Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
113.80 |
112.49 |
-1.31 |
-1.2% |
112.58 |
High |
114.44 |
113.67 |
-0.77 |
-0.7% |
113.29 |
Low |
113.10 |
112.18 |
-0.92 |
-0.8% |
111.98 |
Close |
113.42 |
112.50 |
-0.92 |
-0.8% |
112.49 |
Range |
1.34 |
1.49 |
0.15 |
11.2% |
1.31 |
ATR |
1.49 |
1.49 |
0.00 |
0.0% |
0.00 |
Volume |
191,155,084 |
202,123,479 |
10,968,395 |
5.7% |
951,284,757 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.25 |
116.37 |
113.32 |
|
R3 |
115.76 |
114.88 |
112.91 |
|
R2 |
114.27 |
114.27 |
112.77 |
|
R1 |
113.39 |
113.39 |
112.63 |
113.83 |
PP |
112.78 |
112.78 |
112.78 |
113.00 |
S1 |
111.90 |
111.90 |
112.36 |
112.34 |
S2 |
111.29 |
111.29 |
112.22 |
|
S3 |
109.80 |
110.41 |
112.09 |
|
S4 |
108.31 |
108.92 |
111.68 |
|
|
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 |
114.84 |
112.18 |
2.66 |
2.4% |
1.41 |
1.3% |
12% |
False |
True |
214,387,796 |
10 |
114.84 |
110.87 |
3.97 |
3.5% |
1.18 |
1.1% |
41% |
False |
False |
195,522,866 |
20 |
114.84 |
104.31 |
10.53 |
9.4% |
1.32 |
1.2% |
78% |
False |
False |
198,345,922 |
40 |
114.84 |
104.29 |
10.55 |
9.4% |
1.38 |
1.2% |
78% |
False |
False |
200,173,232 |
60 |
114.84 |
101.13 |
13.71 |
12.2% |
1.52 |
1.4% |
83% |
False |
False |
209,466,595 |
80 |
114.84 |
101.13 |
13.71 |
12.2% |
1.63 |
1.4% |
83% |
False |
False |
221,297,614 |
100 |
119.03 |
101.13 |
17.90 |
15.9% |
1.90 |
1.7% |
64% |
False |
False |
251,905,413 |
120 |
122.12 |
101.13 |
20.99 |
18.7% |
1.81 |
1.6% |
54% |
False |
False |
242,606,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.00 |
2.618 |
117.57 |
1.618 |
116.08 |
1.000 |
115.16 |
0.618 |
114.59 |
HIGH |
113.67 |
0.618 |
113.10 |
0.500 |
112.93 |
0.382 |
112.75 |
LOW |
112.18 |
0.618 |
111.26 |
1.000 |
110.69 |
1.618 |
109.77 |
2.618 |
108.28 |
4.250 |
105.85 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
112.93 |
113.51 |
PP |
112.78 |
113.17 |
S1 |
112.64 |
112.84 |
|