Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,279.2 |
1,282.5 |
3.3 |
0.3% |
1,248.7 |
High |
1,285.7 |
1,286.7 |
1.0 |
0.1% |
1,285.7 |
Low |
1,275.5 |
1,280.2 |
4.7 |
0.4% |
1,245.2 |
Close |
1,279.2 |
1,282.5 |
3.3 |
0.3% |
1,279.2 |
Range |
10.2 |
6.5 |
-3.7 |
-36.3% |
40.5 |
ATR |
11.8 |
11.5 |
-0.3 |
-2.6% |
0.0 |
Volume |
760 |
1,375 |
615 |
80.9% |
7,665 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.6 |
1,299.1 |
1,286.1 |
|
R3 |
1,296.1 |
1,292.6 |
1,284.3 |
|
R2 |
1,289.6 |
1,289.6 |
1,283.7 |
|
R1 |
1,286.1 |
1,286.1 |
1,283.1 |
1,285.8 |
PP |
1,283.1 |
1,283.1 |
1,283.1 |
1,283.0 |
S1 |
1,279.6 |
1,279.6 |
1,281.9 |
1,279.3 |
S2 |
1,276.6 |
1,276.6 |
1,281.3 |
|
S3 |
1,270.1 |
1,273.1 |
1,280.7 |
|
S4 |
1,263.6 |
1,266.6 |
1,278.9 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.5 |
1,375.9 |
1,301.5 |
|
R3 |
1,351.0 |
1,335.4 |
1,290.3 |
|
R2 |
1,310.5 |
1,310.5 |
1,286.6 |
|
R1 |
1,294.9 |
1,294.9 |
1,282.9 |
1,302.7 |
PP |
1,270.0 |
1,270.0 |
1,270.0 |
1,274.0 |
S1 |
1,254.4 |
1,254.4 |
1,275.5 |
1,262.2 |
S2 |
1,229.5 |
1,229.5 |
1,271.8 |
|
S3 |
1,189.0 |
1,213.9 |
1,268.1 |
|
S4 |
1,148.5 |
1,173.4 |
1,256.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.7 |
1,252.0 |
34.7 |
2.7% |
12.1 |
0.9% |
88% |
True |
False |
1,404 |
10 |
1,286.7 |
1,240.0 |
46.7 |
3.6% |
11.5 |
0.9% |
91% |
True |
False |
1,859 |
20 |
1,286.7 |
1,216.3 |
70.4 |
5.5% |
11.1 |
0.9% |
94% |
True |
False |
1,259 |
40 |
1,286.7 |
1,162.5 |
124.2 |
9.7% |
11.2 |
0.9% |
97% |
True |
False |
1,341 |
60 |
1,286.7 |
1,162.5 |
124.2 |
9.7% |
10.7 |
0.8% |
97% |
True |
False |
1,092 |
80 |
1,286.7 |
1,162.5 |
124.2 |
9.7% |
11.0 |
0.9% |
97% |
True |
False |
987 |
100 |
1,286.7 |
1,162.5 |
124.2 |
9.7% |
11.6 |
0.9% |
97% |
True |
False |
852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.3 |
2.618 |
1,303.7 |
1.618 |
1,297.2 |
1.000 |
1,293.2 |
0.618 |
1,290.7 |
HIGH |
1,286.7 |
0.618 |
1,284.2 |
0.500 |
1,283.5 |
0.382 |
1,282.7 |
LOW |
1,280.2 |
0.618 |
1,276.2 |
1.000 |
1,273.7 |
1.618 |
1,269.7 |
2.618 |
1,263.2 |
4.250 |
1,252.6 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,283.5 |
1,281.1 |
PP |
1,283.1 |
1,279.8 |
S1 |
1,282.8 |
1,278.4 |
|