| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,765.0 |
2,762.0 |
-3.0 |
-0.1% |
2,759.0 |
| High |
2,778.0 |
2,789.0 |
11.0 |
0.4% |
2,816.0 |
| Low |
2,723.0 |
2,729.0 |
6.0 |
0.2% |
2,696.0 |
| Close |
2,762.0 |
2,741.0 |
-21.0 |
-0.8% |
2,779.0 |
| Range |
55.0 |
60.0 |
5.0 |
9.1% |
120.0 |
| ATR |
54.0 |
54.5 |
0.4 |
0.8% |
0.0 |
| Volume |
0 |
1,447,909 |
1,447,909 |
|
6,555,896 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.0 |
2,897.0 |
2,774.0 |
|
| R3 |
2,873.0 |
2,837.0 |
2,757.5 |
|
| R2 |
2,813.0 |
2,813.0 |
2,752.0 |
|
| R1 |
2,777.0 |
2,777.0 |
2,746.5 |
2,765.0 |
| PP |
2,753.0 |
2,753.0 |
2,753.0 |
2,747.0 |
| S1 |
2,717.0 |
2,717.0 |
2,735.5 |
2,705.0 |
| S2 |
2,693.0 |
2,693.0 |
2,730.0 |
|
| S3 |
2,633.0 |
2,657.0 |
2,724.5 |
|
| S4 |
2,573.0 |
2,597.0 |
2,708.0 |
|
|
| 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% |
43% |
False |
False |
1,013,465 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.4% |
58.1 |
2.1% |
38% |
False |
False |
1,176,546 |
| 20 |
2,816.0 |
2,681.0 |
135.0 |
4.9% |
48.0 |
1.8% |
44% |
False |
False |
744,351 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
50.9 |
1.9% |
69% |
False |
False |
374,598 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
52.0 |
1.9% |
69% |
False |
False |
250,448 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
54.7 |
2.0% |
74% |
False |
False |
189,826 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
15.0% |
58.0 |
2.1% |
77% |
False |
False |
152,213 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
20.1% |
61.8 |
2.3% |
64% |
False |
False |
126,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.0 |
|
2.618 |
2,946.1 |
|
1.618 |
2,886.1 |
|
1.000 |
2,849.0 |
|
0.618 |
2,826.1 |
|
HIGH |
2,789.0 |
|
0.618 |
2,766.1 |
|
0.500 |
2,759.0 |
|
0.382 |
2,751.9 |
|
LOW |
2,729.0 |
|
0.618 |
2,691.9 |
|
1.000 |
2,669.0 |
|
1.618 |
2,631.9 |
|
2.618 |
2,571.9 |
|
4.250 |
2,474.0 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.0 |
2,762.0 |
| PP |
2,753.0 |
2,755.0 |
| S1 |
2,747.0 |
2,748.0 |
|