| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,718.0 |
2,740.0 |
22.0 |
0.8% |
2,648.0 |
| High |
2,761.0 |
2,793.0 |
32.0 |
1.2% |
2,773.0 |
| Low |
2,703.0 |
2,735.0 |
32.0 |
1.2% |
2,569.0 |
| Close |
2,755.0 |
2,780.0 |
25.0 |
0.9% |
2,744.0 |
| Range |
58.0 |
58.0 |
0.0 |
0.0% |
204.0 |
| ATR |
58.5 |
58.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,193,010 |
1,090,032 |
-102,978 |
-8.6% |
5,509,334 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.3 |
2,919.7 |
2,811.9 |
|
| R3 |
2,885.3 |
2,861.7 |
2,796.0 |
|
| R2 |
2,827.3 |
2,827.3 |
2,790.6 |
|
| R1 |
2,803.7 |
2,803.7 |
2,785.3 |
2,815.5 |
| PP |
2,769.3 |
2,769.3 |
2,769.3 |
2,775.3 |
| S1 |
2,745.7 |
2,745.7 |
2,774.7 |
2,757.5 |
| S2 |
2,711.3 |
2,711.3 |
2,769.4 |
|
| S3 |
2,653.3 |
2,687.7 |
2,764.1 |
|
| S4 |
2,595.3 |
2,629.7 |
2,748.1 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307.3 |
3,229.7 |
2,856.2 |
|
| R3 |
3,103.3 |
3,025.7 |
2,800.1 |
|
| R2 |
2,899.3 |
2,899.3 |
2,781.4 |
|
| R1 |
2,821.7 |
2,821.7 |
2,762.7 |
2,860.5 |
| PP |
2,695.3 |
2,695.3 |
2,695.3 |
2,714.8 |
| S1 |
2,617.7 |
2,617.7 |
2,725.3 |
2,656.5 |
| S2 |
2,491.3 |
2,491.3 |
2,706.6 |
|
| S3 |
2,287.3 |
2,413.7 |
2,687.9 |
|
| S4 |
2,083.3 |
2,209.7 |
2,631.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,793.0 |
2,703.0 |
90.0 |
3.2% |
47.6 |
1.7% |
86% |
True |
False |
798,532 |
| 10 |
2,793.0 |
2,569.0 |
224.0 |
8.1% |
57.3 |
2.1% |
94% |
True |
False |
960,058 |
| 20 |
2,793.0 |
2,552.0 |
241.0 |
8.7% |
57.1 |
2.1% |
95% |
True |
False |
1,019,770 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.7% |
58.8 |
2.1% |
77% |
False |
False |
1,059,953 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.8% |
60.9 |
2.2% |
81% |
False |
False |
1,141,537 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.0% |
65.4 |
2.4% |
83% |
False |
False |
901,138 |
| 100 |
2,890.0 |
2,350.0 |
540.0 |
19.4% |
71.9 |
2.6% |
80% |
False |
False |
721,240 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.6% |
66.3 |
2.4% |
72% |
False |
False |
601,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.5 |
|
2.618 |
2,944.8 |
|
1.618 |
2,886.8 |
|
1.000 |
2,851.0 |
|
0.618 |
2,828.8 |
|
HIGH |
2,793.0 |
|
0.618 |
2,770.8 |
|
0.500 |
2,764.0 |
|
0.382 |
2,757.2 |
|
LOW |
2,735.0 |
|
0.618 |
2,699.2 |
|
1.000 |
2,677.0 |
|
1.618 |
2,641.2 |
|
2.618 |
2,583.2 |
|
4.250 |
2,488.5 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.7 |
2,769.3 |
| PP |
2,769.3 |
2,758.7 |
| S1 |
2,764.0 |
2,748.0 |
|