| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,943.75 |
1,955.50 |
11.75 |
0.6% |
1,896.50 |
| High |
1,955.50 |
1,973.00 |
17.50 |
0.9% |
1,973.00 |
| Low |
1,932.00 |
1,955.00 |
23.00 |
1.2% |
1,896.50 |
| Close |
1,952.50 |
1,959.83 |
7.33 |
0.4% |
1,959.83 |
| Range |
23.50 |
18.00 |
-5.50 |
-23.4% |
76.50 |
| ATR |
32.44 |
31.59 |
-0.85 |
-2.6% |
0.00 |
| Volume |
58,242 |
4,963 |
-53,279 |
-91.5% |
346,061 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.50 |
2,006.25 |
1,969.75 |
|
| R3 |
1,998.50 |
1,988.25 |
1,964.75 |
|
| R2 |
1,980.50 |
1,980.50 |
1,963.25 |
|
| R1 |
1,970.25 |
1,970.25 |
1,961.50 |
1,975.50 |
| PP |
1,962.50 |
1,962.50 |
1,962.50 |
1,965.25 |
| S1 |
1,952.25 |
1,952.25 |
1,958.25 |
1,957.50 |
| S2 |
1,944.50 |
1,944.50 |
1,956.50 |
|
| S3 |
1,926.50 |
1,934.25 |
1,955.00 |
|
| S4 |
1,908.50 |
1,916.25 |
1,950.00 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.50 |
2,142.75 |
2,002.00 |
|
| R3 |
2,096.00 |
2,066.25 |
1,980.75 |
|
| R2 |
2,019.50 |
2,019.50 |
1,973.75 |
|
| R1 |
1,989.75 |
1,989.75 |
1,966.75 |
2,004.75 |
| PP |
1,943.00 |
1,943.00 |
1,943.00 |
1,950.50 |
| S1 |
1,913.25 |
1,913.25 |
1,952.75 |
1,928.25 |
| S2 |
1,866.50 |
1,866.50 |
1,945.75 |
|
| S3 |
1,790.00 |
1,836.75 |
1,938.75 |
|
| S4 |
1,713.50 |
1,760.25 |
1,917.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.00 |
1,896.50 |
76.50 |
3.9% |
24.50 |
1.3% |
83% |
True |
False |
69,212 |
| 10 |
1,973.00 |
1,834.50 |
138.50 |
7.1% |
26.00 |
1.3% |
90% |
True |
False |
162,787 |
| 20 |
1,973.00 |
1,744.00 |
229.00 |
11.7% |
32.00 |
1.6% |
94% |
True |
False |
240,668 |
| 40 |
1,973.00 |
1,744.00 |
229.00 |
11.7% |
32.50 |
1.7% |
94% |
True |
False |
270,620 |
| 60 |
1,973.00 |
1,698.00 |
275.00 |
14.0% |
36.25 |
1.9% |
95% |
True |
False |
294,142 |
| 80 |
1,973.00 |
1,698.00 |
275.00 |
14.0% |
38.75 |
2.0% |
95% |
True |
False |
255,822 |
| 100 |
2,044.50 |
1,698.00 |
346.50 |
17.7% |
44.00 |
2.2% |
76% |
False |
False |
204,706 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
18.3% |
40.50 |
2.1% |
73% |
False |
False |
170,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,049.50 |
|
2.618 |
2,020.00 |
|
1.618 |
2,002.00 |
|
1.000 |
1,991.00 |
|
0.618 |
1,984.00 |
|
HIGH |
1,973.00 |
|
0.618 |
1,966.00 |
|
0.500 |
1,964.00 |
|
0.382 |
1,962.00 |
|
LOW |
1,955.00 |
|
0.618 |
1,944.00 |
|
1.000 |
1,937.00 |
|
1.618 |
1,926.00 |
|
2.618 |
1,908.00 |
|
4.250 |
1,878.50 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.00 |
1,954.75 |
| PP |
1,962.50 |
1,949.75 |
| S1 |
1,961.25 |
1,945.00 |
|