| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,787.0 |
2,799.0 |
12.0 |
0.4% |
2,753.0 |
| High |
2,802.0 |
2,800.0 |
-2.0 |
-0.1% |
2,779.0 |
| Low |
2,769.0 |
2,762.0 |
-7.0 |
-0.3% |
2,690.0 |
| Close |
2,795.0 |
2,783.0 |
-12.0 |
-0.4% |
2,769.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
89.0 |
| ATR |
50.1 |
49.2 |
-0.9 |
-1.7% |
0.0 |
| Volume |
979,182 |
993,365 |
14,183 |
1.4% |
525,963 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.7 |
2,877.3 |
2,803.9 |
|
| R3 |
2,857.7 |
2,839.3 |
2,793.5 |
|
| R2 |
2,819.7 |
2,819.7 |
2,790.0 |
|
| R1 |
2,801.3 |
2,801.3 |
2,786.5 |
2,791.5 |
| PP |
2,781.7 |
2,781.7 |
2,781.7 |
2,776.8 |
| S1 |
2,763.3 |
2,763.3 |
2,779.5 |
2,753.5 |
| S2 |
2,743.7 |
2,743.7 |
2,776.0 |
|
| S3 |
2,705.7 |
2,725.3 |
2,772.6 |
|
| S4 |
2,667.7 |
2,687.3 |
2,762.1 |
|
|
| 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 |
2,808.0 |
2,721.0 |
87.0 |
3.1% |
37.0 |
1.3% |
71% |
False |
False |
583,939 |
| 10 |
2,808.0 |
2,681.0 |
127.0 |
4.6% |
37.9 |
1.4% |
80% |
False |
False |
312,155 |
| 20 |
2,808.0 |
2,537.0 |
271.0 |
9.7% |
49.9 |
1.8% |
91% |
False |
False |
160,024 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
50.1 |
1.8% |
83% |
False |
False |
80,869 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
53.9 |
1.9% |
86% |
False |
False |
54,558 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.8% |
55.7 |
2.0% |
87% |
False |
False |
43,091 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.1% |
62.9 |
2.3% |
89% |
False |
False |
34,633 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.8% |
58.0 |
2.1% |
72% |
False |
False |
28,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.5 |
|
2.618 |
2,899.5 |
|
1.618 |
2,861.5 |
|
1.000 |
2,838.0 |
|
0.618 |
2,823.5 |
|
HIGH |
2,800.0 |
|
0.618 |
2,785.5 |
|
0.500 |
2,781.0 |
|
0.382 |
2,776.5 |
|
LOW |
2,762.0 |
|
0.618 |
2,738.5 |
|
1.000 |
2,724.0 |
|
1.618 |
2,700.5 |
|
2.618 |
2,662.5 |
|
4.250 |
2,600.5 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.3 |
2,785.0 |
| PP |
2,781.7 |
2,784.3 |
| S1 |
2,781.0 |
2,783.7 |
|