Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,543.5 |
5,586.0 |
42.5 |
0.8% |
5,522.0 |
High |
5,579.0 |
5,606.0 |
27.0 |
0.5% |
5,616.5 |
Low |
5,482.0 |
5,522.5 |
40.5 |
0.7% |
5,435.0 |
Close |
5,557.0 |
5,546.5 |
-10.5 |
-0.2% |
5,576.5 |
Range |
97.0 |
83.5 |
-13.5 |
-13.9% |
181.5 |
ATR |
79.6 |
79.9 |
0.3 |
0.3% |
0.0 |
Volume |
137,663 |
108,014 |
-29,649 |
-21.5% |
520,894 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,809.0 |
5,761.0 |
5,592.5 |
|
R3 |
5,725.5 |
5,677.5 |
5,569.5 |
|
R2 |
5,642.0 |
5,642.0 |
5,562.0 |
|
R1 |
5,594.0 |
5,594.0 |
5,554.0 |
5,576.0 |
PP |
5,558.5 |
5,558.5 |
5,558.5 |
5,549.5 |
S1 |
5,510.5 |
5,510.5 |
5,539.0 |
5,493.0 |
S2 |
5,475.0 |
5,475.0 |
5,531.0 |
|
S3 |
5,391.5 |
5,427.0 |
5,523.5 |
|
S4 |
5,308.0 |
5,343.5 |
5,500.5 |
|
|
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 |
5,606.0 |
5,435.0 |
171.0 |
3.1% |
93.5 |
1.7% |
65% |
True |
False |
109,382 |
10 |
5,616.5 |
5,435.0 |
181.5 |
3.3% |
89.0 |
1.6% |
61% |
False |
False |
108,788 |
20 |
5,616.5 |
5,320.0 |
296.5 |
5.3% |
71.0 |
1.3% |
76% |
False |
False |
89,323 |
40 |
5,616.5 |
5,050.0 |
566.5 |
10.2% |
64.0 |
1.2% |
88% |
False |
False |
44,821 |
60 |
5,616.5 |
4,949.5 |
667.0 |
12.0% |
62.5 |
1.1% |
90% |
False |
False |
29,905 |
80 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
64.0 |
1.2% |
92% |
False |
False |
22,527 |
100 |
5,616.5 |
4,744.0 |
872.5 |
15.7% |
67.5 |
1.2% |
92% |
False |
False |
18,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,961.0 |
2.618 |
5,824.5 |
1.618 |
5,741.0 |
1.000 |
5,689.5 |
0.618 |
5,657.5 |
HIGH |
5,606.0 |
0.618 |
5,574.0 |
0.500 |
5,564.0 |
0.382 |
5,554.5 |
LOW |
5,522.5 |
0.618 |
5,471.0 |
1.000 |
5,439.0 |
1.618 |
5,387.5 |
2.618 |
5,304.0 |
4.250 |
5,167.5 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,564.0 |
5,545.5 |
PP |
5,558.5 |
5,545.0 |
S1 |
5,552.5 |
5,544.0 |
|