Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,915.75 |
1,923.75 |
8.00 |
0.4% |
1,864.75 |
High |
1,936.00 |
1,940.25 |
4.25 |
0.2% |
1,895.50 |
Low |
1,909.75 |
1,914.25 |
4.50 |
0.2% |
1,851.25 |
Close |
1,922.50 |
1,939.50 |
17.00 |
0.9% |
1,889.75 |
Range |
26.25 |
26.00 |
-0.25 |
-1.0% |
44.25 |
ATR |
32.82 |
32.34 |
-0.49 |
-1.5% |
0.00 |
Volume |
372,238 |
325,442 |
-46,796 |
-12.6% |
456,938 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.25 |
2,000.50 |
1,953.75 |
|
R3 |
1,983.25 |
1,974.50 |
1,946.75 |
|
R2 |
1,957.25 |
1,957.25 |
1,944.25 |
|
R1 |
1,948.50 |
1,948.50 |
1,942.00 |
1,953.00 |
PP |
1,931.25 |
1,931.25 |
1,931.25 |
1,933.50 |
S1 |
1,922.50 |
1,922.50 |
1,937.00 |
1,927.00 |
S2 |
1,905.25 |
1,905.25 |
1,934.75 |
|
S3 |
1,879.25 |
1,896.50 |
1,932.25 |
|
S4 |
1,853.25 |
1,870.50 |
1,925.25 |
|
|
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 |
1,940.25 |
1,872.75 |
67.50 |
3.5% |
23.75 |
1.2% |
99% |
True |
False |
290,315 |
10 |
1,940.25 |
1,769.75 |
170.50 |
8.8% |
29.25 |
1.5% |
100% |
True |
False |
147,799 |
20 |
1,940.25 |
1,741.00 |
199.25 |
10.3% |
32.75 |
1.7% |
100% |
True |
False |
74,324 |
40 |
1,940.25 |
1,741.00 |
199.25 |
10.3% |
33.00 |
1.7% |
100% |
True |
False |
37,230 |
60 |
1,940.25 |
1,696.25 |
244.00 |
12.6% |
35.50 |
1.8% |
100% |
True |
False |
24,861 |
80 |
1,940.25 |
1,696.25 |
244.00 |
12.6% |
34.75 |
1.8% |
100% |
True |
False |
18,648 |
100 |
2,045.50 |
1,696.25 |
349.25 |
18.0% |
34.75 |
1.8% |
70% |
False |
False |
14,920 |
120 |
2,045.50 |
1,696.25 |
349.25 |
18.0% |
29.25 |
1.5% |
70% |
False |
False |
12,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,050.75 |
2.618 |
2,008.25 |
1.618 |
1,982.25 |
1.000 |
1,966.25 |
0.618 |
1,956.25 |
HIGH |
1,940.25 |
0.618 |
1,930.25 |
0.500 |
1,927.25 |
0.382 |
1,924.25 |
LOW |
1,914.25 |
0.618 |
1,898.25 |
1.000 |
1,888.25 |
1.618 |
1,872.25 |
2.618 |
1,846.25 |
4.250 |
1,803.75 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,935.50 |
1,932.25 |
PP |
1,931.25 |
1,925.00 |
S1 |
1,927.25 |
1,917.75 |
|