Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,248.7 |
1,273.3 |
24.6 |
2.0% |
1,260.8 |
High |
1,251.4 |
1,276.8 |
25.4 |
2.0% |
1,265.0 |
Low |
1,245.2 |
1,252.0 |
6.8 |
0.5% |
1,240.0 |
Close |
1,248.7 |
1,273.3 |
24.6 |
2.0% |
1,248.1 |
Range |
6.2 |
24.8 |
18.6 |
300.0% |
25.0 |
ATR |
11.0 |
12.2 |
1.2 |
11.1% |
0.0 |
Volume |
2,019 |
875 |
-1,144 |
-56.7% |
9,554 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.8 |
1,332.3 |
1,286.9 |
|
R3 |
1,317.0 |
1,307.5 |
1,280.1 |
|
R2 |
1,292.2 |
1,292.2 |
1,277.8 |
|
R1 |
1,282.7 |
1,282.7 |
1,275.6 |
1,285.7 |
PP |
1,267.4 |
1,267.4 |
1,267.4 |
1,268.9 |
S1 |
1,257.9 |
1,257.9 |
1,271.0 |
1,260.9 |
S2 |
1,242.6 |
1,242.6 |
1,268.8 |
|
S3 |
1,217.8 |
1,233.1 |
1,266.5 |
|
S4 |
1,193.0 |
1,208.3 |
1,259.7 |
|
|
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 |
1,276.8 |
1,240.0 |
36.8 |
2.9% |
13.0 |
1.0% |
90% |
True |
False |
2,210 |
10 |
1,276.8 |
1,236.7 |
40.1 |
3.1% |
12.6 |
1.0% |
91% |
True |
False |
1,472 |
20 |
1,276.8 |
1,216.3 |
60.5 |
4.8% |
11.1 |
0.9% |
94% |
True |
False |
1,108 |
40 |
1,276.8 |
1,162.5 |
114.3 |
9.0% |
11.5 |
0.9% |
97% |
True |
False |
1,263 |
60 |
1,276.8 |
1,162.5 |
114.3 |
9.0% |
11.2 |
0.9% |
97% |
True |
False |
1,010 |
80 |
1,276.8 |
1,162.5 |
114.3 |
9.0% |
11.0 |
0.9% |
97% |
True |
False |
926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.2 |
2.618 |
1,341.7 |
1.618 |
1,316.9 |
1.000 |
1,301.6 |
0.618 |
1,292.1 |
HIGH |
1,276.8 |
0.618 |
1,267.3 |
0.500 |
1,264.4 |
0.382 |
1,261.5 |
LOW |
1,252.0 |
0.618 |
1,236.7 |
1.000 |
1,227.2 |
1.618 |
1,211.9 |
2.618 |
1,187.1 |
4.250 |
1,146.6 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,270.3 |
1,268.3 |
PP |
1,267.4 |
1,263.4 |
S1 |
1,264.4 |
1,258.4 |
|