Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,860.03 |
10,809.17 |
-50.86 |
-0.5% |
10,608.08 |
High |
10,873.20 |
10,886.21 |
13.01 |
0.1% |
10,865.78 |
Low |
10,809.62 |
10,728.64 |
-80.98 |
-0.7% |
10,608.08 |
Close |
10,812.04 |
10,858.14 |
46.10 |
0.4% |
10,860.26 |
Range |
63.58 |
157.57 |
93.99 |
147.8% |
257.70 |
ATR |
123.98 |
126.38 |
2.40 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,297.04 |
11,235.16 |
10,944.80 |
|
R3 |
11,139.47 |
11,077.59 |
10,901.47 |
|
R2 |
10,981.90 |
10,981.90 |
10,887.03 |
|
R1 |
10,920.02 |
10,920.02 |
10,872.58 |
10,950.96 |
PP |
10,824.33 |
10,824.33 |
10,824.33 |
10,839.80 |
S1 |
10,762.45 |
10,762.45 |
10,843.70 |
10,793.39 |
S2 |
10,666.76 |
10,666.76 |
10,829.25 |
|
S3 |
10,509.19 |
10,604.88 |
10,814.81 |
|
S4 |
10,351.62 |
10,447.31 |
10,771.48 |
|
|
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% |
128.12 |
1.2% |
89% |
True |
False |
|
10 |
10,886.21 |
10,480.78 |
405.43 |
3.7% |
119.34 |
1.1% |
93% |
True |
False |
|
20 |
10,886.21 |
9,941.84 |
944.37 |
8.7% |
117.24 |
1.1% |
97% |
True |
False |
|
40 |
10,886.21 |
9,936.62 |
949.59 |
8.7% |
127.73 |
1.2% |
97% |
True |
False |
|
60 |
10,886.21 |
9,659.01 |
1,227.20 |
11.3% |
139.66 |
1.3% |
98% |
True |
False |
|
80 |
10,886.21 |
9,614.32 |
1,271.89 |
11.7% |
146.85 |
1.4% |
98% |
True |
False |
|
100 |
10,920.27 |
9,614.32 |
1,305.95 |
12.0% |
166.42 |
1.5% |
95% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.1% |
167.16 |
1.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,555.88 |
2.618 |
11,298.73 |
1.618 |
11,141.16 |
1.000 |
11,043.78 |
0.618 |
10,983.59 |
HIGH |
10,886.21 |
0.618 |
10,826.02 |
0.500 |
10,807.43 |
0.382 |
10,788.83 |
LOW |
10,728.64 |
0.618 |
10,631.26 |
1.000 |
10,571.07 |
1.618 |
10,473.69 |
2.618 |
10,316.12 |
4.250 |
10,058.97 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,841.24 |
10,830.51 |
PP |
10,824.33 |
10,802.89 |
S1 |
10,807.43 |
10,775.26 |
|