| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,144.0 |
6,202.0 |
58.0 |
0.9% |
6,175.0 |
| High |
6,234.5 |
6,226.0 |
-8.5 |
-0.1% |
6,234.5 |
| Low |
6,132.5 |
6,183.5 |
51.0 |
0.8% |
6,063.0 |
| Close |
6,214.0 |
6,217.5 |
3.5 |
0.1% |
6,217.5 |
| Range |
102.0 |
42.5 |
-59.5 |
-58.3% |
171.5 |
| ATR |
106.5 |
101.9 |
-4.6 |
-4.3% |
0.0 |
| Volume |
131,092 |
107,641 |
-23,451 |
-17.9% |
446,600 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,336.5 |
6,319.5 |
6,240.9 |
|
| R3 |
6,294.0 |
6,277.0 |
6,229.2 |
|
| R2 |
6,251.5 |
6,251.5 |
6,225.3 |
|
| R1 |
6,234.5 |
6,234.5 |
6,221.4 |
6,243.0 |
| PP |
6,209.0 |
6,209.0 |
6,209.0 |
6,213.3 |
| S1 |
6,192.0 |
6,192.0 |
6,213.6 |
6,200.5 |
| S2 |
6,166.5 |
6,166.5 |
6,209.7 |
|
| S3 |
6,124.0 |
6,149.5 |
6,205.8 |
|
| S4 |
6,081.5 |
6,107.0 |
6,194.1 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,686.2 |
6,623.3 |
6,311.8 |
|
| R3 |
6,514.7 |
6,451.8 |
6,264.7 |
|
| R2 |
6,343.2 |
6,343.2 |
6,248.9 |
|
| R1 |
6,280.3 |
6,280.3 |
6,233.2 |
6,311.8 |
| PP |
6,171.7 |
6,171.7 |
6,171.7 |
6,187.4 |
| S1 |
6,108.8 |
6,108.8 |
6,201.8 |
6,140.3 |
| S2 |
6,000.2 |
6,000.2 |
6,186.1 |
|
| S3 |
5,828.7 |
5,937.3 |
6,170.3 |
|
| S4 |
5,657.2 |
5,765.8 |
6,123.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,234.5 |
6,063.0 |
171.5 |
2.8% |
73.6 |
1.2% |
90% |
False |
False |
89,320 |
| 10 |
6,234.5 |
5,816.0 |
418.5 |
6.7% |
95.7 |
1.5% |
96% |
False |
False |
103,192 |
| 20 |
6,234.5 |
5,816.0 |
418.5 |
6.7% |
100.9 |
1.6% |
96% |
False |
False |
116,775 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.3% |
103.8 |
1.7% |
70% |
False |
False |
120,091 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
109.1 |
1.8% |
70% |
False |
False |
127,989 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.5% |
114.3 |
1.8% |
78% |
False |
False |
99,741 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.8% |
124.2 |
2.0% |
78% |
False |
False |
79,901 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.8% |
114.7 |
1.8% |
78% |
False |
False |
66,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,406.6 |
|
2.618 |
6,337.3 |
|
1.618 |
6,294.8 |
|
1.000 |
6,268.5 |
|
0.618 |
6,252.3 |
|
HIGH |
6,226.0 |
|
0.618 |
6,209.8 |
|
0.500 |
6,204.8 |
|
0.382 |
6,199.7 |
|
LOW |
6,183.5 |
|
0.618 |
6,157.2 |
|
1.000 |
6,141.0 |
|
1.618 |
6,114.7 |
|
2.618 |
6,072.2 |
|
4.250 |
6,002.9 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,213.3 |
6,194.6 |
| PP |
6,209.0 |
6,171.7 |
| S1 |
6,204.8 |
6,148.8 |
|