| 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 |
2,728.0 |
2,756.0 |
28.0 |
1.0% |
2,753.0 |
| High |
2,779.0 |
2,772.0 |
-7.0 |
-0.3% |
2,779.0 |
| Low |
2,721.0 |
2,749.0 |
28.0 |
1.0% |
2,690.0 |
| Close |
2,765.0 |
2,769.0 |
4.0 |
0.1% |
2,769.0 |
| Range |
58.0 |
23.0 |
-35.0 |
-60.3% |
89.0 |
| ATR |
54.6 |
52.4 |
-2.3 |
-4.1% |
0.0 |
| Volume |
67,428 |
301,176 |
233,748 |
346.7% |
525,963 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.3 |
2,823.7 |
2,781.7 |
|
| R3 |
2,809.3 |
2,800.7 |
2,775.3 |
|
| R2 |
2,786.3 |
2,786.3 |
2,773.2 |
|
| R1 |
2,777.7 |
2,777.7 |
2,771.1 |
2,782.0 |
| PP |
2,763.3 |
2,763.3 |
2,763.3 |
2,765.5 |
| S1 |
2,754.7 |
2,754.7 |
2,766.9 |
2,759.0 |
| S2 |
2,740.3 |
2,740.3 |
2,764.8 |
|
| S3 |
2,717.3 |
2,731.7 |
2,762.7 |
|
| S4 |
2,694.3 |
2,708.7 |
2,756.4 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.0 |
2,980.0 |
2,818.0 |
|
| R3 |
2,924.0 |
2,891.0 |
2,793.5 |
|
| R2 |
2,835.0 |
2,835.0 |
2,785.3 |
|
| R1 |
2,802.0 |
2,802.0 |
2,777.2 |
2,818.5 |
| PP |
2,746.0 |
2,746.0 |
2,746.0 |
2,754.3 |
| S1 |
2,713.0 |
2,713.0 |
2,760.8 |
2,729.5 |
| S2 |
2,657.0 |
2,657.0 |
2,752.7 |
|
| S3 |
2,568.0 |
2,624.0 |
2,744.5 |
|
| S4 |
2,479.0 |
2,535.0 |
2,720.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,779.0 |
2,690.0 |
89.0 |
3.2% |
37.4 |
1.4% |
89% |
False |
False |
105,192 |
| 10 |
2,779.0 |
2,558.0 |
221.0 |
8.0% |
48.3 |
1.7% |
95% |
False |
False |
61,018 |
| 20 |
2,779.0 |
2,537.0 |
242.0 |
8.7% |
50.8 |
1.8% |
96% |
False |
False |
32,765 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
52.1 |
1.9% |
78% |
False |
False |
17,292 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
55.1 |
2.0% |
82% |
False |
False |
12,088 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
56.7 |
2.0% |
84% |
False |
False |
11,249 |
| 100 |
2,864.0 |
2,387.0 |
477.0 |
17.2% |
63.9 |
2.3% |
80% |
False |
False |
9,164 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.9% |
57.6 |
2.1% |
69% |
False |
False |
7,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.8 |
|
2.618 |
2,832.2 |
|
1.618 |
2,809.2 |
|
1.000 |
2,795.0 |
|
0.618 |
2,786.2 |
|
HIGH |
2,772.0 |
|
0.618 |
2,763.2 |
|
0.500 |
2,760.5 |
|
0.382 |
2,757.8 |
|
LOW |
2,749.0 |
|
0.618 |
2,734.8 |
|
1.000 |
2,726.0 |
|
1.618 |
2,711.8 |
|
2.618 |
2,688.8 |
|
4.250 |
2,651.3 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.2 |
2,757.5 |
| PP |
2,763.3 |
2,746.0 |
| S1 |
2,760.5 |
2,734.5 |
|