Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,753.39 |
10,761.11 |
7.72 |
0.1% |
10,458.60 |
High |
10,833.39 |
10,805.38 |
-28.01 |
-0.3% |
10,650.16 |
Low |
10,717.74 |
10,708.40 |
-9.34 |
-0.1% |
10,458.60 |
Close |
10,761.03 |
10,739.31 |
-21.72 |
-0.2% |
10,607.85 |
Range |
115.65 |
96.98 |
-18.67 |
-16.1% |
191.56 |
ATR |
125.02 |
123.02 |
-2.00 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,041.97 |
10,987.62 |
10,792.65 |
|
R3 |
10,944.99 |
10,890.64 |
10,765.98 |
|
R2 |
10,848.01 |
10,848.01 |
10,757.09 |
|
R1 |
10,793.66 |
10,793.66 |
10,748.20 |
10,772.35 |
PP |
10,751.03 |
10,751.03 |
10,751.03 |
10,740.37 |
S1 |
10,696.68 |
10,696.68 |
10,730.42 |
10,675.37 |
S2 |
10,654.05 |
10,654.05 |
10,721.53 |
|
S3 |
10,557.07 |
10,599.70 |
10,712.64 |
|
S4 |
10,460.09 |
10,502.72 |
10,685.97 |
|
|
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 |
10,833.39 |
10,522.48 |
310.91 |
2.9% |
108.54 |
1.0% |
70% |
False |
False |
|
10 |
10,833.39 |
10,386.63 |
446.76 |
4.2% |
100.54 |
0.9% |
79% |
False |
False |
|
20 |
10,833.39 |
9,936.62 |
896.77 |
8.4% |
123.17 |
1.1% |
90% |
False |
False |
|
40 |
10,833.39 |
9,936.62 |
896.77 |
8.4% |
130.79 |
1.2% |
90% |
False |
False |
|
60 |
10,833.39 |
9,614.32 |
1,219.07 |
11.4% |
144.08 |
1.3% |
92% |
False |
False |
|
80 |
10,833.39 |
9,614.32 |
1,219.07 |
11.4% |
151.72 |
1.4% |
92% |
False |
False |
|
100 |
11,177.67 |
9,614.32 |
1,563.35 |
14.6% |
176.89 |
1.6% |
72% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.3% |
165.52 |
1.5% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,217.55 |
2.618 |
11,059.27 |
1.618 |
10,962.29 |
1.000 |
10,902.36 |
0.618 |
10,865.31 |
HIGH |
10,805.38 |
0.618 |
10,768.33 |
0.500 |
10,756.89 |
0.382 |
10,745.45 |
LOW |
10,708.40 |
0.618 |
10,648.47 |
1.000 |
10,611.42 |
1.618 |
10,551.49 |
2.618 |
10,454.51 |
4.250 |
10,296.24 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,756.89 |
10,733.12 |
PP |
10,751.03 |
10,726.93 |
S1 |
10,745.17 |
10,720.74 |
|