| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,788.0 |
29.0 |
1.1% |
2,789.0 |
| High |
2,807.0 |
2,816.0 |
9.0 |
0.3% |
2,808.0 |
| Low |
2,750.0 |
2,769.0 |
19.0 |
0.7% |
2,732.0 |
| Close |
2,788.0 |
2,784.0 |
-4.0 |
-0.1% |
2,745.0 |
| Range |
57.0 |
47.0 |
-10.0 |
-17.5% |
76.0 |
| ATR |
50.4 |
50.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,039,996 |
1,243,772 |
203,776 |
19.6% |
5,521,005 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.7 |
2,904.3 |
2,809.9 |
|
| R3 |
2,883.7 |
2,857.3 |
2,796.9 |
|
| R2 |
2,836.7 |
2,836.7 |
2,792.6 |
|
| R1 |
2,810.3 |
2,810.3 |
2,788.3 |
2,800.0 |
| PP |
2,789.7 |
2,789.7 |
2,789.7 |
2,784.5 |
| S1 |
2,763.3 |
2,763.3 |
2,779.7 |
2,753.0 |
| S2 |
2,742.7 |
2,742.7 |
2,775.4 |
|
| S3 |
2,695.7 |
2,716.3 |
2,771.1 |
|
| S4 |
2,648.7 |
2,669.3 |
2,758.2 |
|
|
| 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 |
2,816.0 |
2,732.0 |
84.0 |
3.0% |
48.6 |
1.7% |
62% |
True |
False |
1,249,408 |
| 10 |
2,816.0 |
2,690.0 |
126.0 |
4.5% |
44.5 |
1.6% |
75% |
True |
False |
823,442 |
| 20 |
2,816.0 |
2,537.0 |
279.0 |
10.0% |
48.1 |
1.7% |
89% |
True |
False |
422,464 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
49.6 |
1.8% |
83% |
False |
False |
211,990 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
52.9 |
1.9% |
86% |
False |
False |
142,015 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.8% |
55.0 |
2.0% |
87% |
False |
False |
108,688 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.1% |
62.1 |
2.2% |
89% |
False |
False |
87,158 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.8% |
59.6 |
2.1% |
72% |
False |
False |
72,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.8 |
|
2.618 |
2,939.0 |
|
1.618 |
2,892.0 |
|
1.000 |
2,863.0 |
|
0.618 |
2,845.0 |
|
HIGH |
2,816.0 |
|
0.618 |
2,798.0 |
|
0.500 |
2,792.5 |
|
0.382 |
2,787.0 |
|
LOW |
2,769.0 |
|
0.618 |
2,740.0 |
|
1.000 |
2,722.0 |
|
1.618 |
2,693.0 |
|
2.618 |
2,646.0 |
|
4.250 |
2,569.3 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.5 |
2,780.7 |
| PP |
2,789.7 |
2,777.3 |
| S1 |
2,786.8 |
2,774.0 |
|