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 |
5,571.5 |
5,577.0 |
5.5 |
0.1% |
5,534.0 |
High |
5,616.0 |
5,579.0 |
-37.0 |
-0.7% |
5,599.0 |
Low |
5,543.5 |
5,494.5 |
-49.0 |
-0.9% |
5,471.0 |
Close |
5,560.0 |
5,543.0 |
-17.0 |
-0.3% |
5,492.0 |
Range |
72.5 |
84.5 |
12.0 |
16.6% |
128.0 |
ATR |
73.7 |
74.4 |
0.8 |
1.1% |
0.0 |
Volume |
88,401 |
119,022 |
30,621 |
34.6% |
799,870 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,792.5 |
5,752.0 |
5,589.5 |
|
R3 |
5,708.0 |
5,667.5 |
5,566.0 |
|
R2 |
5,623.5 |
5,623.5 |
5,558.5 |
|
R1 |
5,583.0 |
5,583.0 |
5,550.5 |
5,561.0 |
PP |
5,539.0 |
5,539.0 |
5,539.0 |
5,528.0 |
S1 |
5,498.5 |
5,498.5 |
5,535.5 |
5,476.5 |
S2 |
5,454.5 |
5,454.5 |
5,527.5 |
|
S3 |
5,370.0 |
5,414.0 |
5,520.0 |
|
S4 |
5,285.5 |
5,329.5 |
5,496.5 |
|
|
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% |
84.0 |
1.5% |
49% |
False |
False |
108,194 |
10 |
5,616.5 |
5,390.5 |
226.0 |
4.1% |
67.5 |
1.2% |
67% |
False |
False |
118,425 |
20 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
72.5 |
1.3% |
87% |
False |
False |
62,212 |
40 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
58.5 |
1.1% |
87% |
False |
False |
31,154 |
60 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
61.5 |
1.1% |
92% |
False |
False |
20,794 |
80 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
63.5 |
1.1% |
92% |
False |
False |
15,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,938.0 |
2.618 |
5,800.0 |
1.618 |
5,715.5 |
1.000 |
5,663.5 |
0.618 |
5,631.0 |
HIGH |
5,579.0 |
0.618 |
5,546.5 |
0.500 |
5,537.0 |
0.382 |
5,527.0 |
LOW |
5,494.5 |
0.618 |
5,442.5 |
1.000 |
5,410.0 |
1.618 |
5,358.0 |
2.618 |
5,273.5 |
4.250 |
5,135.5 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,541.0 |
5,555.5 |
PP |
5,539.0 |
5,551.5 |
S1 |
5,537.0 |
5,547.0 |
|