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 |
10,510 |
10,550 |
40 |
0.4% |
10,450 |
High |
10,557 |
10,628 |
71 |
0.7% |
10,628 |
Low |
10,452 |
10,497 |
45 |
0.4% |
10,405 |
Close |
10,550 |
10,538 |
-12 |
-0.1% |
10,538 |
Range |
105 |
131 |
26 |
24.8% |
223 |
ATR |
141 |
141 |
-1 |
-0.5% |
0 |
Volume |
134,041 |
140,157 |
6,116 |
4.6% |
694,871 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,947 |
10,874 |
10,610 |
|
R3 |
10,816 |
10,743 |
10,574 |
|
R2 |
10,685 |
10,685 |
10,562 |
|
R1 |
10,612 |
10,612 |
10,550 |
10,583 |
PP |
10,554 |
10,554 |
10,554 |
10,540 |
S1 |
10,481 |
10,481 |
10,526 |
10,452 |
S2 |
10,423 |
10,423 |
10,514 |
|
S3 |
10,292 |
10,350 |
10,502 |
|
S4 |
10,161 |
10,219 |
10,466 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,193 |
11,088 |
10,661 |
|
R3 |
10,970 |
10,865 |
10,599 |
|
R2 |
10,747 |
10,747 |
10,579 |
|
R1 |
10,642 |
10,642 |
10,559 |
10,695 |
PP |
10,524 |
10,524 |
10,524 |
10,550 |
S1 |
10,419 |
10,419 |
10,518 |
10,472 |
S2 |
10,301 |
10,301 |
10,497 |
|
S3 |
10,078 |
10,196 |
10,477 |
|
S4 |
9,855 |
9,973 |
10,415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,628 |
10,405 |
223 |
2.1% |
105 |
1.0% |
60% |
True |
False |
138,974 |
10 |
10,628 |
10,222 |
406 |
3.9% |
114 |
1.1% |
78% |
True |
False |
82,293 |
20 |
10,628 |
9,844 |
784 |
7.4% |
143 |
1.4% |
89% |
True |
False |
41,348 |
40 |
10,628 |
9,844 |
784 |
7.4% |
145 |
1.4% |
89% |
True |
False |
20,716 |
60 |
10,628 |
9,452 |
1,176 |
11.2% |
162 |
1.5% |
92% |
True |
False |
13,839 |
80 |
10,628 |
9,452 |
1,176 |
11.2% |
141 |
1.3% |
92% |
True |
False |
10,382 |
100 |
11,033 |
9,452 |
1,581 |
15.0% |
134 |
1.3% |
69% |
False |
False |
8,306 |
120 |
11,033 |
9,452 |
1,581 |
15.0% |
118 |
1.1% |
69% |
False |
False |
6,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,185 |
2.618 |
10,971 |
1.618 |
10,840 |
1.000 |
10,759 |
0.618 |
10,709 |
HIGH |
10,628 |
0.618 |
10,578 |
0.500 |
10,563 |
0.382 |
10,547 |
LOW |
10,497 |
0.618 |
10,416 |
1.000 |
10,366 |
1.618 |
10,285 |
2.618 |
10,154 |
4.250 |
9,940 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,563 |
10,531 |
PP |
10,554 |
10,524 |
S1 |
10,546 |
10,517 |
|