Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,110.00 |
1,115.75 |
5.75 |
0.5% |
1,094.50 |
High |
1,119.00 |
1,122.50 |
3.50 |
0.3% |
1,107.00 |
Low |
1,108.00 |
1,110.25 |
2.25 |
0.2% |
1,081.75 |
Close |
1,116.25 |
1,115.75 |
-0.50 |
0.0% |
1,105.00 |
Range |
11.00 |
12.25 |
1.25 |
11.4% |
25.25 |
ATR |
18.52 |
18.07 |
-0.45 |
-2.4% |
0.00 |
Volume |
1,981,938 |
2,288,459 |
306,521 |
15.5% |
3,026,516 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.00 |
1,146.50 |
1,122.50 |
|
R3 |
1,140.75 |
1,134.25 |
1,119.00 |
|
R2 |
1,128.50 |
1,128.50 |
1,118.00 |
|
R1 |
1,122.00 |
1,122.00 |
1,116.75 |
1,122.00 |
PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,116.00 |
S1 |
1,109.75 |
1,109.75 |
1,114.75 |
1,109.50 |
S2 |
1,104.00 |
1,104.00 |
1,113.50 |
|
S3 |
1,091.75 |
1,097.50 |
1,112.50 |
|
S4 |
1,079.50 |
1,085.25 |
1,109.00 |
|
|
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 |
1,122.50 |
1,081.75 |
40.75 |
3.7% |
13.00 |
1.2% |
83% |
True |
False |
1,451,454 |
10 |
1,122.50 |
1,032.75 |
89.75 |
8.0% |
16.25 |
1.4% |
92% |
True |
False |
735,465 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.1% |
18.50 |
1.7% |
93% |
True |
False |
371,460 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.1% |
18.75 |
1.7% |
93% |
True |
False |
187,403 |
60 |
1,125.00 |
998.75 |
126.25 |
11.3% |
20.00 |
1.8% |
93% |
False |
False |
125,556 |
80 |
1,125.00 |
998.75 |
126.25 |
11.3% |
21.25 |
1.9% |
93% |
False |
False |
94,206 |
100 |
1,208.00 |
998.75 |
209.25 |
18.8% |
22.75 |
2.0% |
56% |
False |
False |
75,398 |
120 |
1,208.00 |
998.75 |
209.25 |
18.8% |
20.75 |
1.9% |
56% |
False |
False |
62,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.50 |
2.618 |
1,154.50 |
1.618 |
1,142.25 |
1.000 |
1,134.75 |
0.618 |
1,130.00 |
HIGH |
1,122.50 |
0.618 |
1,117.75 |
0.500 |
1,116.50 |
0.382 |
1,115.00 |
LOW |
1,110.25 |
0.618 |
1,102.75 |
1.000 |
1,098.00 |
1.618 |
1,090.50 |
2.618 |
1,078.25 |
4.250 |
1,058.25 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,116.50 |
1,113.50 |
PP |
1,116.25 |
1,111.25 |
S1 |
1,116.00 |
1,109.00 |
|