Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,338 |
10,450 |
112 |
1.1% |
10,370 |
High |
10,398 |
10,502 |
104 |
1.0% |
10,419 |
Low |
10,323 |
10,420 |
97 |
0.9% |
10,233 |
Close |
10,393 |
10,472 |
79 |
0.8% |
10,393 |
Range |
75 |
82 |
7 |
9.3% |
186 |
ATR |
154 |
151 |
-3 |
-2.1% |
0 |
Volume |
78,703 |
125,035 |
46,332 |
58.9% |
127,731 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,711 |
10,673 |
10,517 |
|
R3 |
10,629 |
10,591 |
10,495 |
|
R2 |
10,547 |
10,547 |
10,487 |
|
R1 |
10,509 |
10,509 |
10,480 |
10,528 |
PP |
10,465 |
10,465 |
10,465 |
10,474 |
S1 |
10,427 |
10,427 |
10,465 |
10,446 |
S2 |
10,383 |
10,383 |
10,457 |
|
S3 |
10,301 |
10,345 |
10,450 |
|
S4 |
10,219 |
10,263 |
10,427 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,906 |
10,836 |
10,495 |
|
R3 |
10,720 |
10,650 |
10,444 |
|
R2 |
10,534 |
10,534 |
10,427 |
|
R1 |
10,464 |
10,464 |
10,410 |
10,499 |
PP |
10,348 |
10,348 |
10,348 |
10,366 |
S1 |
10,278 |
10,278 |
10,376 |
10,313 |
S2 |
10,162 |
10,162 |
10,359 |
|
S3 |
9,976 |
10,092 |
10,342 |
|
S4 |
9,790 |
9,906 |
10,291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,502 |
10,233 |
269 |
2.6% |
108 |
1.0% |
89% |
True |
False |
50,553 |
10 |
10,502 |
9,844 |
658 |
6.3% |
143 |
1.4% |
95% |
True |
False |
25,574 |
20 |
10,502 |
9,844 |
658 |
6.3% |
155 |
1.5% |
95% |
True |
False |
12,873 |
40 |
10,617 |
9,844 |
773 |
7.4% |
155 |
1.5% |
81% |
False |
False |
6,479 |
60 |
10,617 |
9,452 |
1,165 |
11.1% |
164 |
1.6% |
88% |
False |
False |
4,344 |
80 |
10,617 |
9,452 |
1,165 |
11.1% |
139 |
1.3% |
88% |
False |
False |
3,259 |
100 |
11,033 |
9,452 |
1,581 |
15.1% |
133 |
1.3% |
65% |
False |
False |
2,608 |
120 |
11,033 |
9,452 |
1,581 |
15.1% |
114 |
1.1% |
65% |
False |
False |
2,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,851 |
2.618 |
10,717 |
1.618 |
10,635 |
1.000 |
10,584 |
0.618 |
10,553 |
HIGH |
10,502 |
0.618 |
10,471 |
0.500 |
10,461 |
0.382 |
10,451 |
LOW |
10,420 |
0.618 |
10,369 |
1.000 |
10,338 |
1.618 |
10,287 |
2.618 |
10,205 |
4.250 |
10,072 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,468 |
10,449 |
PP |
10,465 |
10,426 |
S1 |
10,461 |
10,404 |
|