| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,794.0 |
2,765.0 |
-29.0 |
-1.0% |
2,759.0 |
| High |
2,801.0 |
2,778.0 |
-23.0 |
-0.8% |
2,816.0 |
| Low |
2,757.0 |
2,723.0 |
-34.0 |
-1.2% |
2,696.0 |
| Close |
2,765.0 |
2,762.0 |
-3.0 |
-0.1% |
2,779.0 |
| Range |
44.0 |
55.0 |
11.0 |
25.0% |
120.0 |
| ATR |
53.9 |
54.0 |
0.1 |
0.1% |
0.0 |
| Volume |
791,751 |
0 |
-791,751 |
-100.0% |
6,555,896 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,895.7 |
2,792.3 |
|
| R3 |
2,864.3 |
2,840.7 |
2,777.1 |
|
| R2 |
2,809.3 |
2,809.3 |
2,772.1 |
|
| R1 |
2,785.7 |
2,785.7 |
2,767.0 |
2,770.0 |
| PP |
2,754.3 |
2,754.3 |
2,754.3 |
2,746.5 |
| S1 |
2,730.7 |
2,730.7 |
2,757.0 |
2,715.0 |
| S2 |
2,699.3 |
2,699.3 |
2,751.9 |
|
| S3 |
2,644.3 |
2,675.7 |
2,746.9 |
|
| S4 |
2,589.3 |
2,620.7 |
2,731.8 |
|
|
| 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 |
2,801.0 |
2,696.0 |
105.0 |
3.8% |
63.2 |
2.3% |
63% |
False |
False |
1,012,775 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.3% |
55.9 |
2.0% |
55% |
False |
False |
1,131,092 |
| 20 |
2,816.0 |
2,598.0 |
218.0 |
7.9% |
50.3 |
1.8% |
75% |
False |
False |
672,381 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
50.6 |
1.8% |
76% |
False |
False |
338,410 |
| 60 |
2,834.0 |
2,517.0 |
317.0 |
11.5% |
53.3 |
1.9% |
77% |
False |
False |
226,347 |
| 80 |
2,834.0 |
2,480.0 |
354.0 |
12.8% |
54.7 |
2.0% |
80% |
False |
False |
171,743 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
58.2 |
2.1% |
82% |
False |
False |
137,749 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.9% |
61.3 |
2.2% |
68% |
False |
False |
114,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.8 |
|
2.618 |
2,922.0 |
|
1.618 |
2,867.0 |
|
1.000 |
2,833.0 |
|
0.618 |
2,812.0 |
|
HIGH |
2,778.0 |
|
0.618 |
2,757.0 |
|
0.500 |
2,750.5 |
|
0.382 |
2,744.0 |
|
LOW |
2,723.0 |
|
0.618 |
2,689.0 |
|
1.000 |
2,668.0 |
|
1.618 |
2,634.0 |
|
2.618 |
2,579.0 |
|
4.250 |
2,489.3 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.2 |
2,759.2 |
| PP |
2,754.3 |
2,756.3 |
| S1 |
2,750.5 |
2,753.5 |
|