Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,531 |
10,672 |
141 |
1.3% |
10,450 |
High |
10,704 |
10,765 |
61 |
0.6% |
10,628 |
Low |
10,513 |
10,637 |
124 |
1.2% |
10,405 |
Close |
10,671 |
10,694 |
23 |
0.2% |
10,538 |
Range |
191 |
128 |
-63 |
-33.0% |
223 |
ATR |
144 |
143 |
-1 |
-0.8% |
0 |
Volume |
113,589 |
140,828 |
27,239 |
24.0% |
694,871 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,083 |
11,016 |
10,765 |
|
R3 |
10,955 |
10,888 |
10,729 |
|
R2 |
10,827 |
10,827 |
10,718 |
|
R1 |
10,760 |
10,760 |
10,706 |
10,794 |
PP |
10,699 |
10,699 |
10,699 |
10,715 |
S1 |
10,632 |
10,632 |
10,682 |
10,666 |
S2 |
10,571 |
10,571 |
10,671 |
|
S3 |
10,443 |
10,504 |
10,659 |
|
S4 |
10,315 |
10,376 |
10,624 |
|
|
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 |
10,765 |
10,405 |
360 |
3.4% |
134 |
1.3% |
80% |
True |
False |
131,294 |
10 |
10,765 |
10,233 |
532 |
5.0% |
115 |
1.1% |
87% |
True |
False |
107,611 |
20 |
10,765 |
9,844 |
921 |
8.6% |
145 |
1.4% |
92% |
True |
False |
54,053 |
40 |
10,765 |
9,844 |
921 |
8.6% |
146 |
1.4% |
92% |
True |
False |
27,073 |
60 |
10,765 |
9,452 |
1,313 |
12.3% |
162 |
1.5% |
95% |
True |
False |
18,076 |
80 |
10,765 |
9,452 |
1,313 |
12.3% |
142 |
1.3% |
95% |
True |
False |
13,562 |
100 |
11,033 |
9,452 |
1,581 |
14.8% |
136 |
1.3% |
79% |
False |
False |
10,850 |
120 |
11,033 |
9,452 |
1,581 |
14.8% |
120 |
1.1% |
79% |
False |
False |
9,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,309 |
2.618 |
11,100 |
1.618 |
10,972 |
1.000 |
10,893 |
0.618 |
10,844 |
HIGH |
10,765 |
0.618 |
10,716 |
0.500 |
10,701 |
0.382 |
10,686 |
LOW |
10,637 |
0.618 |
10,558 |
1.000 |
10,509 |
1.618 |
10,430 |
2.618 |
10,302 |
4.250 |
10,093 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,701 |
10,673 |
PP |
10,699 |
10,652 |
S1 |
10,696 |
10,631 |
|