Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,551.5 |
5,554.5 |
3.0 |
0.1% |
5,430.0 |
High |
5,564.0 |
5,559.5 |
-4.5 |
-0.1% |
5,491.0 |
Low |
5,520.5 |
5,514.5 |
-6.0 |
-0.1% |
5,343.0 |
Close |
5,556.0 |
5,536.5 |
-19.5 |
-0.4% |
5,486.5 |
Range |
43.5 |
45.0 |
1.5 |
3.4% |
148.0 |
ATR |
69.6 |
67.8 |
-1.8 |
-2.5% |
0.0 |
Volume |
242,431 |
153,307 |
-89,124 |
-36.8% |
133,843 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,672.0 |
5,649.0 |
5,561.0 |
|
R3 |
5,627.0 |
5,604.0 |
5,549.0 |
|
R2 |
5,582.0 |
5,582.0 |
5,545.0 |
|
R1 |
5,559.0 |
5,559.0 |
5,540.5 |
5,548.0 |
PP |
5,537.0 |
5,537.0 |
5,537.0 |
5,531.0 |
S1 |
5,514.0 |
5,514.0 |
5,532.5 |
5,503.0 |
S2 |
5,492.0 |
5,492.0 |
5,528.0 |
|
S3 |
5,447.0 |
5,469.0 |
5,524.0 |
|
S4 |
5,402.0 |
5,424.0 |
5,512.0 |
|
|
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 |
5,564.0 |
5,390.5 |
173.5 |
3.1% |
51.5 |
0.9% |
84% |
False |
False |
128,656 |
10 |
5,564.0 |
5,320.0 |
244.0 |
4.4% |
53.0 |
1.0% |
89% |
False |
False |
69,858 |
20 |
5,564.0 |
5,050.0 |
514.0 |
9.3% |
68.0 |
1.2% |
95% |
False |
False |
35,220 |
40 |
5,564.0 |
5,050.0 |
514.0 |
9.3% |
55.5 |
1.0% |
95% |
False |
False |
17,639 |
60 |
5,564.0 |
4,744.0 |
820.0 |
14.8% |
61.5 |
1.1% |
97% |
False |
False |
11,784 |
80 |
5,564.0 |
4,744.0 |
820.0 |
14.8% |
61.5 |
1.1% |
97% |
False |
False |
8,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,751.0 |
2.618 |
5,677.5 |
1.618 |
5,632.5 |
1.000 |
5,604.5 |
0.618 |
5,587.5 |
HIGH |
5,559.5 |
0.618 |
5,542.5 |
0.500 |
5,537.0 |
0.382 |
5,531.5 |
LOW |
5,514.5 |
0.618 |
5,486.5 |
1.000 |
5,469.5 |
1.618 |
5,441.5 |
2.618 |
5,396.5 |
4.250 |
5,323.0 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,537.0 |
5,538.0 |
PP |
5,537.0 |
5,537.5 |
S1 |
5,536.5 |
5,537.0 |
|