Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,301.0 |
1,295.7 |
-5.3 |
-0.4% |
1,282.5 |
High |
1,303.1 |
1,313.2 |
10.1 |
0.8% |
1,302.6 |
Low |
1,298.0 |
1,284.5 |
-13.5 |
-1.0% |
1,274.7 |
Close |
1,300.3 |
1,310.0 |
9.7 |
0.7% |
1,299.8 |
Range |
5.1 |
28.7 |
23.6 |
462.7% |
27.9 |
ATR |
11.6 |
12.8 |
1.2 |
10.6% |
0.0 |
Volume |
469 |
611 |
142 |
30.3% |
6,511 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.7 |
1,378.0 |
1,325.8 |
|
R3 |
1,360.0 |
1,349.3 |
1,317.9 |
|
R2 |
1,331.3 |
1,331.3 |
1,315.3 |
|
R1 |
1,320.6 |
1,320.6 |
1,312.6 |
1,326.0 |
PP |
1,302.6 |
1,302.6 |
1,302.6 |
1,305.2 |
S1 |
1,291.9 |
1,291.9 |
1,307.4 |
1,297.3 |
S2 |
1,273.9 |
1,273.9 |
1,304.7 |
|
S3 |
1,245.2 |
1,263.2 |
1,302.1 |
|
S4 |
1,216.5 |
1,234.5 |
1,294.2 |
|
|
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 |
1,313.2 |
1,284.5 |
28.7 |
2.2% |
11.8 |
0.9% |
89% |
True |
True |
1,046 |
10 |
1,313.2 |
1,266.4 |
46.8 |
3.6% |
11.3 |
0.9% |
93% |
True |
False |
1,236 |
20 |
1,313.2 |
1,236.7 |
76.5 |
5.8% |
12.0 |
0.9% |
96% |
True |
False |
1,354 |
40 |
1,313.2 |
1,186.0 |
127.2 |
9.7% |
11.0 |
0.8% |
97% |
True |
False |
1,299 |
60 |
1,313.2 |
1,162.5 |
150.7 |
11.5% |
10.7 |
0.8% |
98% |
True |
False |
1,120 |
80 |
1,313.2 |
1,162.5 |
150.7 |
11.5% |
11.3 |
0.9% |
98% |
True |
False |
1,044 |
100 |
1,313.2 |
1,162.5 |
150.7 |
11.5% |
11.7 |
0.9% |
98% |
True |
False |
905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.2 |
2.618 |
1,388.3 |
1.618 |
1,359.6 |
1.000 |
1,341.9 |
0.618 |
1,330.9 |
HIGH |
1,313.2 |
0.618 |
1,302.2 |
0.500 |
1,298.9 |
0.382 |
1,295.5 |
LOW |
1,284.5 |
0.618 |
1,266.8 |
1.000 |
1,255.8 |
1.618 |
1,238.1 |
2.618 |
1,209.4 |
4.250 |
1,162.5 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,306.3 |
1,306.3 |
PP |
1,302.6 |
1,302.6 |
S1 |
1,298.9 |
1,298.9 |
|