Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,144.00 |
1,137.75 |
-6.25 |
-0.5% |
1,118.50 |
High |
1,149.75 |
1,146.00 |
-3.75 |
-0.3% |
1,144.50 |
Low |
1,137.00 |
1,127.25 |
-9.75 |
-0.9% |
1,117.00 |
Close |
1,137.75 |
1,141.75 |
4.00 |
0.4% |
1,143.25 |
Range |
12.75 |
18.75 |
6.00 |
47.1% |
27.50 |
ATR |
17.33 |
17.43 |
0.10 |
0.6% |
0.00 |
Volume |
1,342,389 |
2,302,685 |
960,296 |
71.5% |
9,843,633 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.50 |
1,187.00 |
1,152.00 |
|
R3 |
1,175.75 |
1,168.25 |
1,147.00 |
|
R2 |
1,157.00 |
1,157.00 |
1,145.25 |
|
R1 |
1,149.50 |
1,149.50 |
1,143.50 |
1,153.25 |
PP |
1,138.25 |
1,138.25 |
1,138.25 |
1,140.25 |
S1 |
1,130.75 |
1,130.75 |
1,140.00 |
1,134.50 |
S2 |
1,119.50 |
1,119.50 |
1,138.25 |
|
S3 |
1,100.75 |
1,112.00 |
1,136.50 |
|
S4 |
1,082.00 |
1,093.25 |
1,131.50 |
|
|
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 |
2.8% |
17.75 |
1.6% |
75% |
False |
False |
1,924,453 |
10 |
1,149.75 |
1,109.00 |
40.75 |
3.6% |
16.50 |
1.4% |
80% |
False |
False |
1,936,757 |
20 |
1,149.75 |
1,032.75 |
117.00 |
10.2% |
16.25 |
1.4% |
93% |
False |
False |
1,336,111 |
40 |
1,149.75 |
1,032.50 |
117.25 |
10.3% |
17.50 |
1.5% |
93% |
False |
False |
670,705 |
60 |
1,149.75 |
998.75 |
151.00 |
13.2% |
19.00 |
1.7% |
95% |
False |
False |
448,072 |
80 |
1,149.75 |
998.75 |
151.00 |
13.2% |
19.50 |
1.7% |
95% |
False |
False |
336,294 |
100 |
1,164.75 |
998.75 |
166.00 |
14.5% |
21.75 |
1.9% |
86% |
False |
False |
269,058 |
120 |
1,208.00 |
998.75 |
209.25 |
18.3% |
21.50 |
1.9% |
68% |
False |
False |
224,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.75 |
2.618 |
1,195.00 |
1.618 |
1,176.25 |
1.000 |
1,164.75 |
0.618 |
1,157.50 |
HIGH |
1,146.00 |
0.618 |
1,138.75 |
0.500 |
1,136.50 |
0.382 |
1,134.50 |
LOW |
1,127.25 |
0.618 |
1,115.75 |
1.000 |
1,108.50 |
1.618 |
1,097.00 |
2.618 |
1,078.25 |
4.250 |
1,047.50 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,140.00 |
1,139.25 |
PP |
1,138.25 |
1,136.75 |
S1 |
1,136.50 |
1,134.00 |
|