Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,982.00 |
1,985.50 |
3.50 |
0.2% |
1,895.75 |
High |
2,000.25 |
1,994.75 |
-5.50 |
-0.3% |
1,970.00 |
Low |
1,977.00 |
1,970.50 |
-6.50 |
-0.3% |
1,895.25 |
Close |
1,985.50 |
1,979.50 |
-6.00 |
-0.3% |
1,952.75 |
Range |
23.25 |
24.25 |
1.00 |
4.3% |
74.75 |
ATR |
31.64 |
31.11 |
-0.53 |
-1.7% |
0.00 |
Volume |
319,921 |
336,151 |
16,230 |
5.1% |
1,651,693 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.25 |
2,041.25 |
1,992.75 |
|
R3 |
2,030.00 |
2,017.00 |
1,986.25 |
|
R2 |
2,005.75 |
2,005.75 |
1,984.00 |
|
R1 |
1,992.75 |
1,992.75 |
1,981.75 |
1,987.00 |
PP |
1,981.50 |
1,981.50 |
1,981.50 |
1,978.75 |
S1 |
1,968.50 |
1,968.50 |
1,977.25 |
1,963.00 |
S2 |
1,957.25 |
1,957.25 |
1,975.00 |
|
S3 |
1,933.00 |
1,944.25 |
1,972.75 |
|
S4 |
1,908.75 |
1,920.00 |
1,966.25 |
|
|
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 |
2,000.25 |
1,929.50 |
70.75 |
3.6% |
28.50 |
1.4% |
71% |
False |
False |
314,800 |
10 |
2,000.25 |
1,872.75 |
127.50 |
6.4% |
26.25 |
1.3% |
84% |
False |
False |
302,557 |
20 |
2,000.25 |
1,741.00 |
259.25 |
13.1% |
31.25 |
1.6% |
92% |
False |
False |
152,944 |
40 |
2,000.25 |
1,741.00 |
259.25 |
13.1% |
32.00 |
1.6% |
92% |
False |
False |
76,571 |
60 |
2,000.25 |
1,696.25 |
304.00 |
15.4% |
35.00 |
1.8% |
93% |
False |
False |
51,085 |
80 |
2,000.25 |
1,696.25 |
304.00 |
15.4% |
34.50 |
1.7% |
93% |
False |
False |
38,322 |
100 |
2,030.00 |
1,696.25 |
333.75 |
16.9% |
35.75 |
1.8% |
85% |
False |
False |
30,659 |
120 |
2,045.50 |
1,696.25 |
349.25 |
17.6% |
30.50 |
1.5% |
81% |
False |
False |
25,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,097.75 |
2.618 |
2,058.25 |
1.618 |
2,034.00 |
1.000 |
2,019.00 |
0.618 |
2,009.75 |
HIGH |
1,994.75 |
0.618 |
1,985.50 |
0.500 |
1,982.50 |
0.382 |
1,979.75 |
LOW |
1,970.50 |
0.618 |
1,955.50 |
1.000 |
1,946.25 |
1.618 |
1,931.25 |
2.618 |
1,907.00 |
4.250 |
1,867.50 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,982.50 |
1,977.50 |
PP |
1,981.50 |
1,975.75 |
S1 |
1,980.50 |
1,973.75 |
|