Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,400.5 |
5,462.0 |
61.5 |
1.1% |
5,430.0 |
High |
5,484.0 |
5,491.0 |
7.0 |
0.1% |
5,491.0 |
Low |
5,390.5 |
5,459.0 |
68.5 |
1.3% |
5,343.0 |
Close |
5,465.5 |
5,486.5 |
21.0 |
0.4% |
5,486.5 |
Range |
93.5 |
32.0 |
-61.5 |
-65.8% |
148.0 |
ATR |
75.0 |
71.9 |
-3.1 |
-4.1% |
0.0 |
Volume |
49,251 |
40,927 |
-8,324 |
-16.9% |
133,843 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,575.0 |
5,562.5 |
5,504.0 |
|
R3 |
5,543.0 |
5,530.5 |
5,495.5 |
|
R2 |
5,511.0 |
5,511.0 |
5,492.5 |
|
R1 |
5,498.5 |
5,498.5 |
5,489.5 |
5,505.0 |
PP |
5,479.0 |
5,479.0 |
5,479.0 |
5,482.0 |
S1 |
5,466.5 |
5,466.5 |
5,483.5 |
5,473.0 |
S2 |
5,447.0 |
5,447.0 |
5,480.5 |
|
S3 |
5,415.0 |
5,434.5 |
5,477.5 |
|
S4 |
5,383.0 |
5,402.5 |
5,469.0 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,884.0 |
5,833.5 |
5,568.0 |
|
R3 |
5,736.0 |
5,685.5 |
5,527.0 |
|
R2 |
5,588.0 |
5,588.0 |
5,513.5 |
|
R1 |
5,537.5 |
5,537.5 |
5,500.0 |
5,563.0 |
PP |
5,440.0 |
5,440.0 |
5,440.0 |
5,453.0 |
S1 |
5,389.5 |
5,389.5 |
5,473.0 |
5,415.0 |
S2 |
5,292.0 |
5,292.0 |
5,459.5 |
|
S3 |
5,144.0 |
5,241.5 |
5,446.0 |
|
S4 |
4,996.0 |
5,093.5 |
5,405.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,491.0 |
5,343.0 |
148.0 |
2.7% |
56.0 |
1.0% |
97% |
True |
False |
26,768 |
10 |
5,491.0 |
5,096.0 |
395.0 |
7.2% |
74.5 |
1.4% |
99% |
True |
False |
14,779 |
20 |
5,491.0 |
5,050.0 |
441.0 |
8.0% |
68.5 |
1.2% |
99% |
True |
False |
7,583 |
40 |
5,491.0 |
5,050.0 |
441.0 |
8.0% |
59.5 |
1.1% |
99% |
True |
False |
3,825 |
60 |
5,491.0 |
4,744.0 |
747.0 |
13.6% |
61.5 |
1.1% |
99% |
True |
False |
2,570 |
80 |
5,491.0 |
4,744.0 |
747.0 |
13.6% |
64.0 |
1.2% |
99% |
True |
False |
2,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,627.0 |
2.618 |
5,575.0 |
1.618 |
5,543.0 |
1.000 |
5,523.0 |
0.618 |
5,511.0 |
HIGH |
5,491.0 |
0.618 |
5,479.0 |
0.500 |
5,475.0 |
0.382 |
5,471.0 |
LOW |
5,459.0 |
0.618 |
5,439.0 |
1.000 |
5,427.0 |
1.618 |
5,407.0 |
2.618 |
5,375.0 |
4.250 |
5,323.0 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,482.5 |
5,463.5 |
PP |
5,479.0 |
5,440.0 |
S1 |
5,475.0 |
5,417.0 |
|