Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,249.0 |
1,248.7 |
-0.3 |
0.0% |
1,260.8 |
High |
1,252.4 |
1,251.4 |
-1.0 |
-0.1% |
1,265.0 |
Low |
1,240.0 |
1,245.2 |
5.2 |
0.4% |
1,240.0 |
Close |
1,248.1 |
1,248.7 |
0.6 |
0.0% |
1,248.1 |
Range |
12.4 |
6.2 |
-6.2 |
-50.0% |
25.0 |
ATR |
11.4 |
11.0 |
-0.4 |
-3.3% |
0.0 |
Volume |
4,342 |
2,019 |
-2,323 |
-53.5% |
9,554 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.0 |
1,264.1 |
1,252.1 |
|
R3 |
1,260.8 |
1,257.9 |
1,250.4 |
|
R2 |
1,254.6 |
1,254.6 |
1,249.8 |
|
R1 |
1,251.7 |
1,251.7 |
1,249.3 |
1,251.8 |
PP |
1,248.4 |
1,248.4 |
1,248.4 |
1,248.5 |
S1 |
1,245.5 |
1,245.5 |
1,248.1 |
1,245.6 |
S2 |
1,242.2 |
1,242.2 |
1,247.6 |
|
S3 |
1,236.0 |
1,239.3 |
1,247.0 |
|
S4 |
1,229.8 |
1,233.1 |
1,245.3 |
|
|
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% |
10.8 |
0.9% |
35% |
False |
False |
2,314 |
10 |
1,265.0 |
1,236.7 |
28.3 |
2.3% |
10.4 |
0.8% |
42% |
False |
False |
1,400 |
20 |
1,265.0 |
1,216.3 |
48.7 |
3.9% |
10.5 |
0.8% |
67% |
False |
False |
1,111 |
40 |
1,265.0 |
1,162.5 |
102.5 |
8.2% |
10.8 |
0.9% |
84% |
False |
False |
1,247 |
60 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
11.0 |
0.9% |
79% |
False |
False |
1,064 |
80 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
10.9 |
0.9% |
79% |
False |
False |
921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.8 |
2.618 |
1,267.6 |
1.618 |
1,261.4 |
1.000 |
1,257.6 |
0.618 |
1,255.2 |
HIGH |
1,251.4 |
0.618 |
1,249.0 |
0.500 |
1,248.3 |
0.382 |
1,247.6 |
LOW |
1,245.2 |
0.618 |
1,241.4 |
1.000 |
1,239.0 |
1.618 |
1,235.2 |
2.618 |
1,229.0 |
4.250 |
1,218.9 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,250.2 |
PP |
1,248.4 |
1,249.7 |
S1 |
1,248.3 |
1,249.2 |
|