| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,788.0 |
2,794.0 |
6.0 |
0.2% |
2,789.0 |
| High |
2,816.0 |
2,794.0 |
-22.0 |
-0.8% |
2,808.0 |
| Low |
2,769.0 |
2,734.0 |
-35.0 |
-1.3% |
2,732.0 |
| Close |
2,784.0 |
2,743.0 |
-41.0 |
-1.5% |
2,745.0 |
| Range |
47.0 |
60.0 |
13.0 |
27.7% |
76.0 |
| ATR |
50.2 |
50.9 |
0.7 |
1.4% |
0.0 |
| Volume |
1,243,772 |
1,444,463 |
200,691 |
16.1% |
5,521,005 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.0 |
2,900.0 |
2,776.0 |
|
| R3 |
2,877.0 |
2,840.0 |
2,759.5 |
|
| R2 |
2,817.0 |
2,817.0 |
2,754.0 |
|
| R1 |
2,780.0 |
2,780.0 |
2,748.5 |
2,768.5 |
| PP |
2,757.0 |
2,757.0 |
2,757.0 |
2,751.3 |
| S1 |
2,720.0 |
2,720.0 |
2,737.5 |
2,708.5 |
| S2 |
2,697.0 |
2,697.0 |
2,732.0 |
|
| S3 |
2,637.0 |
2,660.0 |
2,726.5 |
|
| S4 |
2,577.0 |
2,600.0 |
2,710.0 |
|
|
| 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 |
3.1% |
53.0 |
1.9% |
13% |
False |
False |
1,339,628 |
| 10 |
2,816.0 |
2,721.0 |
95.0 |
3.5% |
45.0 |
1.6% |
23% |
False |
False |
961,784 |
| 20 |
2,816.0 |
2,558.0 |
258.0 |
9.4% |
47.7 |
1.7% |
72% |
False |
False |
494,151 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
50.3 |
1.8% |
69% |
False |
False |
248,017 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
52.9 |
1.9% |
74% |
False |
False |
166,087 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
14.0% |
54.9 |
2.0% |
76% |
False |
False |
126,666 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.3% |
62.0 |
2.3% |
80% |
False |
False |
101,591 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
20.1% |
59.8 |
2.2% |
65% |
False |
False |
84,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.0 |
|
2.618 |
2,951.1 |
|
1.618 |
2,891.1 |
|
1.000 |
2,854.0 |
|
0.618 |
2,831.1 |
|
HIGH |
2,794.0 |
|
0.618 |
2,771.1 |
|
0.500 |
2,764.0 |
|
0.382 |
2,756.9 |
|
LOW |
2,734.0 |
|
0.618 |
2,696.9 |
|
1.000 |
2,674.0 |
|
1.618 |
2,636.9 |
|
2.618 |
2,576.9 |
|
4.250 |
2,479.0 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,764.0 |
2,775.0 |
| PP |
2,757.0 |
2,764.3 |
| S1 |
2,750.0 |
2,753.7 |
|