Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,299.2 |
1,296.8 |
-2.4 |
-0.2% |
1,277.7 |
High |
1,301.3 |
1,311.8 |
10.5 |
0.8% |
1,301.6 |
Low |
1,295.8 |
1,276.2 |
-19.6 |
-1.5% |
1,272.0 |
Close |
1,298.6 |
1,308.3 |
9.7 |
0.7% |
1,298.1 |
Range |
5.5 |
35.6 |
30.1 |
547.3% |
29.6 |
ATR |
13.7 |
15.3 |
1.6 |
11.4% |
0.0 |
Volume |
70,929 |
184,137 |
113,208 |
159.6% |
528,417 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.6 |
1,392.5 |
1,327.9 |
|
R3 |
1,370.0 |
1,356.9 |
1,318.1 |
|
R2 |
1,334.4 |
1,334.4 |
1,314.8 |
|
R1 |
1,321.3 |
1,321.3 |
1,311.6 |
1,327.9 |
PP |
1,298.8 |
1,298.8 |
1,298.8 |
1,302.0 |
S1 |
1,285.7 |
1,285.7 |
1,305.0 |
1,292.3 |
S2 |
1,263.2 |
1,263.2 |
1,301.8 |
|
S3 |
1,227.6 |
1,250.1 |
1,298.5 |
|
S4 |
1,192.0 |
1,214.5 |
1,288.7 |
|
|
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 |
1,311.8 |
1,276.2 |
35.6 |
2.7% |
14.4 |
1.1% |
90% |
True |
True |
113,622 |
10 |
1,311.8 |
1,264.5 |
47.3 |
3.6% |
13.6 |
1.0% |
93% |
True |
False |
106,097 |
20 |
1,311.8 |
1,233.5 |
78.3 |
6.0% |
14.5 |
1.1% |
96% |
True |
False |
103,147 |
40 |
1,311.8 |
1,181.6 |
130.2 |
10.0% |
13.8 |
1.1% |
97% |
True |
False |
92,407 |
60 |
1,311.8 |
1,159.3 |
152.5 |
11.7% |
15.3 |
1.2% |
98% |
True |
False |
78,095 |
80 |
1,311.8 |
1,159.3 |
152.5 |
11.7% |
16.6 |
1.3% |
98% |
True |
False |
60,463 |
100 |
1,311.8 |
1,159.3 |
152.5 |
11.7% |
17.6 |
1.3% |
98% |
True |
False |
49,446 |
120 |
1,311.8 |
1,127.8 |
184.0 |
14.1% |
17.4 |
1.3% |
98% |
True |
False |
41,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.1 |
2.618 |
1,405.0 |
1.618 |
1,369.4 |
1.000 |
1,347.4 |
0.618 |
1,333.8 |
HIGH |
1,311.8 |
0.618 |
1,298.2 |
0.500 |
1,294.0 |
0.382 |
1,289.8 |
LOW |
1,276.2 |
0.618 |
1,254.2 |
1.000 |
1,240.6 |
1.618 |
1,218.6 |
2.618 |
1,183.0 |
4.250 |
1,124.9 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,303.5 |
1,303.5 |
PP |
1,298.8 |
1,298.8 |
S1 |
1,294.0 |
1,294.0 |
|