| 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 |
1,120.75 |
1,126.25 |
5.50 |
0.5% |
1,103.75 |
| High |
1,126.50 |
1,129.00 |
2.50 |
0.2% |
1,112.00 |
| Low |
1,114.00 |
1,118.00 |
4.00 |
0.4% |
1,086.25 |
| Close |
1,125.75 |
1,127.75 |
2.00 |
0.2% |
1,109.75 |
| Range |
12.50 |
11.00 |
-1.50 |
-12.0% |
25.75 |
| ATR |
17.98 |
17.48 |
-0.50 |
-2.8% |
0.00 |
| Volume |
536,325 |
375,122 |
-161,203 |
-30.1% |
6,521,069 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,158.00 |
1,153.75 |
1,133.75 |
|
| R3 |
1,147.00 |
1,142.75 |
1,130.75 |
|
| R2 |
1,136.00 |
1,136.00 |
1,129.75 |
|
| R1 |
1,131.75 |
1,131.75 |
1,128.75 |
1,134.00 |
| PP |
1,125.00 |
1,125.00 |
1,125.00 |
1,126.00 |
| S1 |
1,120.75 |
1,120.75 |
1,126.75 |
1,123.00 |
| S2 |
1,114.00 |
1,114.00 |
1,125.75 |
|
| S3 |
1,103.00 |
1,109.75 |
1,124.75 |
|
| S4 |
1,092.00 |
1,098.75 |
1,121.75 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.00 |
1,170.50 |
1,124.00 |
|
| R3 |
1,154.25 |
1,144.75 |
1,116.75 |
|
| R2 |
1,128.50 |
1,128.50 |
1,114.50 |
|
| R1 |
1,119.00 |
1,119.00 |
1,112.00 |
1,123.75 |
| PP |
1,102.75 |
1,102.75 |
1,102.75 |
1,105.00 |
| S1 |
1,093.25 |
1,093.25 |
1,107.50 |
1,098.00 |
| S2 |
1,077.00 |
1,077.00 |
1,105.00 |
|
| S3 |
1,051.25 |
1,067.50 |
1,102.75 |
|
| S4 |
1,025.50 |
1,041.75 |
1,095.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,129.00 |
1,100.50 |
28.50 |
2.5% |
11.50 |
1.0% |
96% |
True |
False |
665,907 |
| 10 |
1,129.00 |
1,076.50 |
52.50 |
4.7% |
14.00 |
1.2% |
98% |
True |
False |
1,257,379 |
| 20 |
1,129.00 |
1,037.00 |
92.00 |
8.2% |
18.00 |
1.6% |
99% |
True |
False |
1,709,566 |
| 40 |
1,129.00 |
1,037.00 |
92.00 |
8.2% |
18.25 |
1.6% |
99% |
True |
False |
1,785,329 |
| 60 |
1,129.00 |
1,002.75 |
126.25 |
11.2% |
20.00 |
1.8% |
99% |
True |
False |
1,944,227 |
| 80 |
1,129.50 |
1,002.75 |
126.75 |
11.2% |
21.50 |
1.9% |
99% |
False |
False |
1,698,054 |
| 100 |
1,205.00 |
1,002.75 |
202.25 |
17.9% |
24.00 |
2.1% |
62% |
False |
False |
1,359,531 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
18.5% |
22.00 |
1.9% |
60% |
False |
False |
1,133,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.75 |
|
2.618 |
1,157.75 |
|
1.618 |
1,146.75 |
|
1.000 |
1,140.00 |
|
0.618 |
1,135.75 |
|
HIGH |
1,129.00 |
|
0.618 |
1,124.75 |
|
0.500 |
1,123.50 |
|
0.382 |
1,122.25 |
|
LOW |
1,118.00 |
|
0.618 |
1,111.25 |
|
1.000 |
1,107.00 |
|
1.618 |
1,100.25 |
|
2.618 |
1,089.25 |
|
4.250 |
1,071.25 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.25 |
1,125.75 |
| PP |
1,125.00 |
1,123.50 |
| S1 |
1,123.50 |
1,121.50 |
|