Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,141.75 |
1,141.00 |
-0.75 |
-0.1% |
1,118.50 |
High |
1,146.75 |
1,153.50 |
6.75 |
0.6% |
1,144.50 |
Low |
1,135.50 |
1,131.25 |
-4.25 |
-0.4% |
1,117.00 |
Close |
1,141.00 |
1,136.75 |
-4.25 |
-0.4% |
1,143.25 |
Range |
11.25 |
22.25 |
11.00 |
97.8% |
27.50 |
ATR |
16.99 |
17.36 |
0.38 |
2.2% |
0.00 |
Volume |
1,854,883 |
2,822,726 |
967,843 |
52.2% |
9,843,633 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.25 |
1,194.25 |
1,149.00 |
|
R3 |
1,185.00 |
1,172.00 |
1,142.75 |
|
R2 |
1,162.75 |
1,162.75 |
1,140.75 |
|
R1 |
1,149.75 |
1,149.75 |
1,138.75 |
1,145.00 |
PP |
1,140.50 |
1,140.50 |
1,140.50 |
1,138.25 |
S1 |
1,127.50 |
1,127.50 |
1,134.75 |
1,123.00 |
S2 |
1,118.25 |
1,118.25 |
1,132.75 |
|
S3 |
1,096.00 |
1,105.25 |
1,130.75 |
|
S4 |
1,073.75 |
1,083.00 |
1,124.50 |
|
|
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 |
1,153.50 |
1,118.50 |
35.00 |
3.1% |
18.25 |
1.6% |
52% |
True |
False |
2,032,891 |
10 |
1,153.50 |
1,117.00 |
36.50 |
3.2% |
17.50 |
1.5% |
54% |
True |
False |
2,009,582 |
20 |
1,153.50 |
1,071.50 |
82.00 |
7.2% |
15.50 |
1.4% |
80% |
True |
False |
1,568,451 |
40 |
1,153.50 |
1,032.50 |
121.00 |
10.6% |
17.75 |
1.6% |
86% |
True |
False |
787,460 |
60 |
1,153.50 |
1,032.50 |
121.00 |
10.6% |
18.25 |
1.6% |
86% |
True |
False |
525,978 |
80 |
1,153.50 |
998.75 |
154.75 |
13.6% |
19.50 |
1.7% |
89% |
True |
False |
394,761 |
100 |
1,164.75 |
998.75 |
166.00 |
14.6% |
21.50 |
1.9% |
83% |
False |
False |
315,828 |
120 |
1,208.00 |
998.75 |
209.25 |
18.4% |
21.50 |
1.9% |
66% |
False |
False |
263,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.00 |
2.618 |
1,211.75 |
1.618 |
1,189.50 |
1.000 |
1,175.75 |
0.618 |
1,167.25 |
HIGH |
1,153.50 |
0.618 |
1,145.00 |
0.500 |
1,142.50 |
0.382 |
1,139.75 |
LOW |
1,131.25 |
0.618 |
1,117.50 |
1.000 |
1,109.00 |
1.618 |
1,095.25 |
2.618 |
1,073.00 |
4.250 |
1,036.75 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,142.50 |
1,140.50 |
PP |
1,140.50 |
1,139.25 |
S1 |
1,138.50 |
1,138.00 |
|