| 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 |
2,773.0 |
2,806.0 |
33.0 |
1.2% |
2,768.0 |
| High |
2,787.0 |
2,823.0 |
36.0 |
1.3% |
2,793.0 |
| Low |
2,762.0 |
2,789.0 |
27.0 |
1.0% |
2,703.0 |
| Close |
2,784.0 |
2,807.0 |
23.0 |
0.8% |
2,784.0 |
| Range |
25.0 |
34.0 |
9.0 |
36.0% |
90.0 |
| ATR |
56.0 |
54.8 |
-1.2 |
-2.2% |
0.0 |
| Volume |
1,124,011 |
1,510,154 |
386,143 |
34.4% |
3,758,556 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.3 |
2,891.7 |
2,825.7 |
|
| R3 |
2,874.3 |
2,857.7 |
2,816.4 |
|
| R2 |
2,840.3 |
2,840.3 |
2,813.2 |
|
| R1 |
2,823.7 |
2,823.7 |
2,810.1 |
2,832.0 |
| PP |
2,806.3 |
2,806.3 |
2,806.3 |
2,810.5 |
| S1 |
2,789.7 |
2,789.7 |
2,803.9 |
2,798.0 |
| S2 |
2,772.3 |
2,772.3 |
2,800.8 |
|
| S3 |
2,738.3 |
2,755.7 |
2,797.7 |
|
| S4 |
2,704.3 |
2,721.7 |
2,788.3 |
|
|
| 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 |
2,823.0 |
2,703.0 |
120.0 |
4.3% |
44.0 |
1.6% |
87% |
True |
False |
983,441 |
| 10 |
2,823.0 |
2,569.0 |
254.0 |
9.0% |
50.6 |
1.8% |
94% |
True |
False |
1,077,804 |
| 20 |
2,823.0 |
2,552.0 |
271.0 |
9.7% |
54.4 |
1.9% |
94% |
True |
False |
1,053,276 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.6% |
56.4 |
2.0% |
86% |
False |
False |
1,063,479 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.7% |
60.6 |
2.2% |
88% |
False |
False |
1,143,304 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
14.9% |
63.1 |
2.2% |
90% |
False |
False |
934,009 |
| 100 |
2,890.0 |
2,350.0 |
540.0 |
19.2% |
71.1 |
2.5% |
85% |
False |
False |
747,535 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.4% |
66.1 |
2.4% |
76% |
False |
False |
623,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.5 |
|
2.618 |
2,912.0 |
|
1.618 |
2,878.0 |
|
1.000 |
2,857.0 |
|
0.618 |
2,844.0 |
|
HIGH |
2,823.0 |
|
0.618 |
2,810.0 |
|
0.500 |
2,806.0 |
|
0.382 |
2,802.0 |
|
LOW |
2,789.0 |
|
0.618 |
2,768.0 |
|
1.000 |
2,755.0 |
|
1.618 |
2,734.0 |
|
2.618 |
2,700.0 |
|
4.250 |
2,644.5 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.7 |
2,797.7 |
| PP |
2,806.3 |
2,788.3 |
| S1 |
2,806.0 |
2,779.0 |
|