Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,115.50 |
1,121.00 |
5.50 |
0.5% |
1,094.50 |
High |
1,121.50 |
1,124.00 |
2.50 |
0.2% |
1,107.00 |
Low |
1,109.00 |
1,112.75 |
3.75 |
0.3% |
1,081.75 |
Close |
1,120.75 |
1,122.50 |
1.75 |
0.2% |
1,105.00 |
Range |
12.50 |
11.25 |
-1.25 |
-10.0% |
25.25 |
ATR |
17.67 |
17.21 |
-0.46 |
-2.6% |
0.00 |
Volume |
2,083,063 |
1,866,295 |
-216,768 |
-10.4% |
3,026,516 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.50 |
1,149.25 |
1,128.75 |
|
R3 |
1,142.25 |
1,138.00 |
1,125.50 |
|
R2 |
1,131.00 |
1,131.00 |
1,124.50 |
|
R1 |
1,126.75 |
1,126.75 |
1,123.50 |
1,129.00 |
PP |
1,119.75 |
1,119.75 |
1,119.75 |
1,120.75 |
S1 |
1,115.50 |
1,115.50 |
1,121.50 |
1,117.50 |
S2 |
1,108.50 |
1,108.50 |
1,120.50 |
|
S3 |
1,097.25 |
1,104.25 |
1,119.50 |
|
S4 |
1,086.00 |
1,093.00 |
1,116.25 |
|
|
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 |
1,124.00 |
1,095.50 |
28.50 |
2.5% |
11.50 |
1.0% |
95% |
True |
False |
1,950,002 |
10 |
1,124.00 |
1,071.50 |
52.50 |
4.7% |
13.75 |
1.2% |
97% |
True |
False |
1,127,320 |
20 |
1,124.00 |
1,032.50 |
91.50 |
8.2% |
17.75 |
1.6% |
98% |
True |
False |
568,701 |
40 |
1,124.00 |
1,032.50 |
91.50 |
8.2% |
18.00 |
1.6% |
98% |
True |
False |
285,798 |
60 |
1,124.00 |
998.75 |
125.25 |
11.2% |
19.50 |
1.7% |
99% |
True |
False |
191,363 |
80 |
1,125.00 |
998.75 |
126.25 |
11.2% |
21.00 |
1.9% |
98% |
False |
False |
143,571 |
100 |
1,206.25 |
998.75 |
207.50 |
18.5% |
22.75 |
2.0% |
60% |
False |
False |
114,882 |
120 |
1,208.00 |
998.75 |
209.25 |
18.6% |
20.75 |
1.9% |
59% |
False |
False |
95,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.75 |
2.618 |
1,153.50 |
1.618 |
1,142.25 |
1.000 |
1,135.25 |
0.618 |
1,131.00 |
HIGH |
1,124.00 |
0.618 |
1,119.75 |
0.500 |
1,118.50 |
0.382 |
1,117.00 |
LOW |
1,112.75 |
0.618 |
1,105.75 |
1.000 |
1,101.50 |
1.618 |
1,094.50 |
2.618 |
1,083.25 |
4.250 |
1,065.00 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,121.00 |
1,120.50 |
PP |
1,119.75 |
1,118.50 |
S1 |
1,118.50 |
1,116.50 |
|