Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,121.00 |
1,122.75 |
1.75 |
0.2% |
1,110.00 |
High |
1,124.00 |
1,132.75 |
8.75 |
0.8% |
1,132.75 |
Low |
1,112.75 |
1,117.00 |
4.25 |
0.4% |
1,108.00 |
Close |
1,122.50 |
1,119.75 |
-2.75 |
-0.2% |
1,119.75 |
Range |
11.25 |
15.75 |
4.50 |
40.0% |
24.75 |
ATR |
17.21 |
17.11 |
-0.10 |
-0.6% |
0.00 |
Volume |
1,866,295 |
1,929,510 |
63,215 |
3.4% |
10,149,265 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.50 |
1,160.75 |
1,128.50 |
|
R3 |
1,154.75 |
1,145.00 |
1,124.00 |
|
R2 |
1,139.00 |
1,139.00 |
1,122.75 |
|
R1 |
1,129.25 |
1,129.25 |
1,121.25 |
1,126.25 |
PP |
1,123.25 |
1,123.25 |
1,123.25 |
1,121.50 |
S1 |
1,113.50 |
1,113.50 |
1,118.25 |
1,110.50 |
S2 |
1,107.50 |
1,107.50 |
1,116.75 |
|
S3 |
1,091.75 |
1,097.75 |
1,115.50 |
|
S4 |
1,076.00 |
1,082.00 |
1,111.00 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.50 |
1,181.75 |
1,133.25 |
|
R3 |
1,169.75 |
1,157.00 |
1,126.50 |
|
R2 |
1,145.00 |
1,145.00 |
1,124.25 |
|
R1 |
1,132.25 |
1,132.25 |
1,122.00 |
1,138.50 |
PP |
1,120.25 |
1,120.25 |
1,120.25 |
1,123.25 |
S1 |
1,107.50 |
1,107.50 |
1,117.50 |
1,114.00 |
S2 |
1,095.50 |
1,095.50 |
1,115.25 |
|
S3 |
1,070.75 |
1,082.75 |
1,113.00 |
|
S4 |
1,046.00 |
1,058.00 |
1,106.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,132.75 |
1,108.00 |
24.75 |
2.2% |
12.50 |
1.1% |
47% |
True |
False |
2,029,853 |
10 |
1,132.75 |
1,081.25 |
51.50 |
4.6% |
14.00 |
1.2% |
75% |
True |
False |
1,318,910 |
20 |
1,132.75 |
1,032.50 |
100.25 |
9.0% |
17.25 |
1.5% |
87% |
True |
False |
664,908 |
40 |
1,132.75 |
1,032.50 |
100.25 |
9.0% |
17.50 |
1.6% |
87% |
True |
False |
333,863 |
60 |
1,132.75 |
998.75 |
134.00 |
12.0% |
19.50 |
1.7% |
90% |
True |
False |
223,502 |
80 |
1,132.75 |
998.75 |
134.00 |
12.0% |
20.50 |
1.8% |
90% |
True |
False |
167,689 |
100 |
1,198.50 |
998.75 |
199.75 |
17.8% |
22.50 |
2.0% |
61% |
False |
False |
134,177 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
21.00 |
1.9% |
58% |
False |
False |
111,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.75 |
2.618 |
1,174.00 |
1.618 |
1,158.25 |
1.000 |
1,148.50 |
0.618 |
1,142.50 |
HIGH |
1,132.75 |
0.618 |
1,126.75 |
0.500 |
1,125.00 |
0.382 |
1,123.00 |
LOW |
1,117.00 |
0.618 |
1,107.25 |
1.000 |
1,101.25 |
1.618 |
1,091.50 |
2.618 |
1,075.75 |
4.250 |
1,050.00 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,125.00 |
1,121.00 |
PP |
1,123.25 |
1,120.50 |
S1 |
1,121.50 |
1,120.00 |
|