Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
111.65 |
111.12 |
-0.53 |
-0.5% |
110.37 |
High |
111.68 |
111.61 |
-0.07 |
-0.1% |
111.68 |
Low |
110.62 |
110.87 |
0.25 |
0.2% |
109.55 |
Close |
110.92 |
111.48 |
0.56 |
0.5% |
111.48 |
Range |
1.06 |
0.74 |
-0.32 |
-30.2% |
2.13 |
ATR |
1.71 |
1.64 |
-0.07 |
-4.1% |
0.00 |
Volume |
146,947,039 |
127,752,166 |
-19,194,873 |
-13.1% |
566,433,134 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.54 |
113.25 |
111.89 |
|
R3 |
112.80 |
112.51 |
111.69 |
|
R2 |
112.06 |
112.06 |
111.62 |
|
R1 |
111.77 |
111.77 |
111.55 |
111.92 |
PP |
111.32 |
111.32 |
111.32 |
111.39 |
S1 |
111.03 |
111.03 |
111.41 |
111.18 |
S2 |
110.58 |
110.58 |
111.35 |
|
S3 |
109.84 |
110.29 |
111.28 |
|
S4 |
109.10 |
109.55 |
111.08 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.29 |
116.52 |
112.65 |
|
R3 |
115.16 |
114.39 |
112.07 |
|
R2 |
113.03 |
113.03 |
111.87 |
|
R1 |
112.26 |
112.26 |
111.68 |
112.65 |
PP |
110.90 |
110.90 |
110.90 |
111.10 |
S1 |
110.13 |
110.13 |
111.29 |
110.52 |
S2 |
108.77 |
108.77 |
111.09 |
|
S3 |
106.64 |
108.00 |
110.90 |
|
S4 |
104.51 |
105.87 |
110.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.68 |
109.55 |
2.13 |
1.9% |
0.97 |
0.9% |
91% |
False |
False |
155,711,777 |
10 |
111.68 |
104.31 |
7.37 |
6.6% |
1.36 |
1.2% |
97% |
False |
False |
191,521,835 |
20 |
111.68 |
104.29 |
7.39 |
6.6% |
1.43 |
1.3% |
97% |
False |
False |
199,560,733 |
40 |
113.18 |
104.29 |
8.89 |
8.0% |
1.51 |
1.4% |
81% |
False |
False |
205,420,865 |
60 |
113.20 |
101.13 |
12.07 |
10.8% |
1.59 |
1.4% |
86% |
False |
False |
215,535,602 |
80 |
113.20 |
101.13 |
12.07 |
10.8% |
1.78 |
1.6% |
86% |
False |
False |
239,873,371 |
100 |
122.12 |
101.13 |
20.99 |
18.8% |
1.93 |
1.7% |
49% |
False |
False |
254,178,369 |
120 |
122.12 |
101.13 |
20.99 |
18.8% |
1.80 |
1.6% |
49% |
False |
False |
240,005,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.76 |
2.618 |
113.55 |
1.618 |
112.81 |
1.000 |
112.35 |
0.618 |
112.07 |
HIGH |
111.61 |
0.618 |
111.33 |
0.500 |
111.24 |
0.382 |
111.15 |
LOW |
110.87 |
0.618 |
110.41 |
1.000 |
110.13 |
1.618 |
109.67 |
2.618 |
108.93 |
4.250 |
107.73 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
111.40 |
111.24 |
PP |
111.32 |
110.99 |
S1 |
111.24 |
110.75 |
|