Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,595.51 |
10,608.08 |
12.57 |
0.1% |
10,458.60 |
High |
10,650.16 |
10,774.13 |
123.97 |
1.2% |
10,650.16 |
Low |
10,567.36 |
10,608.08 |
40.72 |
0.4% |
10,458.60 |
Close |
10,607.85 |
10,753.62 |
145.77 |
1.4% |
10,607.85 |
Range |
82.80 |
166.05 |
83.25 |
100.5% |
191.56 |
ATR |
122.63 |
125.74 |
3.12 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,210.09 |
11,147.91 |
10,844.95 |
|
R3 |
11,044.04 |
10,981.86 |
10,799.28 |
|
R2 |
10,877.99 |
10,877.99 |
10,784.06 |
|
R1 |
10,815.81 |
10,815.81 |
10,768.84 |
10,846.90 |
PP |
10,711.94 |
10,711.94 |
10,711.94 |
10,727.49 |
S1 |
10,649.76 |
10,649.76 |
10,738.40 |
10,680.85 |
S2 |
10,545.89 |
10,545.89 |
10,723.18 |
|
S3 |
10,379.84 |
10,483.71 |
10,707.96 |
|
S4 |
10,213.79 |
10,317.66 |
10,662.29 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,146.88 |
11,068.93 |
10,713.21 |
|
R3 |
10,955.32 |
10,877.37 |
10,660.53 |
|
R2 |
10,763.76 |
10,763.76 |
10,642.97 |
|
R1 |
10,685.81 |
10,685.81 |
10,625.41 |
10,724.79 |
PP |
10,572.20 |
10,572.20 |
10,572.20 |
10,591.69 |
S1 |
10,494.25 |
10,494.25 |
10,590.29 |
10,533.23 |
S2 |
10,380.64 |
10,380.64 |
10,572.73 |
|
S3 |
10,189.08 |
10,302.69 |
10,555.17 |
|
S4 |
9,997.52 |
10,111.13 |
10,502.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,774.13 |
10,480.78 |
293.35 |
2.7% |
105.14 |
1.0% |
93% |
True |
False |
|
10 |
10,774.13 |
10,332.40 |
441.73 |
4.1% |
99.82 |
0.9% |
95% |
True |
False |
|
20 |
10,774.13 |
9,936.62 |
837.51 |
7.8% |
128.35 |
1.2% |
98% |
True |
False |
|
40 |
10,774.13 |
9,936.62 |
837.51 |
7.8% |
130.37 |
1.2% |
98% |
True |
False |
|
60 |
10,774.13 |
9,614.32 |
1,159.81 |
10.8% |
144.24 |
1.3% |
98% |
True |
False |
|
80 |
10,774.13 |
9,614.32 |
1,159.81 |
10.8% |
154.75 |
1.4% |
98% |
True |
False |
|
100 |
11,197.93 |
9,614.32 |
1,583.61 |
14.7% |
178.30 |
1.7% |
72% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.3% |
165.19 |
1.5% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,479.84 |
2.618 |
11,208.85 |
1.618 |
11,042.80 |
1.000 |
10,940.18 |
0.618 |
10,876.75 |
HIGH |
10,774.13 |
0.618 |
10,710.70 |
0.500 |
10,691.11 |
0.382 |
10,671.51 |
LOW |
10,608.08 |
0.618 |
10,505.46 |
1.000 |
10,442.03 |
1.618 |
10,339.41 |
2.618 |
10,173.36 |
4.250 |
9,902.37 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,732.78 |
10,718.52 |
PP |
10,711.94 |
10,683.41 |
S1 |
10,691.11 |
10,648.31 |
|