Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,550 |
10,531 |
-19 |
-0.2% |
10,450 |
High |
10,628 |
10,704 |
76 |
0.7% |
10,628 |
Low |
10,497 |
10,513 |
16 |
0.2% |
10,405 |
Close |
10,538 |
10,671 |
133 |
1.3% |
10,538 |
Range |
131 |
191 |
60 |
45.8% |
223 |
ATR |
141 |
144 |
4 |
2.6% |
0 |
Volume |
140,157 |
113,589 |
-26,568 |
-19.0% |
694,871 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,202 |
11,128 |
10,776 |
|
R3 |
11,011 |
10,937 |
10,724 |
|
R2 |
10,820 |
10,820 |
10,706 |
|
R1 |
10,746 |
10,746 |
10,689 |
10,783 |
PP |
10,629 |
10,629 |
10,629 |
10,648 |
S1 |
10,555 |
10,555 |
10,654 |
10,592 |
S2 |
10,438 |
10,438 |
10,636 |
|
S3 |
10,247 |
10,364 |
10,619 |
|
S4 |
10,056 |
10,173 |
10,566 |
|
|
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 |
10,704 |
10,405 |
299 |
2.8% |
127 |
1.2% |
89% |
True |
False |
136,685 |
10 |
10,704 |
10,233 |
471 |
4.4% |
117 |
1.1% |
93% |
True |
False |
93,619 |
20 |
10,704 |
9,844 |
860 |
8.1% |
145 |
1.4% |
96% |
True |
False |
47,018 |
40 |
10,704 |
9,844 |
860 |
8.1% |
146 |
1.4% |
96% |
True |
False |
23,553 |
60 |
10,704 |
9,452 |
1,252 |
11.7% |
162 |
1.5% |
97% |
True |
False |
15,731 |
80 |
10,704 |
9,452 |
1,252 |
11.7% |
141 |
1.3% |
97% |
True |
False |
11,802 |
100 |
11,033 |
9,452 |
1,581 |
14.8% |
136 |
1.3% |
77% |
False |
False |
9,442 |
120 |
11,033 |
9,452 |
1,581 |
14.8% |
119 |
1.1% |
77% |
False |
False |
7,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,516 |
2.618 |
11,204 |
1.618 |
11,013 |
1.000 |
10,895 |
0.618 |
10,822 |
HIGH |
10,704 |
0.618 |
10,631 |
0.500 |
10,609 |
0.382 |
10,586 |
LOW |
10,513 |
0.618 |
10,395 |
1.000 |
10,322 |
1.618 |
10,204 |
2.618 |
10,013 |
4.250 |
9,701 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,650 |
10,640 |
PP |
10,629 |
10,609 |
S1 |
10,609 |
10,578 |
|