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 |
5,522.0 |
5,571.5 |
49.5 |
0.9% |
5,534.0 |
High |
5,616.5 |
5,616.0 |
-0.5 |
0.0% |
5,599.0 |
Low |
5,514.5 |
5,543.5 |
29.0 |
0.5% |
5,471.0 |
Close |
5,574.0 |
5,560.0 |
-14.0 |
-0.3% |
5,492.0 |
Range |
102.0 |
72.5 |
-29.5 |
-28.9% |
128.0 |
ATR |
73.7 |
73.7 |
-0.1 |
-0.1% |
0.0 |
Volume |
86,782 |
88,401 |
1,619 |
1.9% |
799,870 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,790.5 |
5,748.0 |
5,600.0 |
|
R3 |
5,718.0 |
5,675.5 |
5,580.0 |
|
R2 |
5,645.5 |
5,645.5 |
5,573.5 |
|
R1 |
5,603.0 |
5,603.0 |
5,566.5 |
5,588.0 |
PP |
5,573.0 |
5,573.0 |
5,573.0 |
5,566.0 |
S1 |
5,530.5 |
5,530.5 |
5,553.5 |
5,515.5 |
S2 |
5,500.5 |
5,500.5 |
5,546.5 |
|
S3 |
5,428.0 |
5,458.0 |
5,540.0 |
|
S4 |
5,355.5 |
5,385.5 |
5,520.0 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,904.5 |
5,826.5 |
5,562.5 |
|
R3 |
5,776.5 |
5,698.5 |
5,527.0 |
|
R2 |
5,648.5 |
5,648.5 |
5,515.5 |
|
R1 |
5,570.5 |
5,570.5 |
5,503.5 |
5,545.5 |
PP |
5,520.5 |
5,520.5 |
5,520.5 |
5,508.0 |
S1 |
5,442.5 |
5,442.5 |
5,480.5 |
5,417.5 |
S2 |
5,392.5 |
5,392.5 |
5,468.5 |
|
S3 |
5,264.5 |
5,314.5 |
5,457.0 |
|
S4 |
5,136.5 |
5,186.5 |
5,421.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,616.5 |
5,471.0 |
145.5 |
2.6% |
76.0 |
1.4% |
61% |
False |
False |
115,051 |
10 |
5,616.5 |
5,343.0 |
273.5 |
4.9% |
67.5 |
1.2% |
79% |
False |
False |
108,305 |
20 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
72.5 |
1.3% |
90% |
False |
False |
56,265 |
40 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
57.5 |
1.0% |
90% |
False |
False |
28,178 |
60 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
62.5 |
1.1% |
94% |
False |
False |
18,812 |
80 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
64.0 |
1.1% |
94% |
False |
False |
14,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,924.0 |
2.618 |
5,806.0 |
1.618 |
5,733.5 |
1.000 |
5,688.5 |
0.618 |
5,661.0 |
HIGH |
5,616.0 |
0.618 |
5,588.5 |
0.500 |
5,580.0 |
0.382 |
5,571.0 |
LOW |
5,543.5 |
0.618 |
5,498.5 |
1.000 |
5,471.0 |
1.618 |
5,426.0 |
2.618 |
5,353.5 |
4.250 |
5,235.5 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,580.0 |
5,554.5 |
PP |
5,573.0 |
5,549.0 |
S1 |
5,566.5 |
5,544.0 |
|