Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,298.0 |
1,297.5 |
-0.5 |
0.0% |
1,282.5 |
High |
1,299.0 |
1,302.6 |
3.6 |
0.3% |
1,302.6 |
Low |
1,290.6 |
1,295.4 |
4.8 |
0.4% |
1,274.7 |
Close |
1,298.0 |
1,299.8 |
1.8 |
0.1% |
1,299.8 |
Range |
8.4 |
7.2 |
-1.2 |
-14.3% |
27.9 |
ATR |
12.4 |
12.1 |
-0.4 |
-3.0% |
0.0 |
Volume |
2,224 |
965 |
-1,259 |
-56.6% |
6,511 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.9 |
1,317.5 |
1,303.8 |
|
R3 |
1,313.7 |
1,310.3 |
1,301.8 |
|
R2 |
1,306.5 |
1,306.5 |
1,301.1 |
|
R1 |
1,303.1 |
1,303.1 |
1,300.5 |
1,304.8 |
PP |
1,299.3 |
1,299.3 |
1,299.3 |
1,300.1 |
S1 |
1,295.9 |
1,295.9 |
1,299.1 |
1,297.6 |
S2 |
1,292.1 |
1,292.1 |
1,298.5 |
|
S3 |
1,284.9 |
1,288.7 |
1,297.8 |
|
S4 |
1,277.7 |
1,281.5 |
1,295.8 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.1 |
1,365.8 |
1,315.1 |
|
R3 |
1,348.2 |
1,337.9 |
1,307.5 |
|
R2 |
1,320.3 |
1,320.3 |
1,304.9 |
|
R1 |
1,310.0 |
1,310.0 |
1,302.4 |
1,315.2 |
PP |
1,292.4 |
1,292.4 |
1,292.4 |
1,294.9 |
S1 |
1,282.1 |
1,282.1 |
1,297.2 |
1,287.3 |
S2 |
1,264.5 |
1,264.5 |
1,294.7 |
|
S3 |
1,236.6 |
1,254.2 |
1,292.1 |
|
S4 |
1,208.7 |
1,226.3 |
1,284.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,302.6 |
1,274.7 |
27.9 |
2.1% |
10.0 |
0.8% |
90% |
True |
False |
1,302 |
10 |
1,302.6 |
1,245.2 |
57.4 |
4.4% |
11.1 |
0.9% |
95% |
True |
False |
1,417 |
20 |
1,302.6 |
1,236.7 |
65.9 |
5.1% |
10.8 |
0.8% |
96% |
True |
False |
1,365 |
40 |
1,302.6 |
1,170.2 |
132.4 |
10.2% |
10.9 |
0.8% |
98% |
True |
False |
1,314 |
60 |
1,302.6 |
1,162.5 |
140.1 |
10.8% |
10.9 |
0.8% |
98% |
True |
False |
1,115 |
80 |
1,302.6 |
1,162.5 |
140.1 |
10.8% |
11.2 |
0.9% |
98% |
True |
False |
1,033 |
100 |
1,302.6 |
1,162.5 |
140.1 |
10.8% |
11.8 |
0.9% |
98% |
True |
False |
897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.2 |
2.618 |
1,321.4 |
1.618 |
1,314.2 |
1.000 |
1,309.8 |
0.618 |
1,307.0 |
HIGH |
1,302.6 |
0.618 |
1,299.8 |
0.500 |
1,299.0 |
0.382 |
1,298.2 |
LOW |
1,295.4 |
0.618 |
1,291.0 |
1.000 |
1,288.2 |
1.618 |
1,283.8 |
2.618 |
1,276.6 |
4.250 |
1,264.8 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,299.5 |
1,298.5 |
PP |
1,299.3 |
1,297.3 |
S1 |
1,299.0 |
1,296.0 |
|