Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,273.3 |
1,270.3 |
-3.0 |
-0.2% |
1,260.8 |
High |
1,276.8 |
1,275.0 |
-1.8 |
-0.1% |
1,265.0 |
Low |
1,252.0 |
1,266.4 |
14.4 |
1.2% |
1,240.0 |
Close |
1,273.3 |
1,270.3 |
-3.0 |
-0.2% |
1,248.1 |
Range |
24.8 |
8.6 |
-16.2 |
-65.3% |
25.0 |
ATR |
12.2 |
12.0 |
-0.3 |
-2.1% |
0.0 |
Volume |
875 |
1,494 |
619 |
70.7% |
9,554 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.4 |
1,291.9 |
1,275.0 |
|
R3 |
1,287.8 |
1,283.3 |
1,272.7 |
|
R2 |
1,279.2 |
1,279.2 |
1,271.9 |
|
R1 |
1,274.7 |
1,274.7 |
1,271.1 |
1,274.6 |
PP |
1,270.6 |
1,270.6 |
1,270.6 |
1,270.5 |
S1 |
1,266.1 |
1,266.1 |
1,269.5 |
1,266.0 |
S2 |
1,262.0 |
1,262.0 |
1,268.7 |
|
S3 |
1,253.4 |
1,257.5 |
1,267.9 |
|
S4 |
1,244.8 |
1,248.9 |
1,265.6 |
|
|
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% |
13.4 |
1.1% |
82% |
False |
False |
2,279 |
10 |
1,276.8 |
1,240.0 |
36.8 |
2.9% |
11.8 |
0.9% |
82% |
False |
False |
1,606 |
20 |
1,276.8 |
1,216.3 |
60.5 |
4.8% |
11.3 |
0.9% |
89% |
False |
False |
1,121 |
40 |
1,276.8 |
1,162.5 |
114.3 |
9.0% |
11.3 |
0.9% |
94% |
False |
False |
1,289 |
60 |
1,276.8 |
1,162.5 |
114.3 |
9.0% |
10.8 |
0.9% |
94% |
False |
False |
1,032 |
80 |
1,276.8 |
1,162.5 |
114.3 |
9.0% |
10.9 |
0.9% |
94% |
False |
False |
938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.6 |
2.618 |
1,297.5 |
1.618 |
1,288.9 |
1.000 |
1,283.6 |
0.618 |
1,280.3 |
HIGH |
1,275.0 |
0.618 |
1,271.7 |
0.500 |
1,270.7 |
0.382 |
1,269.7 |
LOW |
1,266.4 |
0.618 |
1,261.1 |
1.000 |
1,257.8 |
1.618 |
1,252.5 |
2.618 |
1,243.9 |
4.250 |
1,229.9 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,270.7 |
1,267.2 |
PP |
1,270.6 |
1,264.1 |
S1 |
1,270.4 |
1,261.0 |
|