Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,895.75 |
1,915.75 |
20.00 |
1.1% |
1,864.75 |
High |
1,922.75 |
1,936.00 |
13.25 |
0.7% |
1,895.50 |
Low |
1,895.25 |
1,909.75 |
14.50 |
0.8% |
1,851.25 |
Close |
1,916.75 |
1,922.50 |
5.75 |
0.3% |
1,889.75 |
Range |
27.50 |
26.25 |
-1.25 |
-4.5% |
44.25 |
ATR |
33.33 |
32.82 |
-0.51 |
-1.5% |
0.00 |
Volume |
320,178 |
372,238 |
52,060 |
16.3% |
456,938 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,001.50 |
1,988.25 |
1,937.00 |
|
R3 |
1,975.25 |
1,962.00 |
1,929.75 |
|
R2 |
1,949.00 |
1,949.00 |
1,927.25 |
|
R1 |
1,935.75 |
1,935.75 |
1,925.00 |
1,942.50 |
PP |
1,922.75 |
1,922.75 |
1,922.75 |
1,926.00 |
S1 |
1,909.50 |
1,909.50 |
1,920.00 |
1,916.00 |
S2 |
1,896.50 |
1,896.50 |
1,917.75 |
|
S3 |
1,870.25 |
1,883.25 |
1,915.25 |
|
S4 |
1,844.00 |
1,857.00 |
1,908.00 |
|
|
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 |
1,936.00 |
1,851.25 |
84.75 |
4.4% |
25.50 |
1.3% |
84% |
True |
False |
229,012 |
10 |
1,936.00 |
1,752.25 |
183.75 |
9.6% |
29.25 |
1.5% |
93% |
True |
False |
115,430 |
20 |
1,936.00 |
1,741.00 |
195.00 |
10.1% |
33.50 |
1.7% |
93% |
True |
False |
58,061 |
40 |
1,936.00 |
1,741.00 |
195.00 |
10.1% |
33.75 |
1.8% |
93% |
True |
False |
29,095 |
60 |
1,938.00 |
1,696.25 |
241.75 |
12.6% |
36.00 |
1.9% |
94% |
False |
False |
19,438 |
80 |
1,938.00 |
1,696.25 |
241.75 |
12.6% |
35.25 |
1.8% |
94% |
False |
False |
14,580 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.2% |
34.75 |
1.8% |
65% |
False |
False |
11,665 |
120 |
2,045.50 |
1,696.25 |
349.25 |
18.2% |
29.25 |
1.5% |
65% |
False |
False |
9,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,047.50 |
2.618 |
2,004.75 |
1.618 |
1,978.50 |
1.000 |
1,962.25 |
0.618 |
1,952.25 |
HIGH |
1,936.00 |
0.618 |
1,926.00 |
0.500 |
1,923.00 |
0.382 |
1,919.75 |
LOW |
1,909.75 |
0.618 |
1,893.50 |
1.000 |
1,883.50 |
1.618 |
1,867.25 |
2.618 |
1,841.00 |
4.250 |
1,798.25 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,923.00 |
1,917.25 |
PP |
1,922.75 |
1,912.00 |
S1 |
1,922.50 |
1,906.75 |
|