Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,115.75 |
1,115.50 |
-0.25 |
0.0% |
1,094.50 |
High |
1,122.50 |
1,121.50 |
-1.00 |
-0.1% |
1,107.00 |
Low |
1,110.25 |
1,109.00 |
-1.25 |
-0.1% |
1,081.75 |
Close |
1,115.75 |
1,120.75 |
5.00 |
0.4% |
1,105.00 |
Range |
12.25 |
12.50 |
0.25 |
2.0% |
25.25 |
ATR |
18.07 |
17.67 |
-0.40 |
-2.2% |
0.00 |
Volume |
2,288,459 |
2,083,063 |
-205,396 |
-9.0% |
3,026,516 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.50 |
1,150.25 |
1,127.50 |
|
R3 |
1,142.00 |
1,137.75 |
1,124.25 |
|
R2 |
1,129.50 |
1,129.50 |
1,123.00 |
|
R1 |
1,125.25 |
1,125.25 |
1,122.00 |
1,127.50 |
PP |
1,117.00 |
1,117.00 |
1,117.00 |
1,118.25 |
S1 |
1,112.75 |
1,112.75 |
1,119.50 |
1,115.00 |
S2 |
1,104.50 |
1,104.50 |
1,118.50 |
|
S3 |
1,092.00 |
1,100.25 |
1,117.25 |
|
S4 |
1,079.50 |
1,087.75 |
1,114.00 |
|
|
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 |
1,092.00 |
30.50 |
2.7% |
12.25 |
1.1% |
94% |
False |
False |
1,803,521 |
10 |
1,122.50 |
1,045.75 |
76.75 |
6.8% |
15.75 |
1.4% |
98% |
False |
False |
942,608 |
20 |
1,122.50 |
1,032.50 |
90.00 |
8.0% |
18.00 |
1.6% |
98% |
False |
False |
475,559 |
40 |
1,122.50 |
1,032.50 |
90.00 |
8.0% |
18.25 |
1.6% |
98% |
False |
False |
239,289 |
60 |
1,122.50 |
998.75 |
123.75 |
11.0% |
19.75 |
1.8% |
99% |
False |
False |
160,270 |
80 |
1,125.00 |
998.75 |
126.25 |
11.3% |
21.00 |
1.9% |
97% |
False |
False |
120,243 |
100 |
1,208.00 |
998.75 |
209.25 |
18.7% |
22.75 |
2.0% |
58% |
False |
False |
96,224 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
20.75 |
1.8% |
58% |
False |
False |
80,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.50 |
2.618 |
1,154.25 |
1.618 |
1,141.75 |
1.000 |
1,134.00 |
0.618 |
1,129.25 |
HIGH |
1,121.50 |
0.618 |
1,116.75 |
0.500 |
1,115.25 |
0.382 |
1,113.75 |
LOW |
1,109.00 |
0.618 |
1,101.25 |
1.000 |
1,096.50 |
1.618 |
1,088.75 |
2.618 |
1,076.25 |
4.250 |
1,056.00 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,119.00 |
1,119.00 |
PP |
1,117.00 |
1,117.00 |
S1 |
1,115.25 |
1,115.25 |
|