Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,282.5 |
1,276.0 |
-6.5 |
-0.5% |
1,248.7 |
High |
1,286.7 |
1,293.0 |
6.3 |
0.5% |
1,285.7 |
Low |
1,280.2 |
1,274.7 |
-5.5 |
-0.4% |
1,245.2 |
Close |
1,282.5 |
1,276.0 |
-6.5 |
-0.5% |
1,279.2 |
Range |
6.5 |
18.3 |
11.8 |
181.5% |
40.5 |
ATR |
11.5 |
12.0 |
0.5 |
4.3% |
0.0 |
Volume |
1,375 |
983 |
-392 |
-28.5% |
7,665 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.1 |
1,324.4 |
1,286.1 |
|
R3 |
1,317.8 |
1,306.1 |
1,281.0 |
|
R2 |
1,299.5 |
1,299.5 |
1,279.4 |
|
R1 |
1,287.8 |
1,287.8 |
1,277.7 |
1,285.2 |
PP |
1,281.2 |
1,281.2 |
1,281.2 |
1,279.9 |
S1 |
1,269.5 |
1,269.5 |
1,274.3 |
1,266.9 |
S2 |
1,262.9 |
1,262.9 |
1,272.6 |
|
S3 |
1,244.6 |
1,251.2 |
1,271.0 |
|
S4 |
1,226.3 |
1,232.9 |
1,265.9 |
|
|
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 |
1,293.0 |
1,266.4 |
26.6 |
2.1% |
10.8 |
0.8% |
36% |
True |
False |
1,425 |
10 |
1,293.0 |
1,240.0 |
53.0 |
4.2% |
11.9 |
0.9% |
68% |
True |
False |
1,818 |
20 |
1,293.0 |
1,216.3 |
76.7 |
6.0% |
11.6 |
0.9% |
78% |
True |
False |
1,302 |
40 |
1,293.0 |
1,162.5 |
130.5 |
10.2% |
11.3 |
0.9% |
87% |
True |
False |
1,312 |
60 |
1,293.0 |
1,162.5 |
130.5 |
10.2% |
10.8 |
0.8% |
87% |
True |
False |
1,074 |
80 |
1,293.0 |
1,162.5 |
130.5 |
10.2% |
11.1 |
0.9% |
87% |
True |
False |
994 |
100 |
1,293.0 |
1,162.5 |
130.5 |
10.2% |
11.8 |
0.9% |
87% |
True |
False |
860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.8 |
2.618 |
1,340.9 |
1.618 |
1,322.6 |
1.000 |
1,311.3 |
0.618 |
1,304.3 |
HIGH |
1,293.0 |
0.618 |
1,286.0 |
0.500 |
1,283.9 |
0.382 |
1,281.7 |
LOW |
1,274.7 |
0.618 |
1,263.4 |
1.000 |
1,256.4 |
1.618 |
1,245.1 |
2.618 |
1,226.8 |
4.250 |
1,196.9 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,283.9 |
1,283.9 |
PP |
1,281.2 |
1,281.2 |
S1 |
1,278.6 |
1,278.6 |
|