Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,126.25 |
1,128.00 |
1.75 |
0.2% |
1,112.50 |
High |
1,129.00 |
1,137.75 |
8.75 |
0.8% |
1,137.75 |
Low |
1,118.00 |
1,127.75 |
9.75 |
0.9% |
1,112.00 |
Close |
1,127.75 |
1,131.15 |
3.40 |
0.3% |
1,131.15 |
Range |
11.00 |
10.00 |
-1.00 |
-9.1% |
25.75 |
ATR |
17.48 |
16.95 |
-0.53 |
-3.1% |
0.00 |
Volume |
375,122 |
74,961 |
-300,161 |
-80.0% |
2,514,057 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,162.25 |
1,156.75 |
1,136.75 |
|
R3 |
1,152.25 |
1,146.75 |
1,134.00 |
|
R2 |
1,142.25 |
1,142.25 |
1,133.00 |
|
R1 |
1,136.75 |
1,136.75 |
1,132.00 |
1,139.50 |
PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,133.50 |
S1 |
1,126.75 |
1,126.75 |
1,130.25 |
1,129.50 |
S2 |
1,122.25 |
1,122.25 |
1,129.25 |
|
S3 |
1,112.25 |
1,116.75 |
1,128.50 |
|
S4 |
1,102.25 |
1,106.75 |
1,125.75 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,204.25 |
1,193.50 |
1,145.25 |
|
R3 |
1,178.50 |
1,167.75 |
1,138.25 |
|
R2 |
1,152.75 |
1,152.75 |
1,135.75 |
|
R1 |
1,142.00 |
1,142.00 |
1,133.50 |
1,147.25 |
PP |
1,127.00 |
1,127.00 |
1,127.00 |
1,129.75 |
S1 |
1,116.25 |
1,116.25 |
1,128.75 |
1,121.50 |
S2 |
1,101.25 |
1,101.25 |
1,126.50 |
|
S3 |
1,075.50 |
1,090.50 |
1,124.00 |
|
S4 |
1,049.75 |
1,064.75 |
1,117.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,137.75 |
1,112.00 |
25.75 |
2.3% |
11.50 |
1.0% |
74% |
True |
False |
502,811 |
10 |
1,137.75 |
1,086.25 |
51.50 |
4.6% |
13.50 |
1.2% |
87% |
True |
False |
1,104,699 |
20 |
1,137.75 |
1,037.00 |
100.75 |
8.9% |
17.25 |
1.5% |
93% |
True |
False |
1,591,545 |
40 |
1,137.75 |
1,037.00 |
100.75 |
8.9% |
17.75 |
1.6% |
93% |
True |
False |
1,726,180 |
60 |
1,137.75 |
1,002.75 |
135.00 |
11.9% |
20.00 |
1.8% |
95% |
True |
False |
1,907,367 |
80 |
1,137.75 |
1,002.75 |
135.00 |
11.9% |
21.25 |
1.9% |
95% |
True |
False |
1,698,900 |
100 |
1,203.25 |
1,002.75 |
200.50 |
17.7% |
23.75 |
2.1% |
64% |
False |
False |
1,360,268 |
120 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
22.00 |
1.9% |
62% |
False |
False |
1,133,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.25 |
2.618 |
1,164.00 |
1.618 |
1,154.00 |
1.000 |
1,147.75 |
0.618 |
1,144.00 |
HIGH |
1,137.75 |
0.618 |
1,134.00 |
0.500 |
1,132.75 |
0.382 |
1,131.50 |
LOW |
1,127.75 |
0.618 |
1,121.50 |
1.000 |
1,117.75 |
1.618 |
1,111.50 |
2.618 |
1,101.50 |
4.250 |
1,085.25 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1,132.75 |
1,129.50 |
PP |
1,132.25 |
1,127.75 |
S1 |
1,131.75 |
1,126.00 |
|