298.0 |
0.618 |
1,294.0 |
0.500 |
1,292.8 |
0.382 |
1,291.5 |
LOW |
1,287.5 |
0.618 |
1,281.0 |
1.000 |
1,277.0 |
1.618 |
1,270.5 |
2.618 |
1,260.0 |
4.250 |
1,242.9 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,292.8 |
1,289.7 |
PP |
1,292.5 |
1,287.4 |
S1 |
1,292.3 |
1,285.0 |
|