Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,120.50 |
1,144.00 |
23.50 |
2.1% |
1,118.50 |
High |
1,144.50 |
1,149.75 |
5.25 |
0.5% |
1,144.50 |
Low |
1,118.50 |
1,137.00 |
18.50 |
1.7% |
1,117.00 |
Close |
1,143.25 |
1,137.75 |
-5.50 |
-0.5% |
1,143.25 |
Range |
26.00 |
12.75 |
-13.25 |
-51.0% |
27.50 |
ATR |
17.68 |
17.33 |
-0.35 |
-2.0% |
0.00 |
Volume |
1,841,773 |
1,342,389 |
-499,384 |
-27.1% |
9,843,633 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.75 |
1,171.50 |
1,144.75 |
|
R3 |
1,167.00 |
1,158.75 |
1,141.25 |
|
R2 |
1,154.25 |
1,154.25 |
1,140.00 |
|
R1 |
1,146.00 |
1,146.00 |
1,139.00 |
1,143.75 |
PP |
1,141.50 |
1,141.50 |
1,141.50 |
1,140.50 |
S1 |
1,133.25 |
1,133.25 |
1,136.50 |
1,131.00 |
S2 |
1,128.75 |
1,128.75 |
1,135.50 |
|
S3 |
1,116.00 |
1,120.50 |
1,134.25 |
|
S4 |
1,103.25 |
1,107.75 |
1,130.75 |
|
|
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 |
1,149.75 |
1,117.25 |
32.50 |
2.9% |
16.75 |
1.5% |
63% |
True |
False |
1,879,744 |
10 |
1,149.75 |
1,109.00 |
40.75 |
3.6% |
15.75 |
1.4% |
71% |
True |
False |
1,935,334 |
20 |
1,149.75 |
1,032.75 |
117.00 |
10.3% |
16.75 |
1.5% |
90% |
True |
False |
1,221,684 |
40 |
1,149.75 |
1,032.50 |
117.25 |
10.3% |
17.50 |
1.5% |
90% |
True |
False |
613,260 |
60 |
1,149.75 |
998.75 |
151.00 |
13.3% |
19.00 |
1.7% |
92% |
True |
False |
409,727 |
80 |
1,149.75 |
998.75 |
151.00 |
13.3% |
20.00 |
1.8% |
92% |
True |
False |
307,511 |
100 |
1,164.75 |
998.75 |
166.00 |
14.6% |
22.25 |
2.0% |
84% |
False |
False |
246,032 |
120 |
1,208.00 |
998.75 |
209.25 |
18.4% |
21.25 |
1.9% |
66% |
False |
False |
205,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.00 |
2.618 |
1,183.25 |
1.618 |
1,170.50 |
1.000 |
1,162.50 |
0.618 |
1,157.75 |
HIGH |
1,149.75 |
0.618 |
1,145.00 |
0.500 |
1,143.50 |
0.382 |
1,141.75 |
LOW |
1,137.00 |
0.618 |
1,129.00 |
1.000 |
1,124.25 |
1.618 |
1,116.25 |
2.618 |
1,103.50 |
4.250 |
1,082.75 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,143.50 |
1,136.25 |
PP |
1,141.50 |
1,135.00 |
S1 |
1,139.50 |
1,133.50 |
|