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 |
6,332.5 |
6,290.0 |
-42.5 |
-0.7% |
6,248.0 |
High |
6,340.0 |
6,322.0 |
-18.0 |
-0.3% |
6,349.5 |
Low |
6,280.5 |
6,205.0 |
-75.5 |
-1.2% |
6,136.5 |
Close |
6,285.5 |
6,286.0 |
0.5 |
0.0% |
6,301.5 |
Range |
59.5 |
117.0 |
57.5 |
96.6% |
213.0 |
ATR |
97.4 |
98.8 |
1.4 |
1.4% |
0.0 |
Volume |
100,420 |
0 |
-100,420 |
-100.0% |
783,564 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,622.0 |
6,571.0 |
6,350.4 |
|
R3 |
6,505.0 |
6,454.0 |
6,318.2 |
|
R2 |
6,388.0 |
6,388.0 |
6,307.5 |
|
R1 |
6,337.0 |
6,337.0 |
6,296.7 |
6,304.0 |
PP |
6,271.0 |
6,271.0 |
6,271.0 |
6,254.5 |
S1 |
6,220.0 |
6,220.0 |
6,275.3 |
6,187.0 |
S2 |
6,154.0 |
6,154.0 |
6,264.6 |
|
S3 |
6,037.0 |
6,103.0 |
6,253.8 |
|
S4 |
5,920.0 |
5,986.0 |
6,221.7 |
|
|
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 |
6,340.0 |
6,136.5 |
203.5 |
3.2% |
119.4 |
1.9% |
73% |
False |
False |
122,307 |
10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
102.6 |
1.6% |
70% |
False |
False |
124,504 |
20 |
6,349.5 |
5,895.0 |
454.5 |
7.2% |
91.6 |
1.5% |
86% |
False |
False |
69,121 |
40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
93.2 |
1.5% |
81% |
False |
False |
34,799 |
60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
96.4 |
1.5% |
81% |
False |
False |
23,363 |
80 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
98.8 |
1.6% |
81% |
False |
False |
18,160 |
100 |
6,394.5 |
5,625.0 |
769.5 |
12.2% |
105.3 |
1.7% |
86% |
False |
False |
14,636 |
120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
107.4 |
1.7% |
86% |
False |
False |
12,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,819.3 |
2.618 |
6,628.3 |
1.618 |
6,511.3 |
1.000 |
6,439.0 |
0.618 |
6,394.3 |
HIGH |
6,322.0 |
0.618 |
6,277.3 |
0.500 |
6,263.5 |
0.382 |
6,249.7 |
LOW |
6,205.0 |
0.618 |
6,132.7 |
1.000 |
6,088.0 |
1.618 |
6,015.7 |
2.618 |
5,898.7 |
4.250 |
5,707.8 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
6,278.5 |
6,272.8 |
PP |
6,271.0 |
6,259.5 |
S1 |
6,263.5 |
6,246.3 |
|