Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,577.0 |
5,563.5 |
-13.5 |
-0.2% |
5,534.0 |
High |
5,579.0 |
5,570.5 |
-8.5 |
-0.2% |
5,599.0 |
Low |
5,494.5 |
5,435.0 |
-59.5 |
-1.1% |
5,471.0 |
Close |
5,543.0 |
5,518.0 |
-25.0 |
-0.5% |
5,492.0 |
Range |
84.5 |
135.5 |
51.0 |
60.4% |
128.0 |
ATR |
74.4 |
78.8 |
4.4 |
5.9% |
0.0 |
Volume |
119,022 |
125,045 |
6,023 |
5.1% |
799,870 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,914.5 |
5,851.5 |
5,592.5 |
|
R3 |
5,779.0 |
5,716.0 |
5,555.5 |
|
R2 |
5,643.5 |
5,643.5 |
5,543.0 |
|
R1 |
5,580.5 |
5,580.5 |
5,530.5 |
5,544.0 |
PP |
5,508.0 |
5,508.0 |
5,508.0 |
5,489.5 |
S1 |
5,445.0 |
5,445.0 |
5,505.5 |
5,409.0 |
S2 |
5,372.5 |
5,372.5 |
5,493.0 |
|
S3 |
5,237.0 |
5,309.5 |
5,480.5 |
|
S4 |
5,101.5 |
5,174.0 |
5,443.5 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,904.5 |
5,826.5 |
5,562.5 |
|
R3 |
5,776.5 |
5,698.5 |
5,527.0 |
|
R2 |
5,648.5 |
5,648.5 |
5,515.5 |
|
R1 |
5,570.5 |
5,570.5 |
5,503.5 |
5,545.5 |
PP |
5,520.5 |
5,520.5 |
5,520.5 |
5,508.0 |
S1 |
5,442.5 |
5,442.5 |
5,480.5 |
5,417.5 |
S2 |
5,392.5 |
5,392.5 |
5,468.5 |
|
S3 |
5,264.5 |
5,314.5 |
5,457.0 |
|
S4 |
5,136.5 |
5,186.5 |
5,421.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,616.5 |
5,435.0 |
181.5 |
3.3% |
104.5 |
1.9% |
46% |
False |
True |
113,777 |
10 |
5,616.5 |
5,435.0 |
181.5 |
3.3% |
72.0 |
1.3% |
46% |
False |
True |
126,004 |
20 |
5,616.5 |
5,085.0 |
531.5 |
9.6% |
74.5 |
1.3% |
81% |
False |
False |
68,346 |
40 |
5,616.5 |
5,050.0 |
566.5 |
10.3% |
60.0 |
1.1% |
83% |
False |
False |
34,277 |
60 |
5,616.5 |
4,744.0 |
872.5 |
15.8% |
62.0 |
1.1% |
89% |
False |
False |
22,876 |
80 |
5,616.5 |
4,744.0 |
872.5 |
15.8% |
64.5 |
1.2% |
89% |
False |
False |
17,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,146.5 |
2.618 |
5,925.0 |
1.618 |
5,789.5 |
1.000 |
5,706.0 |
0.618 |
5,654.0 |
HIGH |
5,570.5 |
0.618 |
5,518.5 |
0.500 |
5,503.0 |
0.382 |
5,487.0 |
LOW |
5,435.0 |
0.618 |
5,351.5 |
1.000 |
5,299.5 |
1.618 |
5,216.0 |
2.618 |
5,080.5 |
4.250 |
4,859.0 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
5,513.0 |
5,525.5 |
PP |
5,508.0 |
5,523.0 |
S1 |
5,503.0 |
5,520.5 |
|