Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,875.50 |
1,884.00 |
8.50 |
0.5% |
1,864.75 |
High |
1,895.50 |
1,894.25 |
-1.25 |
-0.1% |
1,895.50 |
Low |
1,872.75 |
1,877.50 |
4.75 |
0.3% |
1,851.25 |
Close |
1,883.25 |
1,889.75 |
6.50 |
0.3% |
1,889.75 |
Range |
22.75 |
16.75 |
-6.00 |
-26.4% |
44.25 |
ATR |
34.63 |
33.35 |
-1.28 |
-3.7% |
0.00 |
Volume |
164,119 |
269,598 |
105,479 |
64.3% |
456,938 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.50 |
1,930.25 |
1,899.00 |
|
R3 |
1,920.75 |
1,913.50 |
1,894.25 |
|
R2 |
1,904.00 |
1,904.00 |
1,892.75 |
|
R1 |
1,896.75 |
1,896.75 |
1,891.25 |
1,900.50 |
PP |
1,887.25 |
1,887.25 |
1,887.25 |
1,889.00 |
S1 |
1,880.00 |
1,880.00 |
1,888.25 |
1,883.50 |
S2 |
1,870.50 |
1,870.50 |
1,886.75 |
|
S3 |
1,853.75 |
1,863.25 |
1,885.25 |
|
S4 |
1,837.00 |
1,846.50 |
1,880.50 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.50 |
1,995.00 |
1,914.00 |
|
R3 |
1,967.25 |
1,950.75 |
1,902.00 |
|
R2 |
1,923.00 |
1,923.00 |
1,897.75 |
|
R1 |
1,906.50 |
1,906.50 |
1,893.75 |
1,914.75 |
PP |
1,878.75 |
1,878.75 |
1,878.75 |
1,883.00 |
S1 |
1,862.25 |
1,862.25 |
1,885.75 |
1,870.50 |
S2 |
1,834.50 |
1,834.50 |
1,881.75 |
|
S3 |
1,790.25 |
1,818.00 |
1,877.50 |
|
S4 |
1,746.00 |
1,773.75 |
1,865.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,895.50 |
1,832.50 |
63.00 |
3.3% |
26.75 |
1.4% |
91% |
False |
False |
91,565 |
10 |
1,895.50 |
1,741.00 |
154.50 |
8.2% |
32.50 |
1.7% |
96% |
False |
False |
46,554 |
20 |
1,895.50 |
1,741.00 |
154.50 |
8.2% |
33.75 |
1.8% |
96% |
False |
False |
23,470 |
40 |
1,915.25 |
1,741.00 |
174.25 |
9.2% |
34.50 |
1.8% |
85% |
False |
False |
11,789 |
60 |
1,938.00 |
1,696.25 |
241.75 |
12.8% |
35.50 |
1.9% |
80% |
False |
False |
7,898 |
80 |
1,938.00 |
1,696.25 |
241.75 |
12.8% |
35.25 |
1.9% |
80% |
False |
False |
5,925 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.5% |
34.50 |
1.8% |
55% |
False |
False |
4,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.50 |
2.618 |
1,938.00 |
1.618 |
1,921.25 |
1.000 |
1,911.00 |
0.618 |
1,904.50 |
HIGH |
1,894.25 |
0.618 |
1,887.75 |
0.500 |
1,886.00 |
0.382 |
1,884.00 |
LOW |
1,877.50 |
0.618 |
1,867.25 |
1.000 |
1,860.75 |
1.618 |
1,850.50 |
2.618 |
1,833.75 |
4.250 |
1,806.25 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,888.50 |
1,884.25 |
PP |
1,887.25 |
1,878.75 |
S1 |
1,886.00 |
1,873.50 |
|