Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,310.8 |
1,310.8 |
0.0 |
0.0% |
1,277.7 |
High |
1,314.8 |
1,317.5 |
2.7 |
0.2% |
1,301.6 |
Low |
1,306.1 |
1,297.0 |
-9.1 |
-0.7% |
1,272.0 |
Close |
1,310.3 |
1,309.6 |
-0.7 |
-0.1% |
1,298.1 |
Range |
8.7 |
20.5 |
11.8 |
135.6% |
29.6 |
ATR |
14.8 |
15.2 |
0.4 |
2.7% |
0.0 |
Volume |
109,927 |
150,333 |
40,406 |
36.8% |
528,417 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.5 |
1,360.1 |
1,320.9 |
|
R3 |
1,349.0 |
1,339.6 |
1,315.2 |
|
R2 |
1,328.5 |
1,328.5 |
1,313.4 |
|
R1 |
1,319.1 |
1,319.1 |
1,311.5 |
1,313.6 |
PP |
1,308.0 |
1,308.0 |
1,308.0 |
1,305.3 |
S1 |
1,298.6 |
1,298.6 |
1,307.7 |
1,293.1 |
S2 |
1,287.5 |
1,287.5 |
1,305.8 |
|
S3 |
1,267.0 |
1,278.1 |
1,304.0 |
|
S4 |
1,246.5 |
1,257.6 |
1,298.3 |
|
|
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 |
1,317.5 |
1,276.2 |
41.3 |
3.2% |
16.3 |
1.2% |
81% |
True |
False |
123,218 |
10 |
1,317.5 |
1,272.0 |
45.5 |
3.5% |
14.3 |
1.1% |
83% |
True |
False |
113,264 |
20 |
1,317.5 |
1,237.9 |
79.6 |
6.1% |
14.4 |
1.1% |
90% |
True |
False |
106,277 |
40 |
1,317.5 |
1,192.0 |
125.5 |
9.6% |
13.8 |
1.1% |
94% |
True |
False |
94,154 |
60 |
1,317.5 |
1,159.3 |
158.2 |
12.1% |
15.0 |
1.1% |
95% |
True |
False |
82,191 |
80 |
1,317.5 |
1,159.3 |
158.2 |
12.1% |
16.3 |
1.2% |
95% |
True |
False |
63,601 |
100 |
1,317.5 |
1,159.3 |
158.2 |
12.1% |
17.4 |
1.3% |
95% |
True |
False |
51,918 |
120 |
1,317.5 |
1,127.8 |
189.7 |
14.5% |
17.4 |
1.3% |
96% |
True |
False |
43,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.6 |
2.618 |
1,371.2 |
1.618 |
1,350.7 |
1.000 |
1,338.0 |
0.618 |
1,330.2 |
HIGH |
1,317.5 |
0.618 |
1,309.7 |
0.500 |
1,307.3 |
0.382 |
1,304.8 |
LOW |
1,297.0 |
0.618 |
1,284.3 |
1.000 |
1,276.5 |
1.618 |
1,263.8 |
2.618 |
1,243.3 |
4.250 |
1,209.9 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,308.8 |
1,305.4 |
PP |
1,308.0 |
1,301.1 |
S1 |
1,307.3 |
1,296.9 |
|