Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,534.0 |
5,551.5 |
17.5 |
0.3% |
5,430.0 |
High |
5,554.0 |
5,564.0 |
10.0 |
0.2% |
5,491.0 |
Low |
5,511.5 |
5,520.5 |
9.0 |
0.2% |
5,343.0 |
Close |
5,546.0 |
5,556.0 |
10.0 |
0.2% |
5,486.5 |
Range |
42.5 |
43.5 |
1.0 |
2.4% |
148.0 |
ATR |
71.6 |
69.6 |
-2.0 |
-2.8% |
0.0 |
Volume |
157,364 |
242,431 |
85,067 |
54.1% |
133,843 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,677.5 |
5,660.0 |
5,580.0 |
|
R3 |
5,634.0 |
5,616.5 |
5,568.0 |
|
R2 |
5,590.5 |
5,590.5 |
5,564.0 |
|
R1 |
5,573.0 |
5,573.0 |
5,560.0 |
5,582.0 |
PP |
5,547.0 |
5,547.0 |
5,547.0 |
5,551.0 |
S1 |
5,529.5 |
5,529.5 |
5,552.0 |
5,538.0 |
S2 |
5,503.5 |
5,503.5 |
5,548.0 |
|
S3 |
5,460.0 |
5,486.0 |
5,544.0 |
|
S4 |
5,416.5 |
5,442.5 |
5,532.0 |
|
|
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 |
5,564.0 |
5,343.0 |
221.0 |
4.0% |
58.5 |
1.1% |
96% |
True |
False |
101,559 |
10 |
5,564.0 |
5,199.5 |
364.5 |
6.6% |
63.0 |
1.1% |
98% |
True |
False |
54,699 |
20 |
5,564.0 |
5,050.0 |
514.0 |
9.3% |
69.5 |
1.3% |
98% |
True |
False |
27,571 |
40 |
5,564.0 |
5,050.0 |
514.0 |
9.3% |
56.5 |
1.0% |
98% |
True |
False |
13,814 |
60 |
5,564.0 |
4,744.0 |
820.0 |
14.8% |
62.0 |
1.1% |
99% |
True |
False |
9,230 |
80 |
5,564.0 |
4,744.0 |
820.0 |
14.8% |
61.0 |
1.1% |
99% |
True |
False |
7,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,749.0 |
2.618 |
5,678.0 |
1.618 |
5,634.5 |
1.000 |
5,607.5 |
0.618 |
5,591.0 |
HIGH |
5,564.0 |
0.618 |
5,547.5 |
0.500 |
5,542.0 |
0.382 |
5,537.0 |
LOW |
5,520.5 |
0.618 |
5,493.5 |
1.000 |
5,477.0 |
1.618 |
5,450.0 |
2.618 |
5,406.5 |
4.250 |
5,335.5 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,551.5 |
5,541.0 |
PP |
5,547.0 |
5,526.5 |
S1 |
5,542.0 |
5,511.5 |
|