| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,799.0 |
2,772.0 |
-27.0 |
-1.0% |
2,753.0 |
| High |
2,800.0 |
2,789.0 |
-11.0 |
-0.4% |
2,779.0 |
| Low |
2,762.0 |
2,764.0 |
2.0 |
0.1% |
2,690.0 |
| Close |
2,783.0 |
2,773.0 |
-10.0 |
-0.4% |
2,769.0 |
| Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
89.0 |
| ATR |
49.2 |
47.5 |
-1.7 |
-3.5% |
0.0 |
| Volume |
993,365 |
1,097,100 |
103,735 |
10.4% |
525,963 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.3 |
2,836.7 |
2,786.8 |
|
| R3 |
2,825.3 |
2,811.7 |
2,779.9 |
|
| R2 |
2,800.3 |
2,800.3 |
2,777.6 |
|
| R1 |
2,786.7 |
2,786.7 |
2,775.3 |
2,793.5 |
| PP |
2,775.3 |
2,775.3 |
2,775.3 |
2,778.8 |
| S1 |
2,761.7 |
2,761.7 |
2,770.7 |
2,768.5 |
| S2 |
2,750.3 |
2,750.3 |
2,768.4 |
|
| S3 |
2,725.3 |
2,736.7 |
2,766.1 |
|
| S4 |
2,700.3 |
2,711.7 |
2,759.3 |
|
|
| 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 |
2,749.0 |
59.0 |
2.1% |
30.4 |
1.1% |
41% |
False |
False |
789,874 |
| 10 |
2,808.0 |
2,690.0 |
118.0 |
4.3% |
36.9 |
1.3% |
70% |
False |
False |
419,285 |
| 20 |
2,808.0 |
2,537.0 |
271.0 |
9.8% |
46.4 |
1.7% |
87% |
False |
False |
214,760 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
48.2 |
1.7% |
79% |
False |
False |
108,206 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
52.8 |
1.9% |
83% |
False |
False |
72,822 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.8% |
54.7 |
2.0% |
84% |
False |
False |
56,792 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.1% |
62.6 |
2.3% |
86% |
False |
False |
45,600 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.8% |
58.2 |
2.1% |
70% |
False |
False |
38,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.3 |
|
2.618 |
2,854.5 |
|
1.618 |
2,829.5 |
|
1.000 |
2,814.0 |
|
0.618 |
2,804.5 |
|
HIGH |
2,789.0 |
|
0.618 |
2,779.5 |
|
0.500 |
2,776.5 |
|
0.382 |
2,773.6 |
|
LOW |
2,764.0 |
|
0.618 |
2,748.6 |
|
1.000 |
2,739.0 |
|
1.618 |
2,723.6 |
|
2.618 |
2,698.6 |
|
4.250 |
2,657.8 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,776.5 |
2,782.0 |
| PP |
2,775.3 |
2,779.0 |
| S1 |
2,774.2 |
2,776.0 |
|