Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,118.50 |
1,136.50 |
18.00 |
1.6% |
1,110.00 |
High |
1,140.25 |
1,144.00 |
3.75 |
0.3% |
1,132.75 |
Low |
1,117.00 |
1,130.25 |
13.25 |
1.2% |
1,108.00 |
Close |
1,136.50 |
1,134.75 |
-1.75 |
-0.2% |
1,119.75 |
Range |
23.25 |
13.75 |
-9.50 |
-40.9% |
24.75 |
ATR |
17.55 |
17.28 |
-0.27 |
-1.5% |
0.00 |
Volume |
1,787,300 |
2,079,142 |
291,842 |
16.3% |
10,149,265 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.50 |
1,170.00 |
1,142.25 |
|
R3 |
1,163.75 |
1,156.25 |
1,138.50 |
|
R2 |
1,150.00 |
1,150.00 |
1,137.25 |
|
R1 |
1,142.50 |
1,142.50 |
1,136.00 |
1,139.50 |
PP |
1,136.25 |
1,136.25 |
1,136.25 |
1,134.75 |
S1 |
1,128.75 |
1,128.75 |
1,133.50 |
1,125.50 |
S2 |
1,122.50 |
1,122.50 |
1,132.25 |
|
S3 |
1,108.75 |
1,115.00 |
1,131.00 |
|
S4 |
1,095.00 |
1,101.25 |
1,127.25 |
|
|
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 |
1,144.00 |
1,109.00 |
35.00 |
3.1% |
15.25 |
1.3% |
74% |
True |
False |
1,949,062 |
10 |
1,144.00 |
1,081.75 |
62.25 |
5.5% |
14.00 |
1.2% |
85% |
True |
False |
1,700,258 |
20 |
1,144.00 |
1,032.50 |
111.50 |
9.8% |
17.75 |
1.6% |
92% |
True |
False |
857,424 |
40 |
1,144.00 |
1,032.50 |
111.50 |
9.8% |
17.50 |
1.6% |
92% |
True |
False |
430,360 |
60 |
1,144.00 |
998.75 |
145.25 |
12.8% |
19.50 |
1.7% |
94% |
True |
False |
287,894 |
80 |
1,144.00 |
998.75 |
145.25 |
12.8% |
20.25 |
1.8% |
94% |
True |
False |
216,019 |
100 |
1,198.50 |
998.75 |
199.75 |
17.6% |
22.50 |
2.0% |
68% |
False |
False |
172,840 |
120 |
1,208.00 |
998.75 |
209.25 |
18.4% |
21.00 |
1.9% |
65% |
False |
False |
144,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.50 |
2.618 |
1,180.00 |
1.618 |
1,166.25 |
1.000 |
1,157.75 |
0.618 |
1,152.50 |
HIGH |
1,144.00 |
0.618 |
1,138.75 |
0.500 |
1,137.00 |
0.382 |
1,135.50 |
LOW |
1,130.25 |
0.618 |
1,121.75 |
1.000 |
1,116.50 |
1.618 |
1,108.00 |
2.618 |
1,094.25 |
4.250 |
1,071.75 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,137.00 |
1,133.25 |
PP |
1,136.25 |
1,132.00 |
S1 |
1,135.50 |
1,130.50 |
|