Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,094.25 |
1,097.75 |
3.50 |
0.3% |
1,094.50 |
High |
1,107.00 |
1,105.75 |
-1.25 |
-0.1% |
1,107.00 |
Low |
1,092.00 |
1,095.50 |
3.50 |
0.3% |
1,081.75 |
Close |
1,097.50 |
1,105.00 |
7.50 |
0.7% |
1,105.00 |
Range |
15.00 |
10.25 |
-4.75 |
-31.7% |
25.25 |
ATR |
19.53 |
18.87 |
-0.66 |
-3.4% |
0.00 |
Volume |
1,133,889 |
1,530,259 |
396,370 |
35.0% |
3,026,516 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.75 |
1,129.25 |
1,110.75 |
|
R3 |
1,122.50 |
1,119.00 |
1,107.75 |
|
R2 |
1,112.25 |
1,112.25 |
1,107.00 |
|
R1 |
1,108.75 |
1,108.75 |
1,106.00 |
1,110.50 |
PP |
1,102.00 |
1,102.00 |
1,102.00 |
1,103.00 |
S1 |
1,098.50 |
1,098.50 |
1,104.00 |
1,100.25 |
S2 |
1,091.75 |
1,091.75 |
1,103.00 |
|
S3 |
1,081.50 |
1,088.25 |
1,102.25 |
|
S4 |
1,071.25 |
1,078.00 |
1,099.25 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.75 |
1,164.50 |
1,119.00 |
|
R3 |
1,148.50 |
1,139.25 |
1,112.00 |
|
R2 |
1,123.25 |
1,123.25 |
1,109.75 |
|
R1 |
1,114.00 |
1,114.00 |
1,107.25 |
1,118.50 |
PP |
1,098.00 |
1,098.00 |
1,098.00 |
1,100.25 |
S1 |
1,088.75 |
1,088.75 |
1,102.75 |
1,093.50 |
S2 |
1,072.75 |
1,072.75 |
1,100.25 |
|
S3 |
1,047.50 |
1,063.50 |
1,098.00 |
|
S4 |
1,022.25 |
1,038.25 |
1,091.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.00 |
1,081.25 |
25.75 |
2.3% |
15.25 |
1.4% |
92% |
False |
False |
607,968 |
10 |
1,107.00 |
1,032.50 |
74.50 |
6.7% |
19.25 |
1.7% |
97% |
False |
False |
310,413 |
20 |
1,107.00 |
1,032.50 |
74.50 |
6.7% |
18.75 |
1.7% |
97% |
False |
False |
158,150 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.1% |
19.25 |
1.7% |
81% |
False |
False |
80,794 |
60 |
1,125.00 |
998.75 |
126.25 |
11.4% |
20.00 |
1.8% |
84% |
False |
False |
54,393 |
80 |
1,125.00 |
998.75 |
126.25 |
11.4% |
21.75 |
2.0% |
84% |
False |
False |
40,834 |
100 |
1,208.00 |
998.75 |
209.25 |
18.9% |
23.00 |
2.1% |
51% |
False |
False |
32,694 |
120 |
1,208.00 |
998.75 |
209.25 |
18.9% |
20.75 |
1.9% |
51% |
False |
False |
27,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,149.25 |
2.618 |
1,132.50 |
1.618 |
1,122.25 |
1.000 |
1,116.00 |
0.618 |
1,112.00 |
HIGH |
1,105.75 |
0.618 |
1,101.75 |
0.500 |
1,100.50 |
0.382 |
1,099.50 |
LOW |
1,095.50 |
0.618 |
1,089.25 |
1.000 |
1,085.25 |
1.618 |
1,079.00 |
2.618 |
1,068.75 |
4.250 |
1,052.00 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,103.50 |
1,101.50 |
PP |
1,102.00 |
1,098.00 |
S1 |
1,100.50 |
1,094.50 |
|