Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,458.60 |
10,544.73 |
86.13 |
0.8% |
10,446.80 |
High |
10,567.59 |
10,588.32 |
20.73 |
0.2% |
10,476.62 |
Low |
10,458.60 |
10,499.70 |
41.10 |
0.4% |
10,332.40 |
Close |
10,544.13 |
10,526.49 |
-17.64 |
-0.2% |
10,462.77 |
Range |
108.99 |
88.62 |
-20.37 |
-18.7% |
144.22 |
ATR |
134.06 |
130.81 |
-3.25 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,804.03 |
10,753.88 |
10,575.23 |
|
R3 |
10,715.41 |
10,665.26 |
10,550.86 |
|
R2 |
10,626.79 |
10,626.79 |
10,542.74 |
|
R1 |
10,576.64 |
10,576.64 |
10,534.61 |
10,557.41 |
PP |
10,538.17 |
10,538.17 |
10,538.17 |
10,528.55 |
S1 |
10,488.02 |
10,488.02 |
10,518.37 |
10,468.79 |
S2 |
10,449.55 |
10,449.55 |
10,510.24 |
|
S3 |
10,360.93 |
10,399.40 |
10,502.12 |
|
S4 |
10,272.31 |
10,310.78 |
10,477.75 |
|
|
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 |
10,588.32 |
10,335.69 |
252.63 |
2.4% |
89.34 |
0.8% |
76% |
True |
False |
|
10 |
10,588.32 |
9,941.84 |
646.48 |
6.1% |
115.15 |
1.1% |
90% |
True |
False |
|
20 |
10,588.32 |
9,936.62 |
651.70 |
6.2% |
138.69 |
1.3% |
91% |
True |
False |
|
40 |
10,719.94 |
9,936.62 |
783.32 |
7.4% |
140.06 |
1.3% |
75% |
False |
False |
|
60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.5% |
148.94 |
1.4% |
83% |
False |
False |
|
80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.5% |
161.00 |
1.5% |
83% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
179.23 |
1.7% |
55% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.6% |
164.51 |
1.6% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,964.96 |
2.618 |
10,820.33 |
1.618 |
10,731.71 |
1.000 |
10,676.94 |
0.618 |
10,643.09 |
HIGH |
10,588.32 |
0.618 |
10,554.47 |
0.500 |
10,544.01 |
0.382 |
10,533.55 |
LOW |
10,499.70 |
0.618 |
10,444.93 |
1.000 |
10,411.08 |
1.618 |
10,356.31 |
2.618 |
10,267.69 |
4.250 |
10,123.07 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,544.01 |
10,516.24 |
PP |
10,538.17 |
10,505.99 |
S1 |
10,532.33 |
10,495.75 |
|