Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,258.7 |
1,249.0 |
-9.7 |
-0.8% |
1,260.8 |
High |
1,260.4 |
1,252.4 |
-8.0 |
-0.6% |
1,265.0 |
Low |
1,245.5 |
1,240.0 |
-5.5 |
-0.4% |
1,240.0 |
Close |
1,252.5 |
1,248.1 |
-4.4 |
-0.4% |
1,248.1 |
Range |
14.9 |
12.4 |
-2.5 |
-16.8% |
25.0 |
ATR |
11.3 |
11.4 |
0.1 |
0.7% |
0.0 |
Volume |
2,667 |
4,342 |
1,675 |
62.8% |
9,554 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.0 |
1,278.5 |
1,254.9 |
|
R3 |
1,271.6 |
1,266.1 |
1,251.5 |
|
R2 |
1,259.2 |
1,259.2 |
1,250.4 |
|
R1 |
1,253.7 |
1,253.7 |
1,249.2 |
1,250.3 |
PP |
1,246.8 |
1,246.8 |
1,246.8 |
1,245.1 |
S1 |
1,241.3 |
1,241.3 |
1,247.0 |
1,237.9 |
S2 |
1,234.4 |
1,234.4 |
1,245.8 |
|
S3 |
1,222.0 |
1,228.9 |
1,244.7 |
|
S4 |
1,209.6 |
1,216.5 |
1,241.3 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.0 |
1,312.1 |
1,261.9 |
|
R3 |
1,301.0 |
1,287.1 |
1,255.0 |
|
R2 |
1,276.0 |
1,276.0 |
1,252.7 |
|
R1 |
1,262.1 |
1,262.1 |
1,250.4 |
1,256.6 |
PP |
1,251.0 |
1,251.0 |
1,251.0 |
1,248.3 |
S1 |
1,237.1 |
1,237.1 |
1,245.8 |
1,231.6 |
S2 |
1,226.0 |
1,226.0 |
1,243.5 |
|
S3 |
1,201.0 |
1,212.1 |
1,241.2 |
|
S4 |
1,176.0 |
1,187.1 |
1,234.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,265.0 |
1,240.0 |
25.0 |
2.0% |
12.1 |
1.0% |
32% |
False |
True |
1,932 |
10 |
1,265.0 |
1,236.7 |
28.3 |
2.3% |
10.6 |
0.8% |
40% |
False |
False |
1,312 |
20 |
1,265.0 |
1,215.5 |
49.5 |
4.0% |
10.5 |
0.8% |
66% |
False |
False |
1,136 |
40 |
1,265.0 |
1,162.5 |
102.5 |
8.2% |
11.1 |
0.9% |
84% |
False |
False |
1,217 |
60 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
11.2 |
0.9% |
79% |
False |
False |
1,043 |
80 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
10.8 |
0.9% |
79% |
False |
False |
899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.1 |
2.618 |
1,284.9 |
1.618 |
1,272.5 |
1.000 |
1,264.8 |
0.618 |
1,260.1 |
HIGH |
1,252.4 |
0.618 |
1,247.7 |
0.500 |
1,246.2 |
0.382 |
1,244.7 |
LOW |
1,240.0 |
0.618 |
1,232.3 |
1.000 |
1,227.6 |
1.618 |
1,219.9 |
2.618 |
1,207.5 |
4.250 |
1,187.3 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,247.5 |
1,252.5 |
PP |
1,246.8 |
1,251.0 |
S1 |
1,246.2 |
1,249.6 |
|