Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,985.50 |
1,979.50 |
-6.00 |
-0.3% |
1,895.75 |
High |
1,994.75 |
2,000.25 |
5.50 |
0.3% |
1,970.00 |
Low |
1,970.50 |
1,962.50 |
-8.00 |
-0.4% |
1,895.25 |
Close |
1,979.50 |
1,981.50 |
2.00 |
0.1% |
1,952.75 |
Range |
24.25 |
37.75 |
13.50 |
55.7% |
74.75 |
ATR |
31.11 |
31.58 |
0.47 |
1.5% |
0.00 |
Volume |
336,151 |
378,087 |
41,936 |
12.5% |
1,651,693 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.75 |
2,075.75 |
2,002.25 |
|
R3 |
2,057.00 |
2,038.00 |
1,992.00 |
|
R2 |
2,019.25 |
2,019.25 |
1,988.50 |
|
R1 |
2,000.25 |
2,000.25 |
1,985.00 |
2,009.75 |
PP |
1,981.50 |
1,981.50 |
1,981.50 |
1,986.00 |
S1 |
1,962.50 |
1,962.50 |
1,978.00 |
1,972.00 |
S2 |
1,943.75 |
1,943.75 |
1,974.50 |
|
S3 |
1,906.00 |
1,924.75 |
1,971.00 |
|
S4 |
1,868.25 |
1,887.00 |
1,960.75 |
|
|
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 |
1,942.50 |
57.75 |
2.9% |
31.25 |
1.6% |
68% |
True |
False |
324,653 |
10 |
2,000.25 |
1,877.50 |
122.75 |
6.2% |
27.75 |
1.4% |
85% |
True |
False |
323,954 |
20 |
2,000.25 |
1,741.00 |
259.25 |
13.1% |
31.25 |
1.6% |
93% |
True |
False |
171,801 |
40 |
2,000.25 |
1,741.00 |
259.25 |
13.1% |
32.25 |
1.6% |
93% |
True |
False |
86,022 |
60 |
2,000.25 |
1,696.25 |
304.00 |
15.3% |
34.25 |
1.7% |
94% |
True |
False |
57,385 |
80 |
2,000.25 |
1,696.25 |
304.00 |
15.3% |
34.50 |
1.7% |
94% |
True |
False |
43,048 |
100 |
2,000.25 |
1,696.25 |
304.00 |
15.3% |
36.00 |
1.8% |
94% |
True |
False |
34,440 |
120 |
2,045.50 |
1,696.25 |
349.25 |
17.6% |
30.75 |
1.6% |
82% |
False |
False |
28,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,160.75 |
2.618 |
2,099.00 |
1.618 |
2,061.25 |
1.000 |
2,038.00 |
0.618 |
2,023.50 |
HIGH |
2,000.25 |
0.618 |
1,985.75 |
0.500 |
1,981.50 |
0.382 |
1,977.00 |
LOW |
1,962.50 |
0.618 |
1,939.25 |
1.000 |
1,924.75 |
1.618 |
1,901.50 |
2.618 |
1,863.75 |
4.250 |
1,802.00 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,981.50 |
1,981.50 |
PP |
1,981.50 |
1,981.50 |
S1 |
1,981.50 |
1,981.50 |
|