Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,312.5 |
1,311.1 |
-1.4 |
-0.1% |
1,282.5 |
High |
1,315.7 |
1,318.1 |
2.4 |
0.2% |
1,302.6 |
Low |
1,308.0 |
1,299.6 |
-8.4 |
-0.6% |
1,274.7 |
Close |
1,312.1 |
1,311.4 |
-0.7 |
-0.1% |
1,299.8 |
Range |
7.7 |
18.5 |
10.8 |
140.3% |
27.9 |
ATR |
12.4 |
12.9 |
0.4 |
3.5% |
0.0 |
Volume |
5,226 |
5,098 |
-128 |
-2.4% |
6,511 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.2 |
1,356.8 |
1,321.6 |
|
R3 |
1,346.7 |
1,338.3 |
1,316.5 |
|
R2 |
1,328.2 |
1,328.2 |
1,314.8 |
|
R1 |
1,319.8 |
1,319.8 |
1,313.1 |
1,324.0 |
PP |
1,309.7 |
1,309.7 |
1,309.7 |
1,311.8 |
S1 |
1,301.3 |
1,301.3 |
1,309.7 |
1,305.5 |
S2 |
1,291.2 |
1,291.2 |
1,308.0 |
|
S3 |
1,272.7 |
1,282.8 |
1,306.3 |
|
S4 |
1,254.2 |
1,264.3 |
1,301.2 |
|
|
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 |
1,318.1 |
1,284.5 |
33.6 |
2.6% |
13.4 |
1.0% |
80% |
True |
False |
2,473 |
10 |
1,318.1 |
1,274.7 |
43.4 |
3.3% |
12.0 |
0.9% |
85% |
True |
False |
1,867 |
20 |
1,318.1 |
1,240.0 |
78.1 |
6.0% |
11.9 |
0.9% |
91% |
True |
False |
1,850 |
40 |
1,318.1 |
1,194.2 |
123.9 |
9.4% |
11.5 |
0.9% |
95% |
True |
False |
1,489 |
60 |
1,318.1 |
1,162.5 |
155.6 |
11.9% |
10.6 |
0.8% |
96% |
True |
False |
1,274 |
80 |
1,318.1 |
1,162.5 |
155.6 |
11.9% |
11.1 |
0.8% |
96% |
True |
False |
1,162 |
100 |
1,318.1 |
1,162.5 |
155.6 |
11.9% |
11.6 |
0.9% |
96% |
True |
False |
1,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.7 |
2.618 |
1,366.5 |
1.618 |
1,348.0 |
1.000 |
1,336.6 |
0.618 |
1,329.5 |
HIGH |
1,318.1 |
0.618 |
1,311.0 |
0.500 |
1,308.9 |
0.382 |
1,306.7 |
LOW |
1,299.6 |
0.618 |
1,288.2 |
1.000 |
1,281.1 |
1.618 |
1,269.7 |
2.618 |
1,251.2 |
4.250 |
1,221.0 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,310.6 |
1,308.0 |
PP |
1,309.7 |
1,304.7 |
S1 |
1,308.9 |
1,301.3 |
|