Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,462.0 |
5,534.0 |
72.0 |
1.3% |
5,430.0 |
High |
5,491.0 |
5,554.0 |
63.0 |
1.1% |
5,491.0 |
Low |
5,459.0 |
5,511.5 |
52.5 |
1.0% |
5,343.0 |
Close |
5,486.5 |
5,546.0 |
59.5 |
1.1% |
5,486.5 |
Range |
32.0 |
42.5 |
10.5 |
32.8% |
148.0 |
ATR |
71.9 |
71.6 |
-0.3 |
-0.4% |
0.0 |
Volume |
40,927 |
157,364 |
116,437 |
284.5% |
133,843 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,664.5 |
5,648.0 |
5,569.5 |
|
R3 |
5,622.0 |
5,605.5 |
5,557.5 |
|
R2 |
5,579.5 |
5,579.5 |
5,554.0 |
|
R1 |
5,563.0 |
5,563.0 |
5,550.0 |
5,571.0 |
PP |
5,537.0 |
5,537.0 |
5,537.0 |
5,541.5 |
S1 |
5,520.5 |
5,520.5 |
5,542.0 |
5,529.0 |
S2 |
5,494.5 |
5,494.5 |
5,538.0 |
|
S3 |
5,452.0 |
5,478.0 |
5,534.5 |
|
S4 |
5,409.5 |
5,435.5 |
5,522.5 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,884.0 |
5,833.5 |
5,568.0 |
|
R3 |
5,736.0 |
5,685.5 |
5,527.0 |
|
R2 |
5,588.0 |
5,588.0 |
5,513.5 |
|
R1 |
5,537.5 |
5,537.5 |
5,500.0 |
5,563.0 |
PP |
5,440.0 |
5,440.0 |
5,440.0 |
5,453.0 |
S1 |
5,389.5 |
5,389.5 |
5,473.0 |
5,415.0 |
S2 |
5,292.0 |
5,292.0 |
5,459.5 |
|
S3 |
5,144.0 |
5,241.5 |
5,446.0 |
|
S4 |
4,996.0 |
5,093.5 |
5,405.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,554.0 |
5,343.0 |
211.0 |
3.8% |
60.0 |
1.1% |
96% |
True |
False |
57,558 |
10 |
5,554.0 |
5,103.0 |
451.0 |
8.1% |
69.0 |
1.2% |
98% |
True |
False |
30,483 |
20 |
5,554.0 |
5,050.0 |
504.0 |
9.1% |
68.0 |
1.2% |
98% |
True |
False |
15,449 |
40 |
5,554.0 |
5,050.0 |
504.0 |
9.1% |
57.0 |
1.0% |
98% |
True |
False |
7,758 |
60 |
5,554.0 |
4,744.0 |
810.0 |
14.6% |
62.0 |
1.1% |
99% |
True |
False |
5,192 |
80 |
5,554.0 |
4,744.0 |
810.0 |
14.6% |
61.5 |
1.1% |
99% |
True |
False |
3,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,734.5 |
2.618 |
5,665.5 |
1.618 |
5,623.0 |
1.000 |
5,596.5 |
0.618 |
5,580.5 |
HIGH |
5,554.0 |
0.618 |
5,538.0 |
0.500 |
5,533.0 |
0.382 |
5,527.5 |
LOW |
5,511.5 |
0.618 |
5,485.0 |
1.000 |
5,469.0 |
1.618 |
5,442.5 |
2.618 |
5,400.0 |
4.250 |
5,331.0 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,541.5 |
5,521.5 |
PP |
5,537.0 |
5,497.0 |
S1 |
5,533.0 |
5,472.0 |
|