| 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 |
2,772.0 |
2,802.0 |
30.0 |
1.1% |
2,789.0 |
| High |
2,789.0 |
2,808.0 |
19.0 |
0.7% |
2,808.0 |
| Low |
2,764.0 |
2,732.0 |
-32.0 |
-1.2% |
2,732.0 |
| Close |
2,773.0 |
2,745.0 |
-28.0 |
-1.0% |
2,745.0 |
| Range |
25.0 |
76.0 |
51.0 |
204.0% |
76.0 |
| ATR |
47.5 |
49.5 |
2.0 |
4.3% |
0.0 |
| Volume |
1,097,100 |
1,872,810 |
775,710 |
70.7% |
5,521,005 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.7 |
2,943.3 |
2,786.8 |
|
| R3 |
2,913.7 |
2,867.3 |
2,765.9 |
|
| R2 |
2,837.7 |
2,837.7 |
2,758.9 |
|
| R1 |
2,791.3 |
2,791.3 |
2,752.0 |
2,776.5 |
| PP |
2,761.7 |
2,761.7 |
2,761.7 |
2,754.3 |
| S1 |
2,715.3 |
2,715.3 |
2,738.0 |
2,700.5 |
| S2 |
2,685.7 |
2,685.7 |
2,731.1 |
|
| S3 |
2,609.7 |
2,639.3 |
2,724.1 |
|
| S4 |
2,533.7 |
2,563.3 |
2,703.2 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.7 |
2,943.3 |
2,786.8 |
|
| R3 |
2,913.7 |
2,867.3 |
2,765.9 |
|
| R2 |
2,837.7 |
2,837.7 |
2,758.9 |
|
| R1 |
2,791.3 |
2,791.3 |
2,752.0 |
2,776.5 |
| PP |
2,761.7 |
2,761.7 |
2,761.7 |
2,754.3 |
| S1 |
2,715.3 |
2,715.3 |
2,738.0 |
2,700.5 |
| S2 |
2,685.7 |
2,685.7 |
2,731.1 |
|
| S3 |
2,609.7 |
2,639.3 |
2,724.1 |
|
| S4 |
2,533.7 |
2,563.3 |
2,703.2 |
|
|
| 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 |
2,732.0 |
76.0 |
2.8% |
41.0 |
1.5% |
17% |
True |
True |
1,104,201 |
| 10 |
2,808.0 |
2,690.0 |
118.0 |
4.3% |
39.2 |
1.4% |
47% |
True |
False |
604,696 |
| 20 |
2,808.0 |
2,537.0 |
271.0 |
9.9% |
47.8 |
1.7% |
77% |
True |
False |
308,371 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
49.0 |
1.8% |
70% |
False |
False |
154,985 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
53.4 |
1.9% |
75% |
False |
False |
104,032 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
14.0% |
54.7 |
2.0% |
77% |
False |
False |
80,182 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.3% |
62.8 |
2.3% |
80% |
False |
False |
64,326 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
20.0% |
58.9 |
2.1% |
65% |
False |
False |
53,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,131.0 |
|
2.618 |
3,007.0 |
|
1.618 |
2,931.0 |
|
1.000 |
2,884.0 |
|
0.618 |
2,855.0 |
|
HIGH |
2,808.0 |
|
0.618 |
2,779.0 |
|
0.500 |
2,770.0 |
|
0.382 |
2,761.0 |
|
LOW |
2,732.0 |
|
0.618 |
2,685.0 |
|
1.000 |
2,656.0 |
|
1.618 |
2,609.0 |
|
2.618 |
2,533.0 |
|
4.250 |
2,409.0 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.0 |
2,770.0 |
| PP |
2,761.7 |
2,761.7 |
| S1 |
2,753.3 |
2,753.3 |
|