| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,812.0 |
2,789.0 |
-23.0 |
-0.8% |
2,768.0 |
| High |
2,815.0 |
2,803.0 |
-12.0 |
-0.4% |
2,793.0 |
| Low |
2,776.0 |
2,778.0 |
2.0 |
0.1% |
2,703.0 |
| Close |
2,797.0 |
2,787.0 |
-10.0 |
-0.4% |
2,784.0 |
| Range |
39.0 |
25.0 |
-14.0 |
-35.9% |
90.0 |
| ATR |
52.2 |
50.3 |
-1.9 |
-3.7% |
0.0 |
| Volume |
1,815,668 |
1,663,773 |
-151,895 |
-8.4% |
3,758,556 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.3 |
2,850.7 |
2,800.8 |
|
| R3 |
2,839.3 |
2,825.7 |
2,793.9 |
|
| R2 |
2,814.3 |
2,814.3 |
2,791.6 |
|
| R1 |
2,800.7 |
2,800.7 |
2,789.3 |
2,795.0 |
| PP |
2,789.3 |
2,789.3 |
2,789.3 |
2,786.5 |
| S1 |
2,775.7 |
2,775.7 |
2,784.7 |
2,770.0 |
| S2 |
2,764.3 |
2,764.3 |
2,782.4 |
|
| S3 |
2,739.3 |
2,750.7 |
2,780.1 |
|
| S4 |
2,714.3 |
2,725.7 |
2,773.3 |
|
|
| 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 |
2,762.0 |
61.0 |
2.2% |
31.2 |
1.1% |
41% |
False |
False |
1,632,110 |
| 10 |
2,823.0 |
2,703.0 |
120.0 |
4.3% |
39.4 |
1.4% |
70% |
False |
False |
1,215,321 |
| 20 |
2,823.0 |
2,552.0 |
271.0 |
9.7% |
50.5 |
1.8% |
87% |
False |
False |
1,137,786 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.7% |
52.4 |
1.9% |
79% |
False |
False |
1,103,449 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.8% |
59.0 |
2.1% |
83% |
False |
False |
1,177,794 |
| 80 |
2,849.0 |
2,463.0 |
386.0 |
13.9% |
61.5 |
2.2% |
84% |
False |
False |
1,002,756 |
| 100 |
2,849.0 |
2,350.0 |
499.0 |
17.9% |
69.6 |
2.5% |
88% |
False |
False |
802,699 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.6% |
66.0 |
2.4% |
73% |
False |
False |
669,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.3 |
|
2.618 |
2,868.5 |
|
1.618 |
2,843.5 |
|
1.000 |
2,828.0 |
|
0.618 |
2,818.5 |
|
HIGH |
2,803.0 |
|
0.618 |
2,793.5 |
|
0.500 |
2,790.5 |
|
0.382 |
2,787.6 |
|
LOW |
2,778.0 |
|
0.618 |
2,762.6 |
|
1.000 |
2,753.0 |
|
1.618 |
2,737.6 |
|
2.618 |
2,712.6 |
|
4.250 |
2,671.8 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,790.5 |
2,796.0 |
| PP |
2,789.3 |
2,793.0 |
| S1 |
2,788.2 |
2,790.0 |
|