Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,672 |
10,695 |
23 |
0.2% |
10,450 |
High |
10,765 |
10,739 |
-26 |
-0.2% |
10,628 |
Low |
10,637 |
10,640 |
3 |
0.0% |
10,405 |
Close |
10,694 |
10,673 |
-21 |
-0.2% |
10,538 |
Range |
128 |
99 |
-29 |
-22.7% |
223 |
ATR |
143 |
140 |
-3 |
-2.2% |
0 |
Volume |
140,828 |
133,377 |
-7,451 |
-5.3% |
694,871 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,981 |
10,926 |
10,728 |
|
R3 |
10,882 |
10,827 |
10,700 |
|
R2 |
10,783 |
10,783 |
10,691 |
|
R1 |
10,728 |
10,728 |
10,682 |
10,706 |
PP |
10,684 |
10,684 |
10,684 |
10,673 |
S1 |
10,629 |
10,629 |
10,664 |
10,607 |
S2 |
10,585 |
10,585 |
10,655 |
|
S3 |
10,486 |
10,530 |
10,646 |
|
S4 |
10,387 |
10,431 |
10,619 |
|
|
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 |
10,452 |
313 |
2.9% |
131 |
1.2% |
71% |
False |
False |
132,398 |
10 |
10,765 |
10,305 |
460 |
4.3% |
113 |
1.1% |
80% |
False |
False |
120,152 |
20 |
10,765 |
9,844 |
921 |
8.6% |
141 |
1.3% |
90% |
False |
False |
60,716 |
40 |
10,765 |
9,844 |
921 |
8.6% |
147 |
1.4% |
90% |
False |
False |
30,406 |
60 |
10,765 |
9,452 |
1,313 |
12.3% |
162 |
1.5% |
93% |
False |
False |
20,298 |
80 |
10,765 |
9,452 |
1,313 |
12.3% |
142 |
1.3% |
93% |
False |
False |
15,229 |
100 |
10,983 |
9,452 |
1,531 |
14.3% |
137 |
1.3% |
80% |
False |
False |
12,184 |
120 |
11,033 |
9,452 |
1,581 |
14.8% |
121 |
1.1% |
77% |
False |
False |
10,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,160 |
2.618 |
10,998 |
1.618 |
10,899 |
1.000 |
10,838 |
0.618 |
10,800 |
HIGH |
10,739 |
0.618 |
10,701 |
0.500 |
10,690 |
0.382 |
10,678 |
LOW |
10,640 |
0.618 |
10,579 |
1.000 |
10,541 |
1.618 |
10,480 |
2.618 |
10,381 |
4.250 |
10,219 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,690 |
10,662 |
PP |
10,684 |
10,650 |
S1 |
10,679 |
10,639 |
|