Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,738.48 |
10,664.39 |
-74.09 |
-0.7% |
10,608.08 |
High |
10,761.94 |
10,865.78 |
103.84 |
1.0% |
10,865.78 |
Low |
10,640.92 |
10,664.31 |
23.39 |
0.2% |
10,608.08 |
Close |
10,662.42 |
10,860.26 |
197.84 |
1.9% |
10,860.26 |
Range |
121.02 |
201.47 |
80.45 |
66.5% |
257.70 |
ATR |
122.88 |
128.63 |
5.75 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,401.19 |
11,332.20 |
10,971.07 |
|
R3 |
11,199.72 |
11,130.73 |
10,915.66 |
|
R2 |
10,998.25 |
10,998.25 |
10,897.20 |
|
R1 |
10,929.26 |
10,929.26 |
10,878.73 |
10,963.76 |
PP |
10,796.78 |
10,796.78 |
10,796.78 |
10,814.03 |
S1 |
10,727.79 |
10,727.79 |
10,841.79 |
10,762.29 |
S2 |
10,595.31 |
10,595.31 |
10,823.32 |
|
S3 |
10,393.84 |
10,526.32 |
10,804.86 |
|
S4 |
10,192.37 |
10,324.85 |
10,749.45 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,551.14 |
11,463.40 |
11,002.00 |
|
R3 |
11,293.44 |
11,205.70 |
10,931.13 |
|
R2 |
11,035.74 |
11,035.74 |
10,907.51 |
|
R1 |
10,948.00 |
10,948.00 |
10,883.88 |
10,991.87 |
PP |
10,778.04 |
10,778.04 |
10,778.04 |
10,799.98 |
S1 |
10,690.30 |
10,690.30 |
10,836.64 |
10,734.17 |
S2 |
10,520.34 |
10,520.34 |
10,813.02 |
|
S3 |
10,262.64 |
10,432.60 |
10,789.39 |
|
S4 |
10,004.94 |
10,174.90 |
10,718.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,865.78 |
10,608.08 |
257.70 |
2.4% |
140.23 |
1.3% |
98% |
True |
False |
|
10 |
10,865.78 |
10,458.60 |
407.18 |
3.7% |
116.98 |
1.1% |
99% |
True |
False |
|
20 |
10,865.78 |
9,936.62 |
929.16 |
8.6% |
124.49 |
1.1% |
99% |
True |
False |
|
40 |
10,865.78 |
9,936.62 |
929.16 |
8.6% |
131.78 |
1.2% |
99% |
True |
False |
|
60 |
10,865.78 |
9,614.32 |
1,251.46 |
11.5% |
141.47 |
1.3% |
100% |
True |
False |
|
80 |
10,865.78 |
9,614.32 |
1,251.46 |
11.5% |
150.34 |
1.4% |
100% |
True |
False |
|
100 |
10,946.79 |
9,614.32 |
1,332.47 |
12.3% |
175.63 |
1.6% |
94% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.1% |
167.17 |
1.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,722.03 |
2.618 |
11,393.23 |
1.618 |
11,191.76 |
1.000 |
11,067.25 |
0.618 |
10,990.29 |
HIGH |
10,865.78 |
0.618 |
10,788.82 |
0.500 |
10,765.05 |
0.382 |
10,741.27 |
LOW |
10,664.31 |
0.618 |
10,539.80 |
1.000 |
10,462.84 |
1.618 |
10,338.33 |
2.618 |
10,136.86 |
4.250 |
9,808.06 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,828.52 |
10,824.62 |
PP |
10,796.78 |
10,788.99 |
S1 |
10,765.05 |
10,753.35 |
|