Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,297.5 |
1,301.0 |
3.5 |
0.3% |
1,282.5 |
High |
1,302.6 |
1,303.1 |
0.5 |
0.0% |
1,302.6 |
Low |
1,295.4 |
1,298.0 |
2.6 |
0.2% |
1,274.7 |
Close |
1,299.8 |
1,300.3 |
0.5 |
0.0% |
1,299.8 |
Range |
7.2 |
5.1 |
-2.1 |
-29.2% |
27.9 |
ATR |
12.1 |
11.6 |
-0.5 |
-4.1% |
0.0 |
Volume |
965 |
469 |
-496 |
-51.4% |
6,511 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.8 |
1,313.1 |
1,303.1 |
|
R3 |
1,310.7 |
1,308.0 |
1,301.7 |
|
R2 |
1,305.6 |
1,305.6 |
1,301.2 |
|
R1 |
1,302.9 |
1,302.9 |
1,300.8 |
1,301.7 |
PP |
1,300.5 |
1,300.5 |
1,300.5 |
1,299.9 |
S1 |
1,297.8 |
1,297.8 |
1,299.8 |
1,296.6 |
S2 |
1,295.4 |
1,295.4 |
1,299.4 |
|
S3 |
1,290.3 |
1,292.7 |
1,298.9 |
|
S4 |
1,285.2 |
1,287.6 |
1,297.5 |
|
|
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 |
1,303.1 |
1,274.7 |
28.4 |
2.2% |
9.7 |
0.7% |
90% |
True |
False |
1,121 |
10 |
1,303.1 |
1,252.0 |
51.1 |
3.9% |
10.9 |
0.8% |
95% |
True |
False |
1,262 |
20 |
1,303.1 |
1,236.7 |
66.4 |
5.1% |
10.7 |
0.8% |
96% |
True |
False |
1,331 |
40 |
1,303.1 |
1,180.5 |
122.6 |
9.4% |
10.6 |
0.8% |
98% |
True |
False |
1,287 |
60 |
1,303.1 |
1,162.5 |
140.6 |
10.8% |
10.3 |
0.8% |
98% |
True |
False |
1,115 |
80 |
1,303.1 |
1,162.5 |
140.6 |
10.8% |
11.2 |
0.9% |
98% |
True |
False |
1,038 |
100 |
1,303.1 |
1,162.5 |
140.6 |
10.8% |
11.7 |
0.9% |
98% |
True |
False |
901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.8 |
2.618 |
1,316.5 |
1.618 |
1,311.4 |
1.000 |
1,308.2 |
0.618 |
1,306.3 |
HIGH |
1,303.1 |
0.618 |
1,301.2 |
0.500 |
1,300.6 |
0.382 |
1,299.9 |
LOW |
1,298.0 |
0.618 |
1,294.8 |
1.000 |
1,292.9 |
1.618 |
1,289.7 |
2.618 |
1,284.6 |
4.250 |
1,276.3 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,300.6 |
1,299.2 |
PP |
1,300.5 |
1,298.0 |
S1 |
1,300.4 |
1,296.9 |
|