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 |
10,388.14 |
10,415.01 |
26.87 |
0.3% |
10,446.80 |
High |
10,476.62 |
10,471.28 |
-5.34 |
-0.1% |
10,476.62 |
Low |
10,386.63 |
10,403.17 |
16.54 |
0.2% |
10,332.40 |
Close |
10,415.24 |
10,462.77 |
47.53 |
0.5% |
10,462.77 |
Range |
89.99 |
68.11 |
-21.88 |
-24.3% |
144.22 |
ATR |
141.21 |
135.98 |
-5.22 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,650.07 |
10,624.53 |
10,500.23 |
|
R3 |
10,581.96 |
10,556.42 |
10,481.50 |
|
R2 |
10,513.85 |
10,513.85 |
10,475.26 |
|
R1 |
10,488.31 |
10,488.31 |
10,469.01 |
10,501.08 |
PP |
10,445.74 |
10,445.74 |
10,445.74 |
10,452.13 |
S1 |
10,420.20 |
10,420.20 |
10,456.53 |
10,432.97 |
S2 |
10,377.63 |
10,377.63 |
10,450.28 |
|
S3 |
10,309.52 |
10,352.09 |
10,444.04 |
|
S4 |
10,241.41 |
10,283.98 |
10,425.31 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,856.59 |
10,803.90 |
10,542.09 |
|
R3 |
10,712.37 |
10,659.68 |
10,502.43 |
|
R2 |
10,568.15 |
10,568.15 |
10,489.21 |
|
R1 |
10,515.46 |
10,515.46 |
10,475.99 |
10,541.81 |
PP |
10,423.93 |
10,423.93 |
10,423.93 |
10,437.10 |
S1 |
10,371.24 |
10,371.24 |
10,449.55 |
10,397.59 |
S2 |
10,279.71 |
10,279.71 |
10,436.33 |
|
S3 |
10,135.49 |
10,227.02 |
10,423.11 |
|
S4 |
9,991.27 |
10,082.80 |
10,383.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,476.62 |
10,321.84 |
154.78 |
1.5% |
98.56 |
0.9% |
91% |
False |
False |
|
10 |
10,476.62 |
9,936.62 |
540.00 |
5.2% |
132.00 |
1.3% |
97% |
False |
False |
|
20 |
10,480.44 |
9,936.62 |
543.82 |
5.2% |
138.47 |
1.3% |
97% |
False |
False |
|
40 |
10,719.94 |
9,936.62 |
783.32 |
7.5% |
144.88 |
1.4% |
67% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
148.66 |
1.4% |
77% |
False |
False |
|
80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
165.68 |
1.6% |
77% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
179.41 |
1.7% |
52% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.7% |
164.29 |
1.6% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,760.75 |
2.618 |
10,649.59 |
1.618 |
10,581.48 |
1.000 |
10,539.39 |
0.618 |
10,513.37 |
HIGH |
10,471.28 |
0.618 |
10,445.26 |
0.500 |
10,437.23 |
0.382 |
10,429.19 |
LOW |
10,403.17 |
0.618 |
10,361.08 |
1.000 |
10,335.06 |
1.618 |
10,292.97 |
2.618 |
10,224.86 |
4.250 |
10,113.70 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,454.26 |
10,443.90 |
PP |
10,445.74 |
10,425.03 |
S1 |
10,437.23 |
10,406.16 |
|