| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,763.0 |
2,719.0 |
-44.0 |
-1.6% |
2,759.0 |
| High |
2,769.0 |
2,790.0 |
21.0 |
0.8% |
2,816.0 |
| Low |
2,696.0 |
2,706.0 |
10.0 |
0.4% |
2,696.0 |
| Close |
2,723.0 |
2,779.0 |
56.0 |
2.1% |
2,779.0 |
| Range |
73.0 |
84.0 |
11.0 |
15.1% |
120.0 |
| ATR |
52.5 |
54.7 |
2.3 |
4.3% |
0.0 |
| Volume |
1,552,751 |
1,274,914 |
-277,837 |
-17.9% |
6,555,896 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.3 |
2,978.7 |
2,825.2 |
|
| R3 |
2,926.3 |
2,894.7 |
2,802.1 |
|
| R2 |
2,842.3 |
2,842.3 |
2,794.4 |
|
| R1 |
2,810.7 |
2,810.7 |
2,786.7 |
2,826.5 |
| PP |
2,758.3 |
2,758.3 |
2,758.3 |
2,766.3 |
| S1 |
2,726.7 |
2,726.7 |
2,771.3 |
2,742.5 |
| S2 |
2,674.3 |
2,674.3 |
2,763.6 |
|
| S3 |
2,590.3 |
2,642.7 |
2,755.9 |
|
| S4 |
2,506.3 |
2,558.7 |
2,732.8 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.7 |
3,071.3 |
2,845.0 |
|
| R3 |
3,003.7 |
2,951.3 |
2,812.0 |
|
| R2 |
2,883.7 |
2,883.7 |
2,801.0 |
|
| R1 |
2,831.3 |
2,831.3 |
2,790.0 |
2,857.5 |
| PP |
2,763.7 |
2,763.7 |
2,763.7 |
2,776.8 |
| S1 |
2,711.3 |
2,711.3 |
2,768.0 |
2,737.5 |
| S2 |
2,643.7 |
2,643.7 |
2,757.0 |
|
| S3 |
2,523.7 |
2,591.3 |
2,746.0 |
|
| S4 |
2,403.7 |
2,471.3 |
2,713.0 |
|
|
| 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 |
4.3% |
64.2 |
2.3% |
69% |
False |
False |
1,311,179 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.3% |
52.6 |
1.9% |
69% |
False |
False |
1,207,690 |
| 20 |
2,816.0 |
2,558.0 |
258.0 |
9.3% |
50.5 |
1.8% |
86% |
False |
False |
634,354 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
50.7 |
1.8% |
81% |
False |
False |
318,630 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
53.5 |
1.9% |
84% |
False |
False |
213,195 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.8% |
55.1 |
2.0% |
86% |
False |
False |
161,944 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
59.7 |
2.1% |
87% |
False |
False |
129,852 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.8% |
60.6 |
2.2% |
71% |
False |
False |
108,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.0 |
|
2.618 |
3,009.9 |
|
1.618 |
2,925.9 |
|
1.000 |
2,874.0 |
|
0.618 |
2,841.9 |
|
HIGH |
2,790.0 |
|
0.618 |
2,757.9 |
|
0.500 |
2,748.0 |
|
0.382 |
2,738.1 |
|
LOW |
2,706.0 |
|
0.618 |
2,654.1 |
|
1.000 |
2,622.0 |
|
1.618 |
2,570.1 |
|
2.618 |
2,486.1 |
|
4.250 |
2,349.0 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.7 |
2,767.7 |
| PP |
2,758.3 |
2,756.3 |
| S1 |
2,748.0 |
2,745.0 |
|