| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,794.0 |
2,763.0 |
-31.0 |
-1.1% |
2,789.0 |
| High |
2,794.0 |
2,769.0 |
-25.0 |
-0.9% |
2,808.0 |
| Low |
2,734.0 |
2,696.0 |
-38.0 |
-1.4% |
2,732.0 |
| Close |
2,743.0 |
2,723.0 |
-20.0 |
-0.7% |
2,745.0 |
| Range |
60.0 |
73.0 |
13.0 |
21.7% |
76.0 |
| ATR |
50.9 |
52.5 |
1.6 |
3.1% |
0.0 |
| Volume |
1,444,463 |
1,552,751 |
108,288 |
7.5% |
5,521,005 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.3 |
2,908.7 |
2,763.2 |
|
| R3 |
2,875.3 |
2,835.7 |
2,743.1 |
|
| R2 |
2,802.3 |
2,802.3 |
2,736.4 |
|
| R1 |
2,762.7 |
2,762.7 |
2,729.7 |
2,746.0 |
| PP |
2,729.3 |
2,729.3 |
2,729.3 |
2,721.0 |
| S1 |
2,689.7 |
2,689.7 |
2,716.3 |
2,673.0 |
| S2 |
2,656.3 |
2,656.3 |
2,709.6 |
|
| S3 |
2,583.3 |
2,616.7 |
2,702.9 |
|
| S4 |
2,510.3 |
2,543.7 |
2,682.9 |
|
|
| 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 |
2,696.0 |
120.0 |
4.4% |
62.6 |
2.3% |
23% |
False |
True |
1,430,758 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.4% |
46.5 |
1.7% |
23% |
False |
True |
1,110,316 |
| 20 |
2,816.0 |
2,558.0 |
258.0 |
9.5% |
49.3 |
1.8% |
64% |
False |
False |
570,922 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.9% |
50.0 |
1.8% |
63% |
False |
False |
286,770 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
53.2 |
2.0% |
69% |
False |
False |
191,949 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
14.1% |
55.2 |
2.0% |
71% |
False |
False |
146,070 |
| 100 |
2,834.0 |
2,413.0 |
421.0 |
15.5% |
60.3 |
2.2% |
74% |
False |
False |
117,114 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
20.2% |
60.2 |
2.2% |
61% |
False |
False |
97,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,079.3 |
|
2.618 |
2,960.1 |
|
1.618 |
2,887.1 |
|
1.000 |
2,842.0 |
|
0.618 |
2,814.1 |
|
HIGH |
2,769.0 |
|
0.618 |
2,741.1 |
|
0.500 |
2,732.5 |
|
0.382 |
2,723.9 |
|
LOW |
2,696.0 |
|
0.618 |
2,650.9 |
|
1.000 |
2,623.0 |
|
1.618 |
2,577.9 |
|
2.618 |
2,504.9 |
|
4.250 |
2,385.8 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,756.0 |
| PP |
2,729.3 |
2,745.0 |
| S1 |
2,726.2 |
2,734.0 |
|