Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,288.7 |
1,292.7 |
4.0 |
0.3% |
1,247.3 |
High |
1,298.0 |
1,297.5 |
-0.5 |
0.0% |
1,284.4 |
Low |
1,287.5 |
1,288.2 |
0.7 |
0.1% |
1,242.3 |
Close |
1,292.1 |
1,296.3 |
4.2 |
0.3% |
1,277.5 |
Range |
10.5 |
9.3 |
-1.2 |
-11.4% |
42.1 |
ATR |
15.0 |
14.6 |
-0.4 |
-2.7% |
0.0 |
Volume |
115,513 |
96,768 |
-18,745 |
-16.2% |
507,277 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.9 |
1,318.4 |
1,301.4 |
|
R3 |
1,312.6 |
1,309.1 |
1,298.9 |
|
R2 |
1,303.3 |
1,303.3 |
1,298.0 |
|
R1 |
1,299.8 |
1,299.8 |
1,297.2 |
1,301.6 |
PP |
1,294.0 |
1,294.0 |
1,294.0 |
1,294.9 |
S1 |
1,290.5 |
1,290.5 |
1,295.4 |
1,292.3 |
S2 |
1,284.7 |
1,284.7 |
1,294.6 |
|
S3 |
1,275.4 |
1,281.2 |
1,293.7 |
|
S4 |
1,266.1 |
1,271.9 |
1,291.2 |
|
|
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 |
1,298.0 |
1,272.0 |
26.0 |
2.0% |
12.2 |
0.9% |
93% |
False |
False |
103,310 |
10 |
1,298.0 |
1,237.9 |
60.1 |
4.6% |
13.8 |
1.1% |
97% |
False |
False |
102,895 |
20 |
1,298.0 |
1,233.5 |
64.5 |
5.0% |
13.2 |
1.0% |
97% |
False |
False |
94,637 |
40 |
1,298.0 |
1,161.6 |
136.4 |
10.5% |
13.7 |
1.1% |
99% |
False |
False |
93,760 |
60 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
15.7 |
1.2% |
99% |
False |
False |
72,863 |
80 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
16.7 |
1.3% |
99% |
False |
False |
56,112 |
100 |
1,298.0 |
1,159.3 |
138.7 |
10.7% |
17.9 |
1.4% |
99% |
False |
False |
45,979 |
120 |
1,298.0 |
1,127.8 |
170.2 |
13.1% |
17.3 |
1.3% |
99% |
False |
False |
38,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.0 |
2.618 |
1,321.8 |
1.618 |
1,312.5 |
1.000 |
1,306.8 |
0.618 |
1,303.2 |
HIGH |
1,297.5 |
0.618 |
1,293.9 |
0.500 |
1,292.9 |
0.382 |
1,291.8 |
LOW |
1,288.2 |
0.618 |
1,282.5 |
1.000 |
1,278.9 |
1.618 |
1,273.2 |
2.618 |
1,263.9 |
4.250 |
1,248.7 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,295.2 |
1,292.5 |
PP |
1,294.0 |
1,288.8 |
S1 |
1,292.9 |
1,285.0 |
|