| 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 |
6,254.5 |
6,310.0 |
55.5 |
0.9% |
6,268.5 |
| High |
6,282.0 |
6,328.5 |
46.5 |
0.7% |
6,328.5 |
| Low |
6,232.0 |
6,297.0 |
65.0 |
1.0% |
6,228.5 |
| Close |
6,251.5 |
6,303.5 |
52.0 |
0.8% |
6,303.5 |
| Range |
50.0 |
31.5 |
-18.5 |
-37.0% |
100.0 |
| ATR |
91.3 |
90.2 |
-1.0 |
-1.1% |
0.0 |
| Volume |
148,947 |
22,370 |
-126,577 |
-85.0% |
733,896 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,404.2 |
6,385.3 |
6,320.8 |
|
| R3 |
6,372.7 |
6,353.8 |
6,312.2 |
|
| R2 |
6,341.2 |
6,341.2 |
6,309.3 |
|
| R1 |
6,322.3 |
6,322.3 |
6,306.4 |
6,316.0 |
| PP |
6,309.7 |
6,309.7 |
6,309.7 |
6,306.5 |
| S1 |
6,290.8 |
6,290.8 |
6,300.6 |
6,284.5 |
| S2 |
6,278.2 |
6,278.2 |
6,297.7 |
|
| S3 |
6,246.7 |
6,259.3 |
6,294.8 |
|
| S4 |
6,215.2 |
6,227.8 |
6,286.2 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,586.8 |
6,545.2 |
6,358.5 |
|
| R3 |
6,486.8 |
6,445.2 |
6,331.0 |
|
| R2 |
6,386.8 |
6,386.8 |
6,321.8 |
|
| R1 |
6,345.2 |
6,345.2 |
6,312.7 |
6,366.0 |
| PP |
6,286.8 |
6,286.8 |
6,286.8 |
6,297.3 |
| S1 |
6,245.2 |
6,245.2 |
6,294.3 |
6,266.0 |
| S2 |
6,186.8 |
6,186.8 |
6,285.2 |
|
| S3 |
6,086.8 |
6,145.2 |
6,276.0 |
|
| S4 |
5,986.8 |
6,045.2 |
6,248.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,328.5 |
6,228.5 |
100.0 |
1.6% |
52.3 |
0.8% |
75% |
True |
False |
146,779 |
| 10 |
6,328.5 |
6,063.0 |
265.5 |
4.2% |
63.0 |
1.0% |
91% |
True |
False |
118,049 |
| 20 |
6,328.5 |
5,816.0 |
512.5 |
8.1% |
86.8 |
1.4% |
95% |
True |
False |
125,193 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.1% |
94.3 |
1.5% |
85% |
False |
False |
120,997 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.3% |
104.4 |
1.7% |
85% |
False |
False |
128,230 |
| 80 |
6,391.5 |
5,805.0 |
586.5 |
9.3% |
108.0 |
1.7% |
85% |
False |
False |
108,851 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
120.8 |
1.9% |
89% |
False |
False |
87,216 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
114.3 |
1.8% |
89% |
False |
False |
72,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,462.4 |
|
2.618 |
6,411.0 |
|
1.618 |
6,379.5 |
|
1.000 |
6,360.0 |
|
0.618 |
6,348.0 |
|
HIGH |
6,328.5 |
|
0.618 |
6,316.5 |
|
0.500 |
6,312.8 |
|
0.382 |
6,309.0 |
|
LOW |
6,297.0 |
|
0.618 |
6,277.5 |
|
1.000 |
6,265.5 |
|
1.618 |
6,246.0 |
|
2.618 |
6,214.5 |
|
4.250 |
6,163.1 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,312.8 |
6,295.2 |
| PP |
6,309.7 |
6,286.8 |
| S1 |
6,306.6 |
6,278.5 |
|