Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,923.75 |
1,939.50 |
15.75 |
0.8% |
1,864.75 |
High |
1,940.25 |
1,953.25 |
13.00 |
0.7% |
1,895.50 |
Low |
1,914.25 |
1,929.50 |
15.25 |
0.8% |
1,851.25 |
Close |
1,939.50 |
1,949.75 |
10.25 |
0.5% |
1,889.75 |
Range |
26.00 |
23.75 |
-2.25 |
-8.7% |
44.25 |
ATR |
32.34 |
31.72 |
-0.61 |
-1.9% |
0.00 |
Volume |
325,442 |
328,822 |
3,380 |
1.0% |
456,938 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.50 |
2,006.25 |
1,962.75 |
|
R3 |
1,991.75 |
1,982.50 |
1,956.25 |
|
R2 |
1,968.00 |
1,968.00 |
1,954.00 |
|
R1 |
1,958.75 |
1,958.75 |
1,952.00 |
1,963.50 |
PP |
1,944.25 |
1,944.25 |
1,944.25 |
1,946.50 |
S1 |
1,935.00 |
1,935.00 |
1,947.50 |
1,939.50 |
S2 |
1,920.50 |
1,920.50 |
1,945.50 |
|
S3 |
1,896.75 |
1,911.25 |
1,943.25 |
|
S4 |
1,873.00 |
1,887.50 |
1,936.75 |
|
|
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 |
1,953.25 |
1,877.50 |
75.75 |
3.9% |
24.00 |
1.2% |
95% |
True |
False |
323,255 |
10 |
1,953.25 |
1,811.00 |
142.25 |
7.3% |
26.50 |
1.4% |
98% |
True |
False |
180,588 |
20 |
1,953.25 |
1,741.00 |
212.25 |
10.9% |
32.25 |
1.7% |
98% |
True |
False |
90,754 |
40 |
1,953.25 |
1,741.00 |
212.25 |
10.9% |
32.25 |
1.7% |
98% |
True |
False |
45,449 |
60 |
1,953.25 |
1,696.25 |
257.00 |
13.2% |
35.25 |
1.8% |
99% |
True |
False |
30,339 |
80 |
1,953.25 |
1,696.25 |
257.00 |
13.2% |
34.75 |
1.8% |
99% |
True |
False |
22,758 |
100 |
2,045.50 |
1,696.25 |
349.25 |
17.9% |
35.00 |
1.8% |
73% |
False |
False |
18,208 |
120 |
2,045.50 |
1,696.25 |
349.25 |
17.9% |
29.50 |
1.5% |
73% |
False |
False |
15,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.25 |
2.618 |
2,015.50 |
1.618 |
1,991.75 |
1.000 |
1,977.00 |
0.618 |
1,968.00 |
HIGH |
1,953.25 |
0.618 |
1,944.25 |
0.500 |
1,941.50 |
0.382 |
1,938.50 |
LOW |
1,929.50 |
0.618 |
1,914.75 |
1.000 |
1,905.75 |
1.618 |
1,891.00 |
2.618 |
1,867.25 |
4.250 |
1,828.50 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,947.00 |
1,943.75 |
PP |
1,944.25 |
1,937.50 |
S1 |
1,941.50 |
1,931.50 |
|