Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,293.8 |
1,299.2 |
5.4 |
0.4% |
1,277.7 |
High |
1,301.6 |
1,301.3 |
-0.3 |
0.0% |
1,301.6 |
Low |
1,290.6 |
1,295.8 |
5.2 |
0.4% |
1,272.0 |
Close |
1,298.1 |
1,298.6 |
0.5 |
0.0% |
1,298.1 |
Range |
11.0 |
5.5 |
-5.5 |
-50.0% |
29.6 |
ATR |
14.4 |
13.7 |
-0.6 |
-4.4% |
0.0 |
Volume |
100,765 |
70,929 |
-29,836 |
-29.6% |
528,417 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.1 |
1,312.3 |
1,301.6 |
|
R3 |
1,309.6 |
1,306.8 |
1,300.1 |
|
R2 |
1,304.1 |
1,304.1 |
1,299.6 |
|
R1 |
1,301.3 |
1,301.3 |
1,299.1 |
1,300.0 |
PP |
1,298.6 |
1,298.6 |
1,298.6 |
1,297.9 |
S1 |
1,295.8 |
1,295.8 |
1,298.1 |
1,294.5 |
S2 |
1,293.1 |
1,293.1 |
1,297.6 |
|
S3 |
1,287.6 |
1,290.3 |
1,297.1 |
|
S4 |
1,282.1 |
1,284.8 |
1,295.6 |
|
|
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% |
11.3 |
0.9% |
90% |
False |
False |
104,994 |
10 |
1,301.6 |
1,246.0 |
55.6 |
4.3% |
13.1 |
1.0% |
95% |
False |
False |
103,472 |
20 |
1,301.6 |
1,233.5 |
68.1 |
5.2% |
13.0 |
1.0% |
96% |
False |
False |
95,753 |
40 |
1,301.6 |
1,176.7 |
124.9 |
9.6% |
13.4 |
1.0% |
98% |
False |
False |
90,780 |
60 |
1,301.6 |
1,159.3 |
142.3 |
11.0% |
14.9 |
1.1% |
98% |
False |
False |
75,380 |
80 |
1,301.6 |
1,159.3 |
142.3 |
11.0% |
16.4 |
1.3% |
98% |
False |
False |
58,212 |
100 |
1,301.6 |
1,159.3 |
142.3 |
11.0% |
17.6 |
1.4% |
98% |
False |
False |
47,645 |
120 |
1,301.6 |
1,127.8 |
173.8 |
13.4% |
17.2 |
1.3% |
98% |
False |
False |
40,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.7 |
2.618 |
1,315.7 |
1.618 |
1,310.2 |
1.000 |
1,306.8 |
0.618 |
1,304.7 |
HIGH |
1,301.3 |
0.618 |
1,299.2 |
0.500 |
1,298.6 |
0.382 |
1,297.9 |
LOW |
1,295.8 |
0.618 |
1,292.4 |
1.000 |
1,290.3 |
1.618 |
1,286.9 |
2.618 |
1,281.4 |
4.250 |
1,272.4 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,298.6 |
1,297.4 |
PP |
1,298.6 |
1,296.1 |
S1 |
1,298.6 |
1,294.9 |
|