Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,137.75 |
1,141.75 |
4.00 |
0.4% |
1,118.50 |
High |
1,146.00 |
1,146.75 |
0.75 |
0.1% |
1,144.50 |
Low |
1,127.25 |
1,135.50 |
8.25 |
0.7% |
1,117.00 |
Close |
1,141.75 |
1,141.00 |
-0.75 |
-0.1% |
1,143.25 |
Range |
18.75 |
11.25 |
-7.50 |
-40.0% |
27.50 |
ATR |
17.43 |
16.99 |
-0.44 |
-2.5% |
0.00 |
Volume |
2,302,685 |
1,854,883 |
-447,802 |
-19.4% |
9,843,633 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.75 |
1,169.25 |
1,147.25 |
|
R3 |
1,163.50 |
1,158.00 |
1,144.00 |
|
R2 |
1,152.25 |
1,152.25 |
1,143.00 |
|
R1 |
1,146.75 |
1,146.75 |
1,142.00 |
1,144.00 |
PP |
1,141.00 |
1,141.00 |
1,141.00 |
1,139.75 |
S1 |
1,135.50 |
1,135.50 |
1,140.00 |
1,132.50 |
S2 |
1,129.75 |
1,129.75 |
1,139.00 |
|
S3 |
1,118.50 |
1,124.25 |
1,138.00 |
|
S4 |
1,107.25 |
1,113.00 |
1,134.75 |
|
|
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 |
2.8% |
17.25 |
1.5% |
73% |
False |
False |
1,905,001 |
10 |
1,149.75 |
1,112.75 |
37.00 |
3.2% |
16.50 |
1.4% |
76% |
False |
False |
1,913,939 |
20 |
1,149.75 |
1,045.75 |
104.00 |
9.1% |
16.00 |
1.4% |
92% |
False |
False |
1,428,273 |
40 |
1,149.75 |
1,032.50 |
117.25 |
10.3% |
17.50 |
1.5% |
93% |
False |
False |
716,996 |
60 |
1,149.75 |
1,011.75 |
138.00 |
12.1% |
18.50 |
1.6% |
94% |
False |
False |
478,967 |
80 |
1,149.75 |
998.75 |
151.00 |
13.2% |
19.50 |
1.7% |
94% |
False |
False |
359,480 |
100 |
1,164.75 |
998.75 |
166.00 |
14.5% |
21.50 |
1.9% |
86% |
False |
False |
287,606 |
120 |
1,208.00 |
998.75 |
209.25 |
18.3% |
21.50 |
1.9% |
68% |
False |
False |
239,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,194.50 |
2.618 |
1,176.25 |
1.618 |
1,165.00 |
1.000 |
1,158.00 |
0.618 |
1,153.75 |
HIGH |
1,146.75 |
0.618 |
1,142.50 |
0.500 |
1,141.00 |
0.382 |
1,139.75 |
LOW |
1,135.50 |
0.618 |
1,128.50 |
1.000 |
1,124.25 |
1.618 |
1,117.25 |
2.618 |
1,106.00 |
4.250 |
1,087.75 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,141.00 |
1,140.25 |
PP |
1,141.00 |
1,139.25 |
S1 |
1,141.00 |
1,138.50 |
|