Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,884.00 |
1,895.75 |
11.75 |
0.6% |
1,864.75 |
High |
1,894.25 |
1,922.75 |
28.50 |
1.5% |
1,895.50 |
Low |
1,877.50 |
1,895.25 |
17.75 |
0.9% |
1,851.25 |
Close |
1,889.75 |
1,916.75 |
27.00 |
1.4% |
1,889.75 |
Range |
16.75 |
27.50 |
10.75 |
64.2% |
44.25 |
ATR |
33.35 |
33.33 |
-0.03 |
-0.1% |
0.00 |
Volume |
269,598 |
320,178 |
50,580 |
18.8% |
456,938 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.00 |
1,983.00 |
1,932.00 |
|
R3 |
1,966.50 |
1,955.50 |
1,924.25 |
|
R2 |
1,939.00 |
1,939.00 |
1,921.75 |
|
R1 |
1,928.00 |
1,928.00 |
1,919.25 |
1,933.50 |
PP |
1,911.50 |
1,911.50 |
1,911.50 |
1,914.50 |
S1 |
1,900.50 |
1,900.50 |
1,914.25 |
1,906.00 |
S2 |
1,884.00 |
1,884.00 |
1,911.75 |
|
S3 |
1,856.50 |
1,873.00 |
1,909.25 |
|
S4 |
1,829.00 |
1,845.50 |
1,901.50 |
|
|
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 |
1,922.75 |
1,851.25 |
71.50 |
3.7% |
24.75 |
1.3% |
92% |
True |
False |
155,423 |
10 |
1,922.75 |
1,752.25 |
170.50 |
8.9% |
30.25 |
1.6% |
96% |
True |
False |
78,472 |
20 |
1,922.75 |
1,741.00 |
181.75 |
9.5% |
33.75 |
1.8% |
97% |
True |
False |
39,463 |
40 |
1,922.75 |
1,741.00 |
181.75 |
9.5% |
33.75 |
1.8% |
97% |
True |
False |
19,791 |
60 |
1,938.00 |
1,696.25 |
241.75 |
12.6% |
35.75 |
1.9% |
91% |
False |
False |
13,234 |
80 |
1,938.00 |
1,696.25 |
241.75 |
12.6% |
35.50 |
1.8% |
91% |
False |
False |
9,927 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.2% |
34.75 |
1.8% |
63% |
False |
False |
7,943 |
120 |
2,045.50 |
1,696.25 |
349.25 |
18.2% |
29.00 |
1.5% |
63% |
False |
False |
6,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.50 |
2.618 |
1,994.75 |
1.618 |
1,967.25 |
1.000 |
1,950.25 |
0.618 |
1,939.75 |
HIGH |
1,922.75 |
0.618 |
1,912.25 |
0.500 |
1,909.00 |
0.382 |
1,905.75 |
LOW |
1,895.25 |
0.618 |
1,878.25 |
1.000 |
1,867.75 |
1.618 |
1,850.75 |
2.618 |
1,823.25 |
4.250 |
1,778.50 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,914.25 |
1,910.50 |
PP |
1,911.50 |
1,904.00 |
S1 |
1,909.00 |
1,897.75 |
|