Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,587.0 |
5,543.5 |
-43.5 |
-0.8% |
5,522.0 |
High |
5,595.5 |
5,579.0 |
-16.5 |
-0.3% |
5,616.5 |
Low |
5,545.0 |
5,482.0 |
-63.0 |
-1.1% |
5,435.0 |
Close |
5,555.0 |
5,557.0 |
2.0 |
0.0% |
5,576.5 |
Range |
50.5 |
97.0 |
46.5 |
92.1% |
181.5 |
ATR |
78.3 |
79.6 |
1.3 |
1.7% |
0.0 |
Volume |
74,546 |
137,663 |
63,117 |
84.7% |
520,894 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,830.5 |
5,790.5 |
5,610.5 |
|
R3 |
5,733.5 |
5,693.5 |
5,583.5 |
|
R2 |
5,636.5 |
5,636.5 |
5,575.0 |
|
R1 |
5,596.5 |
5,596.5 |
5,566.0 |
5,616.5 |
PP |
5,539.5 |
5,539.5 |
5,539.5 |
5,549.0 |
S1 |
5,499.5 |
5,499.5 |
5,548.0 |
5,519.5 |
S2 |
5,442.5 |
5,442.5 |
5,539.0 |
|
S3 |
5,345.5 |
5,402.5 |
5,530.5 |
|
S4 |
5,248.5 |
5,305.5 |
5,503.5 |
|
|
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 |
5,597.0 |
5,435.0 |
162.0 |
2.9% |
94.0 |
1.7% |
75% |
False |
False |
111,584 |
10 |
5,616.5 |
5,435.0 |
181.5 |
3.3% |
85.0 |
1.5% |
67% |
False |
False |
113,317 |
20 |
5,616.5 |
5,199.5 |
417.0 |
7.5% |
74.0 |
1.3% |
86% |
False |
False |
84,008 |
40 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
62.0 |
1.1% |
89% |
False |
False |
42,121 |
60 |
5,616.5 |
4,792.0 |
824.5 |
14.8% |
63.0 |
1.1% |
93% |
False |
False |
28,105 |
80 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
64.0 |
1.2% |
93% |
False |
False |
21,179 |
100 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
67.5 |
1.2% |
93% |
False |
False |
16,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,991.0 |
2.618 |
5,833.0 |
1.618 |
5,736.0 |
1.000 |
5,676.0 |
0.618 |
5,639.0 |
HIGH |
5,579.0 |
0.618 |
5,542.0 |
0.500 |
5,530.5 |
0.382 |
5,519.0 |
LOW |
5,482.0 |
0.618 |
5,422.0 |
1.000 |
5,385.0 |
1.618 |
5,325.0 |
2.618 |
5,228.0 |
4.250 |
5,070.0 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,548.0 |
5,551.0 |
PP |
5,539.5 |
5,545.5 |
S1 |
5,530.5 |
5,539.5 |
|