| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,799.0 |
2,812.0 |
13.0 |
0.5% |
2,768.0 |
| High |
2,816.0 |
2,815.0 |
-1.0 |
0.0% |
2,793.0 |
| Low |
2,783.0 |
2,776.0 |
-7.0 |
-0.3% |
2,703.0 |
| Close |
2,809.0 |
2,797.0 |
-12.0 |
-0.4% |
2,784.0 |
| Range |
33.0 |
39.0 |
6.0 |
18.2% |
90.0 |
| ATR |
53.3 |
52.2 |
-1.0 |
-1.9% |
0.0 |
| Volume |
2,046,944 |
1,815,668 |
-231,276 |
-11.3% |
3,758,556 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.0 |
2,894.0 |
2,818.5 |
|
| R3 |
2,874.0 |
2,855.0 |
2,807.7 |
|
| R2 |
2,835.0 |
2,835.0 |
2,804.2 |
|
| R1 |
2,816.0 |
2,816.0 |
2,800.6 |
2,806.0 |
| PP |
2,796.0 |
2,796.0 |
2,796.0 |
2,791.0 |
| S1 |
2,777.0 |
2,777.0 |
2,793.4 |
2,767.0 |
| S2 |
2,757.0 |
2,757.0 |
2,789.9 |
|
| S3 |
2,718.0 |
2,738.0 |
2,786.3 |
|
| S4 |
2,679.0 |
2,699.0 |
2,775.6 |
|
|
| 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 |
2,735.0 |
88.0 |
3.1% |
37.8 |
1.4% |
70% |
False |
False |
1,517,361 |
| 10 |
2,823.0 |
2,695.0 |
128.0 |
4.6% |
40.5 |
1.4% |
80% |
False |
False |
1,155,128 |
| 20 |
2,823.0 |
2,552.0 |
271.0 |
9.7% |
54.1 |
1.9% |
90% |
False |
False |
1,148,028 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.6% |
54.5 |
1.9% |
82% |
False |
False |
1,096,616 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.8% |
59.5 |
2.1% |
85% |
False |
False |
1,171,148 |
| 80 |
2,849.0 |
2,463.0 |
386.0 |
13.8% |
62.1 |
2.2% |
87% |
False |
False |
982,015 |
| 100 |
2,849.0 |
2,350.0 |
499.0 |
17.8% |
70.2 |
2.5% |
90% |
False |
False |
786,147 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.5% |
66.1 |
2.4% |
74% |
False |
False |
655,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.8 |
|
2.618 |
2,917.1 |
|
1.618 |
2,878.1 |
|
1.000 |
2,854.0 |
|
0.618 |
2,839.1 |
|
HIGH |
2,815.0 |
|
0.618 |
2,800.1 |
|
0.500 |
2,795.5 |
|
0.382 |
2,790.9 |
|
LOW |
2,776.0 |
|
0.618 |
2,751.9 |
|
1.000 |
2,737.0 |
|
1.618 |
2,712.9 |
|
2.618 |
2,673.9 |
|
4.250 |
2,610.3 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.5 |
2,799.5 |
| PP |
2,796.0 |
2,798.7 |
| S1 |
2,795.5 |
2,797.8 |
|