Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,809.17 |
10,857.98 |
48.81 |
0.5% |
10,608.08 |
High |
10,886.21 |
10,869.26 |
-16.95 |
-0.2% |
10,865.78 |
Low |
10,728.64 |
10,798.88 |
70.24 |
0.7% |
10,608.08 |
Close |
10,858.14 |
10,835.28 |
-22.86 |
-0.2% |
10,860.26 |
Range |
157.57 |
70.38 |
-87.19 |
-55.3% |
257.70 |
ATR |
126.38 |
122.38 |
-4.00 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,045.61 |
11,010.83 |
10,873.99 |
|
R3 |
10,975.23 |
10,940.45 |
10,854.63 |
|
R2 |
10,904.85 |
10,904.85 |
10,848.18 |
|
R1 |
10,870.07 |
10,870.07 |
10,841.73 |
10,852.27 |
PP |
10,834.47 |
10,834.47 |
10,834.47 |
10,825.58 |
S1 |
10,799.69 |
10,799.69 |
10,828.83 |
10,781.89 |
S2 |
10,764.09 |
10,764.09 |
10,822.38 |
|
S3 |
10,693.71 |
10,729.31 |
10,815.93 |
|
S4 |
10,623.33 |
10,658.93 |
10,796.57 |
|
|
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 |
10,886.21 |
10,640.92 |
245.29 |
2.3% |
122.80 |
1.1% |
79% |
False |
False |
|
10 |
10,886.21 |
10,522.48 |
363.73 |
3.4% |
115.67 |
1.1% |
86% |
False |
False |
|
20 |
10,886.21 |
10,016.01 |
870.20 |
8.0% |
114.18 |
1.1% |
94% |
False |
False |
|
40 |
10,886.21 |
9,936.62 |
949.59 |
8.8% |
127.59 |
1.2% |
95% |
False |
False |
|
60 |
10,886.21 |
9,736.70 |
1,149.51 |
10.6% |
137.51 |
1.3% |
96% |
False |
False |
|
80 |
10,886.21 |
9,614.32 |
1,271.89 |
11.7% |
145.58 |
1.3% |
96% |
False |
False |
|
100 |
10,920.27 |
9,614.32 |
1,305.95 |
12.1% |
163.75 |
1.5% |
93% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.2% |
167.13 |
1.5% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,168.38 |
2.618 |
11,053.51 |
1.618 |
10,983.13 |
1.000 |
10,939.64 |
0.618 |
10,912.75 |
HIGH |
10,869.26 |
0.618 |
10,842.37 |
0.500 |
10,834.07 |
0.382 |
10,825.77 |
LOW |
10,798.88 |
0.618 |
10,755.39 |
1.000 |
10,728.50 |
1.618 |
10,685.01 |
2.618 |
10,614.63 |
4.250 |
10,499.77 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,834.88 |
10,826.00 |
PP |
10,834.47 |
10,816.71 |
S1 |
10,834.07 |
10,807.43 |
|