Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,292.7 |
1,293.8 |
1.1 |
0.1% |
1,277.7 |
High |
1,297.5 |
1,301.6 |
4.1 |
0.3% |
1,301.6 |
Low |
1,288.2 |
1,290.6 |
2.4 |
0.2% |
1,272.0 |
Close |
1,296.3 |
1,298.1 |
1.8 |
0.1% |
1,298.1 |
Range |
9.3 |
11.0 |
1.7 |
18.3% |
29.6 |
ATR |
14.6 |
14.4 |
-0.3 |
-1.8% |
0.0 |
Volume |
96,768 |
100,765 |
3,997 |
4.1% |
528,417 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.8 |
1,324.9 |
1,304.2 |
|
R3 |
1,318.8 |
1,313.9 |
1,301.1 |
|
R2 |
1,307.8 |
1,307.8 |
1,300.1 |
|
R1 |
1,302.9 |
1,302.9 |
1,299.1 |
1,305.4 |
PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,298.0 |
S1 |
1,291.9 |
1,291.9 |
1,297.1 |
1,294.4 |
S2 |
1,285.8 |
1,285.8 |
1,296.1 |
|
S3 |
1,274.8 |
1,280.9 |
1,295.1 |
|
S4 |
1,263.8 |
1,269.9 |
1,292.1 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.4 |
1,368.3 |
1,314.4 |
|
R3 |
1,349.8 |
1,338.7 |
1,306.2 |
|
R2 |
1,320.2 |
1,320.2 |
1,303.5 |
|
R1 |
1,309.1 |
1,309.1 |
1,300.8 |
1,314.7 |
PP |
1,290.6 |
1,290.6 |
1,290.6 |
1,293.3 |
S1 |
1,279.5 |
1,279.5 |
1,295.4 |
1,285.1 |
S2 |
1,261.0 |
1,261.0 |
1,292.7 |
|
S3 |
1,231.4 |
1,249.9 |
1,290.0 |
|
S4 |
1,201.8 |
1,220.3 |
1,281.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.6 |
1,272.0 |
29.6 |
2.3% |
12.2 |
0.9% |
88% |
True |
False |
105,683 |
10 |
1,301.6 |
1,242.3 |
59.3 |
4.6% |
13.4 |
1.0% |
94% |
True |
False |
103,569 |
20 |
1,301.6 |
1,233.5 |
68.1 |
5.2% |
13.2 |
1.0% |
95% |
True |
False |
96,141 |
40 |
1,301.6 |
1,168.0 |
133.6 |
10.3% |
13.7 |
1.1% |
97% |
True |
False |
91,835 |
60 |
1,301.6 |
1,159.3 |
142.3 |
11.0% |
15.6 |
1.2% |
98% |
True |
False |
74,270 |
80 |
1,301.6 |
1,159.3 |
142.3 |
11.0% |
16.6 |
1.3% |
98% |
True |
False |
57,347 |
100 |
1,301.6 |
1,159.3 |
142.3 |
11.0% |
17.7 |
1.4% |
98% |
True |
False |
46,977 |
120 |
1,301.6 |
1,127.8 |
173.8 |
13.4% |
17.3 |
1.3% |
98% |
True |
False |
39,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.4 |
2.618 |
1,330.4 |
1.618 |
1,319.4 |
1.000 |
1,312.6 |
0.618 |
1,308.4 |
HIGH |
1,301.6 |
0.618 |
1,297.4 |
0.500 |
1,296.1 |
0.382 |
1,294.8 |
LOW |
1,290.6 |
0.618 |
1,283.8 |
1.000 |
1,279.6 |
1.618 |
1,272.8 |
2.618 |
1,261.8 |
4.250 |
1,243.9 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,297.4 |
1,296.9 |
PP |
1,296.8 |
1,295.7 |
S1 |
1,296.1 |
1,294.6 |
|