Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,939.50 |
1,952.00 |
12.50 |
0.6% |
1,895.75 |
High |
1,953.25 |
1,970.00 |
16.75 |
0.9% |
1,970.00 |
Low |
1,929.50 |
1,942.50 |
13.00 |
0.7% |
1,895.25 |
Close |
1,949.75 |
1,952.75 |
3.00 |
0.2% |
1,952.75 |
Range |
23.75 |
27.50 |
3.75 |
15.8% |
74.75 |
ATR |
31.72 |
31.42 |
-0.30 |
-1.0% |
0.00 |
Volume |
328,822 |
305,013 |
-23,809 |
-7.2% |
1,651,693 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.50 |
2,022.75 |
1,968.00 |
|
R3 |
2,010.00 |
1,995.25 |
1,960.25 |
|
R2 |
1,982.50 |
1,982.50 |
1,957.75 |
|
R1 |
1,967.75 |
1,967.75 |
1,955.25 |
1,975.00 |
PP |
1,955.00 |
1,955.00 |
1,955.00 |
1,958.75 |
S1 |
1,940.25 |
1,940.25 |
1,950.25 |
1,947.50 |
S2 |
1,927.50 |
1,927.50 |
1,947.75 |
|
S3 |
1,900.00 |
1,912.75 |
1,945.25 |
|
S4 |
1,872.50 |
1,885.25 |
1,937.50 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,163.50 |
2,133.00 |
1,993.75 |
|
R3 |
2,088.75 |
2,058.25 |
1,973.25 |
|
R2 |
2,014.00 |
2,014.00 |
1,966.50 |
|
R1 |
1,983.50 |
1,983.50 |
1,959.50 |
1,998.75 |
PP |
1,939.25 |
1,939.25 |
1,939.25 |
1,947.00 |
S1 |
1,908.75 |
1,908.75 |
1,946.00 |
1,924.00 |
S2 |
1,864.50 |
1,864.50 |
1,939.00 |
|
S3 |
1,789.75 |
1,834.00 |
1,932.25 |
|
S4 |
1,715.00 |
1,759.25 |
1,911.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.00 |
1,895.25 |
74.75 |
3.8% |
26.25 |
1.3% |
77% |
True |
False |
330,338 |
10 |
1,970.00 |
1,832.50 |
137.50 |
7.0% |
26.50 |
1.4% |
87% |
True |
False |
210,952 |
20 |
1,970.00 |
1,741.00 |
229.00 |
11.7% |
31.75 |
1.6% |
92% |
True |
False |
106,000 |
40 |
1,970.00 |
1,741.00 |
229.00 |
11.7% |
31.75 |
1.6% |
92% |
True |
False |
53,073 |
60 |
1,970.00 |
1,696.25 |
273.75 |
14.0% |
35.00 |
1.8% |
94% |
True |
False |
35,421 |
80 |
1,970.00 |
1,696.25 |
273.75 |
14.0% |
34.50 |
1.8% |
94% |
True |
False |
26,571 |
100 |
2,045.50 |
1,696.25 |
349.25 |
17.9% |
35.00 |
1.8% |
73% |
False |
False |
21,258 |
120 |
2,045.50 |
1,696.25 |
349.25 |
17.9% |
29.75 |
1.5% |
73% |
False |
False |
17,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,087.00 |
2.618 |
2,042.00 |
1.618 |
2,014.50 |
1.000 |
1,997.50 |
0.618 |
1,987.00 |
HIGH |
1,970.00 |
0.618 |
1,959.50 |
0.500 |
1,956.25 |
0.382 |
1,953.00 |
LOW |
1,942.50 |
0.618 |
1,925.50 |
1.000 |
1,915.00 |
1.618 |
1,898.00 |
2.618 |
1,870.50 |
4.250 |
1,825.50 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,956.25 |
1,949.25 |
PP |
1,955.00 |
1,945.75 |
S1 |
1,954.00 |
1,942.00 |
|