Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,135.00 |
1,130.00 |
-5.00 |
-0.4% |
1,110.00 |
High |
1,140.25 |
1,134.50 |
-5.75 |
-0.5% |
1,132.75 |
Low |
1,126.50 |
1,117.25 |
-9.25 |
-0.8% |
1,108.00 |
Close |
1,129.75 |
1,120.50 |
-9.25 |
-0.8% |
1,119.75 |
Range |
13.75 |
17.25 |
3.50 |
25.5% |
24.75 |
ATR |
17.02 |
17.04 |
0.02 |
0.1% |
0.00 |
Volume |
1,952,141 |
2,183,277 |
231,136 |
11.8% |
10,149,265 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.75 |
1,165.50 |
1,130.00 |
|
R3 |
1,158.50 |
1,148.25 |
1,125.25 |
|
R2 |
1,141.25 |
1,141.25 |
1,123.75 |
|
R1 |
1,131.00 |
1,131.00 |
1,122.00 |
1,127.50 |
PP |
1,124.00 |
1,124.00 |
1,124.00 |
1,122.50 |
S1 |
1,113.75 |
1,113.75 |
1,119.00 |
1,110.25 |
S2 |
1,106.75 |
1,106.75 |
1,117.25 |
|
S3 |
1,089.50 |
1,096.50 |
1,115.75 |
|
S4 |
1,072.25 |
1,079.25 |
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 |
1,144.00 |
1,117.00 |
27.00 |
2.4% |
16.75 |
1.5% |
13% |
False |
False |
1,986,274 |
10 |
1,144.00 |
1,095.50 |
48.50 |
4.3% |
14.00 |
1.3% |
52% |
False |
False |
1,968,138 |
20 |
1,144.00 |
1,032.50 |
111.50 |
10.0% |
17.00 |
1.5% |
79% |
False |
False |
1,063,331 |
40 |
1,144.00 |
1,032.50 |
111.50 |
10.0% |
17.75 |
1.6% |
79% |
False |
False |
533,709 |
60 |
1,144.00 |
998.75 |
145.25 |
13.0% |
19.00 |
1.7% |
84% |
False |
False |
356,782 |
80 |
1,144.00 |
998.75 |
145.25 |
13.0% |
20.00 |
1.8% |
84% |
False |
False |
267,710 |
100 |
1,190.25 |
998.75 |
191.50 |
17.1% |
22.50 |
2.0% |
64% |
False |
False |
214,193 |
120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
21.25 |
1.9% |
58% |
False |
False |
178,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.75 |
2.618 |
1,179.75 |
1.618 |
1,162.50 |
1.000 |
1,151.75 |
0.618 |
1,145.25 |
HIGH |
1,134.50 |
0.618 |
1,128.00 |
0.500 |
1,126.00 |
0.382 |
1,123.75 |
LOW |
1,117.25 |
0.618 |
1,106.50 |
1.000 |
1,100.00 |
1.618 |
1,089.25 |
2.618 |
1,072.00 |
4.250 |
1,044.00 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,126.00 |
1,130.50 |
PP |
1,124.00 |
1,127.25 |
S1 |
1,122.25 |
1,124.00 |
|