Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,554.5 |
5,534.0 |
-20.5 |
-0.4% |
5,430.0 |
High |
5,559.5 |
5,546.0 |
-13.5 |
-0.2% |
5,491.0 |
Low |
5,514.5 |
5,512.5 |
-2.0 |
0.0% |
5,343.0 |
Close |
5,536.5 |
5,524.5 |
-12.0 |
-0.2% |
5,486.5 |
Range |
45.0 |
33.5 |
-11.5 |
-25.6% |
148.0 |
ATR |
67.8 |
65.4 |
-2.5 |
-3.6% |
0.0 |
Volume |
153,307 |
97,129 |
-56,178 |
-36.6% |
133,843 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,628.0 |
5,610.0 |
5,543.0 |
|
R3 |
5,594.5 |
5,576.5 |
5,533.5 |
|
R2 |
5,561.0 |
5,561.0 |
5,530.5 |
|
R1 |
5,543.0 |
5,543.0 |
5,527.5 |
5,535.0 |
PP |
5,527.5 |
5,527.5 |
5,527.5 |
5,524.0 |
S1 |
5,509.5 |
5,509.5 |
5,521.5 |
5,502.0 |
S2 |
5,494.0 |
5,494.0 |
5,518.5 |
|
S3 |
5,460.5 |
5,476.0 |
5,515.5 |
|
S4 |
5,427.0 |
5,442.5 |
5,506.0 |
|
|
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 |
5,459.0 |
105.0 |
1.9% |
39.5 |
0.7% |
62% |
False |
False |
138,231 |
10 |
5,564.0 |
5,343.0 |
221.0 |
4.0% |
52.5 |
1.0% |
82% |
False |
False |
79,172 |
20 |
5,564.0 |
5,050.0 |
514.0 |
9.3% |
68.5 |
1.2% |
92% |
False |
False |
40,060 |
40 |
5,564.0 |
5,050.0 |
514.0 |
9.3% |
54.0 |
1.0% |
92% |
False |
False |
20,065 |
60 |
5,564.0 |
4,744.0 |
820.0 |
14.8% |
61.0 |
1.1% |
95% |
False |
False |
13,402 |
80 |
5,564.0 |
4,744.0 |
820.0 |
14.8% |
61.0 |
1.1% |
95% |
False |
False |
10,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,688.5 |
2.618 |
5,633.5 |
1.618 |
5,600.0 |
1.000 |
5,579.5 |
0.618 |
5,566.5 |
HIGH |
5,546.0 |
0.618 |
5,533.0 |
0.500 |
5,529.0 |
0.382 |
5,525.5 |
LOW |
5,512.5 |
0.618 |
5,492.0 |
1.000 |
5,479.0 |
1.618 |
5,458.5 |
2.618 |
5,425.0 |
4.250 |
5,370.0 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,529.0 |
5,538.0 |
PP |
5,527.5 |
5,533.5 |
S1 |
5,526.0 |
5,529.0 |
|