Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
112.73 |
113.04 |
0.31 |
0.3% |
112.58 |
High |
113.12 |
113.15 |
0.03 |
0.0% |
113.29 |
Low |
112.35 |
112.18 |
-0.17 |
-0.2% |
111.98 |
Close |
113.05 |
112.49 |
-0.56 |
-0.5% |
112.49 |
Range |
0.77 |
0.97 |
0.20 |
26.0% |
1.31 |
ATR |
1.52 |
1.48 |
-0.04 |
-2.6% |
0.00 |
Volume |
199,783,257 |
195,747,243 |
-4,036,014 |
-2.0% |
951,284,757 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.52 |
114.97 |
113.02 |
|
R3 |
114.55 |
114.00 |
112.76 |
|
R2 |
113.58 |
113.58 |
112.67 |
|
R1 |
113.03 |
113.03 |
112.58 |
112.82 |
PP |
112.61 |
112.61 |
112.61 |
112.50 |
S1 |
112.06 |
112.06 |
112.40 |
111.85 |
S2 |
111.64 |
111.64 |
112.31 |
|
S3 |
110.67 |
111.09 |
112.22 |
|
S4 |
109.70 |
110.12 |
111.96 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.52 |
115.81 |
113.21 |
|
R3 |
115.21 |
114.50 |
112.85 |
|
R2 |
113.90 |
113.90 |
112.73 |
|
R1 |
113.19 |
113.19 |
112.61 |
112.89 |
PP |
112.59 |
112.59 |
112.59 |
112.44 |
S1 |
111.88 |
111.88 |
112.37 |
111.58 |
S2 |
111.28 |
111.28 |
112.25 |
|
S3 |
109.97 |
110.57 |
112.13 |
|
S4 |
108.66 |
109.26 |
111.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.29 |
111.98 |
1.31 |
1.2% |
1.00 |
0.9% |
39% |
False |
False |
190,256,951 |
10 |
113.29 |
109.55 |
3.74 |
3.3% |
0.98 |
0.9% |
79% |
False |
False |
172,984,364 |
20 |
113.29 |
104.29 |
9.00 |
8.0% |
1.32 |
1.2% |
91% |
False |
False |
200,804,819 |
40 |
113.29 |
104.29 |
9.00 |
8.0% |
1.36 |
1.2% |
91% |
False |
False |
197,557,780 |
60 |
113.29 |
101.13 |
12.16 |
10.8% |
1.54 |
1.4% |
93% |
False |
False |
212,334,340 |
80 |
113.29 |
101.13 |
12.16 |
10.8% |
1.66 |
1.5% |
93% |
False |
False |
225,649,601 |
100 |
121.11 |
101.13 |
19.98 |
17.8% |
1.90 |
1.7% |
57% |
False |
False |
252,610,407 |
120 |
122.12 |
101.13 |
20.99 |
18.7% |
1.79 |
1.6% |
54% |
False |
False |
240,082,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.27 |
2.618 |
115.69 |
1.618 |
114.72 |
1.000 |
114.12 |
0.618 |
113.75 |
HIGH |
113.15 |
0.618 |
112.78 |
0.500 |
112.67 |
0.382 |
112.55 |
LOW |
112.18 |
0.618 |
111.58 |
1.000 |
111.21 |
1.618 |
110.61 |
2.618 |
109.64 |
4.250 |
108.06 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
112.67 |
112.60 |
PP |
112.61 |
112.56 |
S1 |
112.55 |
112.53 |
|