| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,762.0 |
2,726.0 |
-36.0 |
-1.3% |
2,759.0 |
| High |
2,789.0 |
2,787.0 |
-2.0 |
-0.1% |
2,816.0 |
| Low |
2,729.0 |
2,707.0 |
-22.0 |
-0.8% |
2,696.0 |
| Close |
2,741.0 |
2,738.0 |
-3.0 |
-0.1% |
2,779.0 |
| Range |
60.0 |
80.0 |
20.0 |
33.3% |
120.0 |
| ATR |
54.5 |
56.3 |
1.8 |
3.4% |
0.0 |
| Volume |
1,447,909 |
1,769,418 |
321,509 |
22.2% |
6,555,896 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.0 |
2,941.0 |
2,782.0 |
|
| R3 |
2,904.0 |
2,861.0 |
2,760.0 |
|
| R2 |
2,824.0 |
2,824.0 |
2,752.7 |
|
| R1 |
2,781.0 |
2,781.0 |
2,745.3 |
2,802.5 |
| PP |
2,744.0 |
2,744.0 |
2,744.0 |
2,754.8 |
| S1 |
2,701.0 |
2,701.0 |
2,730.7 |
2,722.5 |
| S2 |
2,664.0 |
2,664.0 |
2,723.3 |
|
| S3 |
2,584.0 |
2,621.0 |
2,716.0 |
|
| S4 |
2,504.0 |
2,541.0 |
2,694.0 |
|
|
| 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 |
2,706.0 |
95.0 |
3.5% |
64.6 |
2.4% |
34% |
False |
False |
1,056,798 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.4% |
63.6 |
2.3% |
35% |
False |
False |
1,243,778 |
| 20 |
2,816.0 |
2,690.0 |
126.0 |
4.6% |
50.3 |
1.8% |
38% |
False |
False |
831,532 |
| 40 |
2,825.0 |
2,537.0 |
288.0 |
10.5% |
52.0 |
1.9% |
70% |
False |
False |
418,824 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
52.6 |
1.9% |
68% |
False |
False |
279,927 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
54.5 |
2.0% |
73% |
False |
False |
211,779 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
15.0% |
58.3 |
2.1% |
77% |
False |
False |
169,897 |
| 120 |
2,935.0 |
2,387.0 |
548.0 |
20.0% |
62.1 |
2.3% |
64% |
False |
False |
141,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,127.0 |
|
2.618 |
2,996.4 |
|
1.618 |
2,916.4 |
|
1.000 |
2,867.0 |
|
0.618 |
2,836.4 |
|
HIGH |
2,787.0 |
|
0.618 |
2,756.4 |
|
0.500 |
2,747.0 |
|
0.382 |
2,737.6 |
|
LOW |
2,707.0 |
|
0.618 |
2,657.6 |
|
1.000 |
2,627.0 |
|
1.618 |
2,577.6 |
|
2.618 |
2,497.6 |
|
4.250 |
2,367.0 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.0 |
2,748.0 |
| PP |
2,744.0 |
2,744.7 |
| S1 |
2,741.0 |
2,741.3 |
|