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 |
6,182.0 |
6,332.5 |
150.5 |
2.4% |
6,248.0 |
High |
6,323.0 |
6,340.0 |
17.0 |
0.3% |
6,349.5 |
Low |
6,152.5 |
6,280.5 |
128.0 |
2.1% |
6,136.5 |
Close |
6,301.5 |
6,285.5 |
-16.0 |
-0.3% |
6,301.5 |
Range |
170.5 |
59.5 |
-111.0 |
-65.1% |
213.0 |
ATR |
100.3 |
97.4 |
-2.9 |
-2.9% |
0.0 |
Volume |
168,859 |
100,420 |
-68,439 |
-40.5% |
783,564 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,480.5 |
6,442.5 |
6,318.2 |
|
R3 |
6,421.0 |
6,383.0 |
6,301.9 |
|
R2 |
6,361.5 |
6,361.5 |
6,296.4 |
|
R1 |
6,323.5 |
6,323.5 |
6,291.0 |
6,312.8 |
PP |
6,302.0 |
6,302.0 |
6,302.0 |
6,296.6 |
S1 |
6,264.0 |
6,264.0 |
6,280.0 |
6,253.3 |
S2 |
6,242.5 |
6,242.5 |
6,274.6 |
|
S3 |
6,183.0 |
6,204.5 |
6,269.1 |
|
S4 |
6,123.5 |
6,145.0 |
6,252.8 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,901.5 |
6,814.5 |
6,418.7 |
|
R3 |
6,688.5 |
6,601.5 |
6,360.1 |
|
R2 |
6,475.5 |
6,475.5 |
6,340.6 |
|
R1 |
6,388.5 |
6,388.5 |
6,321.0 |
6,432.0 |
PP |
6,262.5 |
6,262.5 |
6,262.5 |
6,284.3 |
S1 |
6,175.5 |
6,175.5 |
6,282.0 |
6,219.0 |
S2 |
6,049.5 |
6,049.5 |
6,262.5 |
|
S3 |
5,836.5 |
5,962.5 |
6,242.9 |
|
S4 |
5,623.5 |
5,749.5 |
6,184.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
110.9 |
1.8% |
70% |
False |
False |
151,176 |
10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
96.7 |
1.5% |
70% |
False |
False |
130,429 |
20 |
6,349.5 |
5,830.0 |
519.5 |
8.3% |
91.2 |
1.5% |
88% |
False |
False |
69,155 |
40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
91.3 |
1.5% |
81% |
False |
False |
34,802 |
60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
97.0 |
1.5% |
81% |
False |
False |
23,366 |
80 |
6,394.5 |
5,814.5 |
580.0 |
9.2% |
98.9 |
1.6% |
81% |
False |
False |
18,174 |
100 |
6,394.5 |
5,625.0 |
769.5 |
12.2% |
105.9 |
1.7% |
86% |
False |
False |
14,642 |
120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
106.9 |
1.7% |
86% |
False |
False |
12,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,592.9 |
2.618 |
6,495.8 |
1.618 |
6,436.3 |
1.000 |
6,399.5 |
0.618 |
6,376.8 |
HIGH |
6,340.0 |
0.618 |
6,317.3 |
0.500 |
6,310.3 |
0.382 |
6,303.2 |
LOW |
6,280.5 |
0.618 |
6,243.7 |
1.000 |
6,221.0 |
1.618 |
6,184.2 |
2.618 |
6,124.7 |
4.250 |
6,027.6 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,310.3 |
6,269.8 |
PP |
6,302.0 |
6,254.0 |
S1 |
6,293.8 |
6,238.3 |
|