Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,136.50 |
1,135.00 |
-1.50 |
-0.1% |
1,110.00 |
High |
1,144.00 |
1,140.25 |
-3.75 |
-0.3% |
1,132.75 |
Low |
1,130.25 |
1,126.50 |
-3.75 |
-0.3% |
1,108.00 |
Close |
1,134.75 |
1,129.75 |
-5.00 |
-0.4% |
1,119.75 |
Range |
13.75 |
13.75 |
0.00 |
0.0% |
24.75 |
ATR |
17.28 |
17.02 |
-0.25 |
-1.5% |
0.00 |
Volume |
2,079,142 |
1,952,141 |
-127,001 |
-6.1% |
10,149,265 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.50 |
1,165.25 |
1,137.25 |
|
R3 |
1,159.75 |
1,151.50 |
1,133.50 |
|
R2 |
1,146.00 |
1,146.00 |
1,132.25 |
|
R1 |
1,137.75 |
1,137.75 |
1,131.00 |
1,135.00 |
PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,130.75 |
S1 |
1,124.00 |
1,124.00 |
1,128.50 |
1,121.25 |
S2 |
1,118.50 |
1,118.50 |
1,127.25 |
|
S3 |
1,104.75 |
1,110.25 |
1,126.00 |
|
S4 |
1,091.00 |
1,096.50 |
1,122.25 |
|
|
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 |
1,112.75 |
31.25 |
2.8% |
15.50 |
1.4% |
54% |
False |
False |
1,922,877 |
10 |
1,144.00 |
1,092.00 |
52.00 |
4.6% |
14.00 |
1.2% |
73% |
False |
False |
1,863,199 |
20 |
1,144.00 |
1,032.50 |
111.50 |
9.9% |
17.25 |
1.5% |
87% |
False |
False |
954,771 |
40 |
1,144.00 |
1,032.50 |
111.50 |
9.9% |
17.75 |
1.6% |
87% |
False |
False |
479,142 |
60 |
1,144.00 |
998.75 |
145.25 |
12.9% |
19.50 |
1.7% |
90% |
False |
False |
320,405 |
80 |
1,144.00 |
998.75 |
145.25 |
12.9% |
20.00 |
1.8% |
90% |
False |
False |
240,420 |
100 |
1,192.25 |
998.75 |
193.50 |
17.1% |
22.50 |
2.0% |
68% |
False |
False |
192,361 |
120 |
1,208.00 |
998.75 |
209.25 |
18.5% |
21.25 |
1.9% |
63% |
False |
False |
160,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.75 |
2.618 |
1,176.25 |
1.618 |
1,162.50 |
1.000 |
1,154.00 |
0.618 |
1,148.75 |
HIGH |
1,140.25 |
0.618 |
1,135.00 |
0.500 |
1,133.50 |
0.382 |
1,131.75 |
LOW |
1,126.50 |
0.618 |
1,118.00 |
1.000 |
1,112.75 |
1.618 |
1,104.25 |
2.618 |
1,090.50 |
4.250 |
1,068.00 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,133.50 |
1,130.50 |
PP |
1,132.25 |
1,130.25 |
S1 |
1,131.00 |
1,130.00 |
|