| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,740.0 |
2,773.0 |
33.0 |
1.2% |
2,768.0 |
| High |
2,793.0 |
2,787.0 |
-6.0 |
-0.2% |
2,793.0 |
| Low |
2,735.0 |
2,762.0 |
27.0 |
1.0% |
2,703.0 |
| Close |
2,780.0 |
2,784.0 |
4.0 |
0.1% |
2,784.0 |
| Range |
58.0 |
25.0 |
-33.0 |
-56.9% |
90.0 |
| ATR |
58.4 |
56.0 |
-2.4 |
-4.1% |
0.0 |
| Volume |
1,090,032 |
1,124,011 |
33,979 |
3.1% |
3,758,556 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.7 |
2,843.3 |
2,797.8 |
|
| R3 |
2,827.7 |
2,818.3 |
2,790.9 |
|
| R2 |
2,802.7 |
2,802.7 |
2,788.6 |
|
| R1 |
2,793.3 |
2,793.3 |
2,786.3 |
2,798.0 |
| PP |
2,777.7 |
2,777.7 |
2,777.7 |
2,780.0 |
| S1 |
2,768.3 |
2,768.3 |
2,781.7 |
2,773.0 |
| S2 |
2,752.7 |
2,752.7 |
2,779.4 |
|
| S3 |
2,727.7 |
2,743.3 |
2,777.1 |
|
| S4 |
2,702.7 |
2,718.3 |
2,770.3 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.0 |
2,997.0 |
2,833.5 |
|
| R3 |
2,940.0 |
2,907.0 |
2,808.8 |
|
| R2 |
2,850.0 |
2,850.0 |
2,800.5 |
|
| R1 |
2,817.0 |
2,817.0 |
2,792.3 |
2,833.5 |
| PP |
2,760.0 |
2,760.0 |
2,760.0 |
2,768.3 |
| S1 |
2,727.0 |
2,727.0 |
2,775.8 |
2,743.5 |
| S2 |
2,670.0 |
2,670.0 |
2,767.5 |
|
| S3 |
2,580.0 |
2,637.0 |
2,759.3 |
|
| S4 |
2,490.0 |
2,547.0 |
2,734.5 |
|
|
| 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% |
41.4 |
1.5% |
90% |
False |
False |
751,711 |
| 10 |
2,793.0 |
2,569.0 |
224.0 |
8.0% |
52.6 |
1.9% |
96% |
False |
False |
926,789 |
| 20 |
2,793.0 |
2,552.0 |
241.0 |
8.7% |
55.2 |
2.0% |
96% |
False |
False |
1,019,848 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.7% |
56.8 |
2.0% |
78% |
False |
False |
1,052,021 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.8% |
60.6 |
2.2% |
82% |
False |
False |
1,139,403 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.0% |
63.9 |
2.3% |
84% |
False |
False |
915,164 |
| 100 |
2,890.0 |
2,350.0 |
540.0 |
19.4% |
71.3 |
2.6% |
80% |
False |
False |
732,470 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.6% |
66.2 |
2.4% |
72% |
False |
False |
610,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.3 |
|
2.618 |
2,852.5 |
|
1.618 |
2,827.5 |
|
1.000 |
2,812.0 |
|
0.618 |
2,802.5 |
|
HIGH |
2,787.0 |
|
0.618 |
2,777.5 |
|
0.500 |
2,774.5 |
|
0.382 |
2,771.6 |
|
LOW |
2,762.0 |
|
0.618 |
2,746.6 |
|
1.000 |
2,737.0 |
|
1.618 |
2,721.6 |
|
2.618 |
2,696.6 |
|
4.250 |
2,655.8 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.8 |
2,772.0 |
| PP |
2,777.7 |
2,760.0 |
| S1 |
2,774.5 |
2,748.0 |
|