| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,794.0 |
75.0 |
2.8% |
2,759.0 |
| High |
2,790.0 |
2,801.0 |
11.0 |
0.4% |
2,816.0 |
| Low |
2,706.0 |
2,757.0 |
51.0 |
1.9% |
2,696.0 |
| Close |
2,779.0 |
2,765.0 |
-14.0 |
-0.5% |
2,779.0 |
| Range |
84.0 |
44.0 |
-40.0 |
-47.6% |
120.0 |
| ATR |
54.7 |
53.9 |
-0.8 |
-1.4% |
0.0 |
| Volume |
1,274,914 |
791,751 |
-483,163 |
-37.9% |
6,555,896 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.3 |
2,879.7 |
2,789.2 |
|
| R3 |
2,862.3 |
2,835.7 |
2,777.1 |
|
| R2 |
2,818.3 |
2,818.3 |
2,773.1 |
|
| R1 |
2,791.7 |
2,791.7 |
2,769.0 |
2,783.0 |
| PP |
2,774.3 |
2,774.3 |
2,774.3 |
2,770.0 |
| S1 |
2,747.7 |
2,747.7 |
2,761.0 |
2,739.0 |
| S2 |
2,730.3 |
2,730.3 |
2,756.9 |
|
| S3 |
2,686.3 |
2,703.7 |
2,752.9 |
|
| S4 |
2,642.3 |
2,659.7 |
2,740.8 |
|
|
| 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% |
61.6 |
2.2% |
58% |
False |
False |
1,261,530 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.3% |
53.7 |
1.9% |
58% |
False |
False |
1,229,010 |
| 20 |
2,816.0 |
2,558.0 |
258.0 |
9.3% |
50.4 |
1.8% |
80% |
False |
False |
673,897 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
50.0 |
1.8% |
77% |
False |
False |
338,420 |
| 60 |
2,834.0 |
2,504.0 |
330.0 |
11.9% |
53.7 |
1.9% |
79% |
False |
False |
226,368 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.9% |
54.9 |
2.0% |
82% |
False |
False |
171,809 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
58.5 |
2.1% |
83% |
False |
False |
137,757 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.9% |
60.8 |
2.2% |
69% |
False |
False |
114,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.0 |
|
2.618 |
2,916.2 |
|
1.618 |
2,872.2 |
|
1.000 |
2,845.0 |
|
0.618 |
2,828.2 |
|
HIGH |
2,801.0 |
|
0.618 |
2,784.2 |
|
0.500 |
2,779.0 |
|
0.382 |
2,773.8 |
|
LOW |
2,757.0 |
|
0.618 |
2,729.8 |
|
1.000 |
2,713.0 |
|
1.618 |
2,685.8 |
|
2.618 |
2,641.8 |
|
4.250 |
2,570.0 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,779.0 |
2,759.5 |
| PP |
2,774.3 |
2,754.0 |
| S1 |
2,769.7 |
2,748.5 |
|