Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,415.01 |
10,458.60 |
43.59 |
0.4% |
10,446.80 |
High |
10,471.28 |
10,567.59 |
96.31 |
0.9% |
10,476.62 |
Low |
10,403.17 |
10,458.60 |
55.43 |
0.5% |
10,332.40 |
Close |
10,462.77 |
10,544.13 |
81.36 |
0.8% |
10,462.77 |
Range |
68.11 |
108.99 |
40.88 |
60.0% |
144.22 |
ATR |
135.98 |
134.06 |
-1.93 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,850.41 |
10,806.26 |
10,604.07 |
|
R3 |
10,741.42 |
10,697.27 |
10,574.10 |
|
R2 |
10,632.43 |
10,632.43 |
10,564.11 |
|
R1 |
10,588.28 |
10,588.28 |
10,554.12 |
10,610.36 |
PP |
10,523.44 |
10,523.44 |
10,523.44 |
10,534.48 |
S1 |
10,479.29 |
10,479.29 |
10,534.14 |
10,501.37 |
S2 |
10,414.45 |
10,414.45 |
10,524.15 |
|
S3 |
10,305.46 |
10,370.30 |
10,514.16 |
|
S4 |
10,196.47 |
10,261.31 |
10,484.19 |
|
|
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 |
10,567.59 |
10,332.40 |
235.19 |
2.2% |
94.50 |
0.9% |
90% |
True |
False |
|
10 |
10,567.59 |
9,941.84 |
625.75 |
5.9% |
120.57 |
1.1% |
96% |
True |
False |
|
20 |
10,567.59 |
9,936.62 |
630.97 |
6.0% |
140.44 |
1.3% |
96% |
True |
False |
|
40 |
10,719.94 |
9,936.62 |
783.32 |
7.4% |
140.68 |
1.3% |
78% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.5% |
148.44 |
1.4% |
84% |
False |
False |
|
80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.5% |
164.57 |
1.6% |
84% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
179.67 |
1.7% |
57% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
164.29 |
1.6% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,030.80 |
2.618 |
10,852.93 |
1.618 |
10,743.94 |
1.000 |
10,676.58 |
0.618 |
10,634.95 |
HIGH |
10,567.59 |
0.618 |
10,525.96 |
0.500 |
10,513.10 |
0.382 |
10,500.23 |
LOW |
10,458.60 |
0.618 |
10,391.24 |
1.000 |
10,349.61 |
1.618 |
10,282.25 |
2.618 |
10,173.26 |
4.250 |
9,995.39 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,533.79 |
10,521.79 |
PP |
10,523.44 |
10,499.45 |
S1 |
10,513.10 |
10,477.11 |
|