Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,664.39 |
10,860.03 |
195.64 |
1.8% |
10,608.08 |
High |
10,865.78 |
10,873.20 |
7.42 |
0.1% |
10,865.78 |
Low |
10,664.31 |
10,809.62 |
145.31 |
1.4% |
10,608.08 |
Close |
10,860.26 |
10,812.04 |
-48.22 |
-0.4% |
10,860.26 |
Range |
201.47 |
63.58 |
-137.89 |
-68.4% |
257.70 |
ATR |
128.63 |
123.98 |
-4.65 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,022.36 |
10,980.78 |
10,847.01 |
|
R3 |
10,958.78 |
10,917.20 |
10,829.52 |
|
R2 |
10,895.20 |
10,895.20 |
10,823.70 |
|
R1 |
10,853.62 |
10,853.62 |
10,817.87 |
10,842.62 |
PP |
10,831.62 |
10,831.62 |
10,831.62 |
10,826.12 |
S1 |
10,790.04 |
10,790.04 |
10,806.21 |
10,779.04 |
S2 |
10,768.04 |
10,768.04 |
10,800.38 |
|
S3 |
10,704.46 |
10,726.46 |
10,794.56 |
|
S4 |
10,640.88 |
10,662.88 |
10,777.07 |
|
|
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 |
10,873.20 |
10,640.92 |
232.28 |
2.1% |
119.74 |
1.1% |
74% |
True |
False |
|
10 |
10,873.20 |
10,480.78 |
392.42 |
3.6% |
112.44 |
1.0% |
84% |
True |
False |
|
20 |
10,873.20 |
9,941.84 |
931.36 |
8.6% |
116.51 |
1.1% |
93% |
True |
False |
|
40 |
10,873.20 |
9,936.62 |
936.58 |
8.7% |
129.38 |
1.2% |
93% |
True |
False |
|
60 |
10,873.20 |
9,614.32 |
1,258.88 |
11.6% |
139.64 |
1.3% |
95% |
True |
False |
|
80 |
10,873.20 |
9,614.32 |
1,258.88 |
11.6% |
149.38 |
1.4% |
95% |
True |
False |
|
100 |
10,920.27 |
9,614.32 |
1,305.95 |
12.1% |
174.95 |
1.6% |
92% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.2% |
166.73 |
1.5% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,143.42 |
2.618 |
11,039.65 |
1.618 |
10,976.07 |
1.000 |
10,936.78 |
0.618 |
10,912.49 |
HIGH |
10,873.20 |
0.618 |
10,848.91 |
0.500 |
10,841.41 |
0.382 |
10,833.91 |
LOW |
10,809.62 |
0.618 |
10,770.33 |
1.000 |
10,746.04 |
1.618 |
10,706.75 |
2.618 |
10,643.17 |
4.250 |
10,539.41 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,841.41 |
10,793.71 |
PP |
10,831.62 |
10,775.39 |
S1 |
10,821.83 |
10,757.06 |
|