| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,857.25 |
1,878.25 |
21.00 |
1.1% |
1,790.75 |
| High |
1,888.00 |
1,897.75 |
9.75 |
0.5% |
1,871.25 |
| Low |
1,852.25 |
1,874.75 |
22.50 |
1.2% |
1,754.50 |
| Close |
1,877.50 |
1,885.75 |
8.25 |
0.4% |
1,867.00 |
| Range |
35.75 |
23.00 |
-12.75 |
-35.7% |
116.75 |
| ATR |
36.65 |
35.67 |
-0.97 |
-2.7% |
0.00 |
| Volume |
308,420 |
235,345 |
-73,075 |
-23.7% |
1,562,994 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.00 |
1,943.50 |
1,898.50 |
|
| R3 |
1,932.00 |
1,920.50 |
1,892.00 |
|
| R2 |
1,909.00 |
1,909.00 |
1,890.00 |
|
| R1 |
1,897.50 |
1,897.50 |
1,887.75 |
1,903.25 |
| PP |
1,886.00 |
1,886.00 |
1,886.00 |
1,889.00 |
| S1 |
1,874.50 |
1,874.50 |
1,883.75 |
1,880.25 |
| S2 |
1,863.00 |
1,863.00 |
1,881.50 |
|
| S3 |
1,840.00 |
1,851.50 |
1,879.50 |
|
| S4 |
1,817.00 |
1,828.50 |
1,873.00 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.25 |
2,140.75 |
1,931.25 |
|
| R3 |
2,064.50 |
2,024.00 |
1,899.00 |
|
| R2 |
1,947.75 |
1,947.75 |
1,888.50 |
|
| R1 |
1,907.25 |
1,907.25 |
1,877.75 |
1,927.50 |
| PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,841.00 |
| S1 |
1,790.50 |
1,790.50 |
1,856.25 |
1,810.75 |
| S2 |
1,714.25 |
1,714.25 |
1,845.50 |
|
| S3 |
1,597.50 |
1,673.75 |
1,835.00 |
|
| S4 |
1,480.75 |
1,557.00 |
1,802.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,897.75 |
1,813.00 |
84.75 |
4.5% |
29.50 |
1.6% |
86% |
True |
False |
281,401 |
| 10 |
1,897.75 |
1,744.00 |
153.75 |
8.2% |
35.50 |
1.9% |
92% |
True |
False |
313,040 |
| 20 |
1,897.75 |
1,744.00 |
153.75 |
8.2% |
35.50 |
1.9% |
92% |
True |
False |
306,702 |
| 40 |
1,918.00 |
1,744.00 |
174.00 |
9.2% |
36.50 |
1.9% |
81% |
False |
False |
312,705 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
12.9% |
37.50 |
2.0% |
77% |
False |
False |
318,979 |
| 80 |
1,941.00 |
1,698.00 |
243.00 |
12.9% |
41.50 |
2.2% |
77% |
False |
False |
249,945 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
44.50 |
2.4% |
52% |
False |
False |
200,012 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.0% |
40.50 |
2.1% |
52% |
False |
False |
166,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,995.50 |
|
2.618 |
1,958.00 |
|
1.618 |
1,935.00 |
|
1.000 |
1,920.75 |
|
0.618 |
1,912.00 |
|
HIGH |
1,897.75 |
|
0.618 |
1,889.00 |
|
0.500 |
1,886.25 |
|
0.382 |
1,883.50 |
|
LOW |
1,874.75 |
|
0.618 |
1,860.50 |
|
1.000 |
1,851.75 |
|
1.618 |
1,837.50 |
|
2.618 |
1,814.50 |
|
4.250 |
1,777.00 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,886.25 |
1,882.25 |
| PP |
1,886.00 |
1,878.50 |
| S1 |
1,886.00 |
1,875.00 |
|