Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,450 |
10,469 |
19 |
0.2% |
10,370 |
High |
10,502 |
10,523 |
21 |
0.2% |
10,419 |
Low |
10,420 |
10,432 |
12 |
0.1% |
10,233 |
Close |
10,472 |
10,463 |
-9 |
-0.1% |
10,393 |
Range |
82 |
91 |
9 |
11.0% |
186 |
ATR |
151 |
147 |
-4 |
-2.8% |
0 |
Volume |
125,035 |
167,783 |
42,748 |
34.2% |
127,731 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,746 |
10,695 |
10,513 |
|
R3 |
10,655 |
10,604 |
10,488 |
|
R2 |
10,564 |
10,564 |
10,480 |
|
R1 |
10,513 |
10,513 |
10,471 |
10,493 |
PP |
10,473 |
10,473 |
10,473 |
10,463 |
S1 |
10,422 |
10,422 |
10,455 |
10,402 |
S2 |
10,382 |
10,382 |
10,446 |
|
S3 |
10,291 |
10,331 |
10,438 |
|
S4 |
10,200 |
10,240 |
10,413 |
|
|
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 |
10,523 |
10,233 |
290 |
2.8% |
97 |
0.9% |
79% |
True |
False |
83,928 |
10 |
10,523 |
9,844 |
679 |
6.5% |
129 |
1.2% |
91% |
True |
False |
42,295 |
20 |
10,523 |
9,844 |
679 |
6.5% |
153 |
1.5% |
91% |
True |
False |
21,258 |
40 |
10,617 |
9,844 |
773 |
7.4% |
154 |
1.5% |
80% |
False |
False |
10,671 |
60 |
10,617 |
9,452 |
1,165 |
11.1% |
165 |
1.6% |
87% |
False |
False |
7,140 |
80 |
10,617 |
9,452 |
1,165 |
11.1% |
139 |
1.3% |
87% |
False |
False |
5,356 |
100 |
11,033 |
9,452 |
1,581 |
15.1% |
132 |
1.3% |
64% |
False |
False |
4,285 |
120 |
11,033 |
9,452 |
1,581 |
15.1% |
115 |
1.1% |
64% |
False |
False |
3,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,910 |
2.618 |
10,761 |
1.618 |
10,670 |
1.000 |
10,614 |
0.618 |
10,579 |
HIGH |
10,523 |
0.618 |
10,488 |
0.500 |
10,478 |
0.382 |
10,467 |
LOW |
10,432 |
0.618 |
10,376 |
1.000 |
10,341 |
1.618 |
10,285 |
2.618 |
10,194 |
4.250 |
10,045 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,478 |
10,450 |
PP |
10,473 |
10,436 |
S1 |
10,468 |
10,423 |
|