Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,563.5 |
5,509.0 |
-54.5 |
-1.0% |
5,522.0 |
High |
5,570.5 |
5,597.0 |
26.5 |
0.5% |
5,616.5 |
Low |
5,435.0 |
5,495.5 |
60.5 |
1.1% |
5,435.0 |
Close |
5,518.0 |
5,576.5 |
58.5 |
1.1% |
5,576.5 |
Range |
135.5 |
101.5 |
-34.0 |
-25.1% |
181.5 |
ATR |
78.8 |
80.4 |
1.6 |
2.1% |
0.0 |
Volume |
125,045 |
101,644 |
-23,401 |
-18.7% |
520,894 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,861.0 |
5,820.0 |
5,632.5 |
|
R3 |
5,759.5 |
5,718.5 |
5,604.5 |
|
R2 |
5,658.0 |
5,658.0 |
5,595.0 |
|
R1 |
5,617.0 |
5,617.0 |
5,586.0 |
5,637.5 |
PP |
5,556.5 |
5,556.5 |
5,556.5 |
5,566.5 |
S1 |
5,515.5 |
5,515.5 |
5,567.0 |
5,536.0 |
S2 |
5,455.0 |
5,455.0 |
5,558.0 |
|
S3 |
5,353.5 |
5,414.0 |
5,548.5 |
|
S4 |
5,252.0 |
5,312.5 |
5,520.5 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,087.0 |
6,013.5 |
5,676.5 |
|
R3 |
5,905.5 |
5,832.0 |
5,626.5 |
|
R2 |
5,724.0 |
5,724.0 |
5,610.0 |
|
R1 |
5,650.5 |
5,650.5 |
5,593.0 |
5,687.0 |
PP |
5,542.5 |
5,542.5 |
5,542.5 |
5,561.0 |
S1 |
5,469.0 |
5,469.0 |
5,560.0 |
5,506.0 |
S2 |
5,361.0 |
5,361.0 |
5,543.0 |
|
S3 |
5,179.5 |
5,287.5 |
5,526.5 |
|
S4 |
4,998.0 |
5,106.0 |
5,476.5 |
|
|
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 |
5,435.0 |
181.5 |
3.3% |
99.0 |
1.8% |
78% |
False |
False |
104,178 |
10 |
5,616.5 |
5,435.0 |
181.5 |
3.3% |
79.0 |
1.4% |
78% |
False |
False |
132,076 |
20 |
5,616.5 |
5,096.0 |
520.5 |
9.3% |
77.0 |
1.4% |
92% |
False |
False |
73,427 |
40 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
61.5 |
1.1% |
93% |
False |
False |
36,816 |
60 |
5,616.5 |
4,747.0 |
869.5 |
15.6% |
62.0 |
1.1% |
95% |
False |
False |
24,569 |
80 |
5,616.5 |
4,744.0 |
872.5 |
15.6% |
65.5 |
1.2% |
95% |
False |
False |
18,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,028.5 |
2.618 |
5,862.5 |
1.618 |
5,761.0 |
1.000 |
5,698.5 |
0.618 |
5,659.5 |
HIGH |
5,597.0 |
0.618 |
5,558.0 |
0.500 |
5,546.0 |
0.382 |
5,534.5 |
LOW |
5,495.5 |
0.618 |
5,433.0 |
1.000 |
5,394.0 |
1.618 |
5,331.5 |
2.618 |
5,230.0 |
4.250 |
5,064.0 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,566.5 |
5,556.5 |
PP |
5,556.5 |
5,536.0 |
S1 |
5,546.0 |
5,516.0 |
|