Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,122.75 |
1,118.50 |
-4.25 |
-0.4% |
1,110.00 |
High |
1,132.75 |
1,140.25 |
7.50 |
0.7% |
1,132.75 |
Low |
1,117.00 |
1,117.00 |
0.00 |
0.0% |
1,108.00 |
Close |
1,119.75 |
1,136.50 |
16.75 |
1.5% |
1,119.75 |
Range |
15.75 |
23.25 |
7.50 |
47.6% |
24.75 |
ATR |
17.11 |
17.55 |
0.44 |
2.6% |
0.00 |
Volume |
1,929,510 |
1,787,300 |
-142,210 |
-7.4% |
10,149,265 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.00 |
1,192.00 |
1,149.25 |
|
R3 |
1,177.75 |
1,168.75 |
1,143.00 |
|
R2 |
1,154.50 |
1,154.50 |
1,140.75 |
|
R1 |
1,145.50 |
1,145.50 |
1,138.75 |
1,150.00 |
PP |
1,131.25 |
1,131.25 |
1,131.25 |
1,133.50 |
S1 |
1,122.25 |
1,122.25 |
1,134.25 |
1,126.75 |
S2 |
1,108.00 |
1,108.00 |
1,132.25 |
|
S3 |
1,084.75 |
1,099.00 |
1,130.00 |
|
S4 |
1,061.50 |
1,075.75 |
1,123.75 |
|
|
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 |
1,140.25 |
1,109.00 |
31.25 |
2.7% |
15.00 |
1.3% |
88% |
True |
False |
1,990,925 |
10 |
1,140.25 |
1,081.75 |
58.50 |
5.1% |
14.50 |
1.3% |
94% |
True |
False |
1,496,308 |
20 |
1,140.25 |
1,032.50 |
107.75 |
9.5% |
17.75 |
1.6% |
97% |
True |
False |
753,848 |
40 |
1,140.25 |
1,032.50 |
107.75 |
9.5% |
17.50 |
1.5% |
97% |
True |
False |
378,461 |
60 |
1,140.25 |
998.75 |
141.50 |
12.5% |
19.50 |
1.7% |
97% |
True |
False |
253,266 |
80 |
1,140.25 |
998.75 |
141.50 |
12.5% |
20.50 |
1.8% |
97% |
True |
False |
190,030 |
100 |
1,198.50 |
998.75 |
199.75 |
17.6% |
22.75 |
2.0% |
69% |
False |
False |
152,049 |
120 |
1,208.00 |
998.75 |
209.25 |
18.4% |
21.00 |
1.8% |
66% |
False |
False |
126,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.00 |
2.618 |
1,201.00 |
1.618 |
1,177.75 |
1.000 |
1,163.50 |
0.618 |
1,154.50 |
HIGH |
1,140.25 |
0.618 |
1,131.25 |
0.500 |
1,128.50 |
0.382 |
1,126.00 |
LOW |
1,117.00 |
0.618 |
1,102.75 |
1.000 |
1,093.75 |
1.618 |
1,079.50 |
2.618 |
1,056.25 |
4.250 |
1,018.25 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,134.00 |
1,133.25 |
PP |
1,131.25 |
1,129.75 |
S1 |
1,128.50 |
1,126.50 |
|