Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,296.8 |
1,310.8 |
14.0 |
1.1% |
1,277.7 |
High |
1,311.8 |
1,314.8 |
3.0 |
0.2% |
1,301.6 |
Low |
1,276.2 |
1,306.1 |
29.9 |
2.3% |
1,272.0 |
Close |
1,308.3 |
1,310.3 |
2.0 |
0.2% |
1,298.1 |
Range |
35.6 |
8.7 |
-26.9 |
-75.6% |
29.6 |
ATR |
15.3 |
14.8 |
-0.5 |
-3.1% |
0.0 |
Volume |
184,137 |
109,927 |
-74,210 |
-40.3% |
528,417 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.5 |
1,332.1 |
1,315.1 |
|
R3 |
1,327.8 |
1,323.4 |
1,312.7 |
|
R2 |
1,319.1 |
1,319.1 |
1,311.9 |
|
R1 |
1,314.7 |
1,314.7 |
1,311.1 |
1,312.6 |
PP |
1,310.4 |
1,310.4 |
1,310.4 |
1,309.3 |
S1 |
1,306.0 |
1,306.0 |
1,309.5 |
1,303.9 |
S2 |
1,301.7 |
1,301.7 |
1,308.7 |
|
S3 |
1,293.0 |
1,297.3 |
1,307.9 |
|
S4 |
1,284.3 |
1,288.6 |
1,305.5 |
|
|
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 |
1,314.8 |
1,276.2 |
38.6 |
2.9% |
14.0 |
1.1% |
88% |
True |
False |
112,505 |
10 |
1,314.8 |
1,266.1 |
48.7 |
3.7% |
13.5 |
1.0% |
91% |
True |
False |
107,455 |
20 |
1,314.8 |
1,237.9 |
76.9 |
5.9% |
14.0 |
1.1% |
94% |
True |
False |
103,595 |
40 |
1,314.8 |
1,187.0 |
127.8 |
9.8% |
13.8 |
1.1% |
96% |
True |
False |
92,909 |
60 |
1,314.8 |
1,159.3 |
155.5 |
11.9% |
15.0 |
1.1% |
97% |
True |
False |
79,843 |
80 |
1,314.8 |
1,159.3 |
155.5 |
11.9% |
16.3 |
1.2% |
97% |
True |
False |
61,788 |
100 |
1,314.8 |
1,159.3 |
155.5 |
11.9% |
17.5 |
1.3% |
97% |
True |
False |
50,468 |
120 |
1,314.8 |
1,127.8 |
187.0 |
14.3% |
17.3 |
1.3% |
98% |
True |
False |
42,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.8 |
2.618 |
1,337.6 |
1.618 |
1,328.9 |
1.000 |
1,323.5 |
0.618 |
1,320.2 |
HIGH |
1,314.8 |
0.618 |
1,311.5 |
0.500 |
1,310.5 |
0.382 |
1,309.4 |
LOW |
1,306.1 |
0.618 |
1,300.7 |
1.000 |
1,297.4 |
1.618 |
1,292.0 |
2.618 |
1,283.3 |
4.250 |
1,269.1 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,310.5 |
1,305.4 |
PP |
1,310.4 |
1,300.4 |
S1 |
1,310.4 |
1,295.5 |
|