Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,130.00 |
1,120.50 |
-9.50 |
-0.8% |
1,118.50 |
High |
1,134.50 |
1,144.50 |
10.00 |
0.9% |
1,144.50 |
Low |
1,117.25 |
1,118.50 |
1.25 |
0.1% |
1,117.00 |
Close |
1,120.50 |
1,143.25 |
22.75 |
2.0% |
1,143.25 |
Range |
17.25 |
26.00 |
8.75 |
50.7% |
27.50 |
ATR |
17.04 |
17.68 |
0.64 |
3.8% |
0.00 |
Volume |
2,183,277 |
1,841,773 |
-341,504 |
-15.6% |
9,843,633 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,213.50 |
1,204.25 |
1,157.50 |
|
R3 |
1,187.50 |
1,178.25 |
1,150.50 |
|
R2 |
1,161.50 |
1,161.50 |
1,148.00 |
|
R1 |
1,152.25 |
1,152.25 |
1,145.75 |
1,157.00 |
PP |
1,135.50 |
1,135.50 |
1,135.50 |
1,137.75 |
S1 |
1,126.25 |
1,126.25 |
1,140.75 |
1,131.00 |
S2 |
1,109.50 |
1,109.50 |
1,138.50 |
|
S3 |
1,083.50 |
1,100.25 |
1,136.00 |
|
S4 |
1,057.50 |
1,074.25 |
1,129.00 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.50 |
1,207.75 |
1,158.50 |
|
R3 |
1,190.00 |
1,180.25 |
1,150.75 |
|
R2 |
1,162.50 |
1,162.50 |
1,148.25 |
|
R1 |
1,152.75 |
1,152.75 |
1,145.75 |
1,157.50 |
PP |
1,135.00 |
1,135.00 |
1,135.00 |
1,137.25 |
S1 |
1,125.25 |
1,125.25 |
1,140.75 |
1,130.00 |
S2 |
1,107.50 |
1,107.50 |
1,138.25 |
|
S3 |
1,080.00 |
1,097.75 |
1,135.75 |
|
S4 |
1,052.50 |
1,070.25 |
1,128.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,144.50 |
1,117.00 |
27.50 |
2.4% |
18.75 |
1.6% |
95% |
True |
False |
1,968,726 |
10 |
1,144.50 |
1,108.00 |
36.50 |
3.2% |
15.75 |
1.4% |
97% |
True |
False |
1,999,289 |
20 |
1,144.50 |
1,032.50 |
112.00 |
9.8% |
17.50 |
1.5% |
99% |
True |
False |
1,154,851 |
40 |
1,144.50 |
1,032.50 |
112.00 |
9.8% |
17.75 |
1.5% |
99% |
True |
False |
579,738 |
60 |
1,144.50 |
998.75 |
145.75 |
12.7% |
19.25 |
1.7% |
99% |
True |
False |
387,390 |
80 |
1,144.50 |
998.75 |
145.75 |
12.7% |
20.00 |
1.7% |
99% |
True |
False |
290,732 |
100 |
1,165.50 |
998.75 |
166.75 |
14.6% |
22.50 |
2.0% |
87% |
False |
False |
232,611 |
120 |
1,208.00 |
998.75 |
209.25 |
18.3% |
21.25 |
1.9% |
69% |
False |
False |
193,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.00 |
2.618 |
1,212.50 |
1.618 |
1,186.50 |
1.000 |
1,170.50 |
0.618 |
1,160.50 |
HIGH |
1,144.50 |
0.618 |
1,134.50 |
0.500 |
1,131.50 |
0.382 |
1,128.50 |
LOW |
1,118.50 |
0.618 |
1,102.50 |
1.000 |
1,092.50 |
1.618 |
1,076.50 |
2.618 |
1,050.50 |
4.250 |
1,008.00 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,139.25 |
1,139.00 |
PP |
1,135.50 |
1,135.00 |
S1 |
1,131.50 |
1,131.00 |
|