| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,110.5 |
6,160.0 |
49.5 |
0.8% |
5,996.0 |
| High |
6,187.0 |
6,242.0 |
55.0 |
0.9% |
6,185.0 |
| Low |
6,074.5 |
6,142.5 |
68.0 |
1.1% |
5,830.0 |
| Close |
6,176.5 |
6,222.0 |
45.5 |
0.7% |
6,137.0 |
| Range |
112.5 |
99.5 |
-13.0 |
-11.6% |
355.0 |
| ATR |
99.4 |
99.4 |
0.0 |
0.0% |
0.0 |
| Volume |
9,407 |
7,456 |
-1,951 |
-20.7% |
3,961 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,500.7 |
6,460.8 |
6,276.7 |
|
| R3 |
6,401.2 |
6,361.3 |
6,249.4 |
|
| R2 |
6,301.7 |
6,301.7 |
6,240.2 |
|
| R1 |
6,261.8 |
6,261.8 |
6,231.1 |
6,281.8 |
| PP |
6,202.2 |
6,202.2 |
6,202.2 |
6,212.1 |
| S1 |
6,162.3 |
6,162.3 |
6,212.9 |
6,182.3 |
| S2 |
6,102.7 |
6,102.7 |
6,203.8 |
|
| S3 |
6,003.2 |
6,062.8 |
6,194.6 |
|
| S4 |
5,903.7 |
5,963.3 |
6,167.3 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,115.7 |
6,981.3 |
6,332.3 |
|
| R3 |
6,760.7 |
6,626.3 |
6,234.6 |
|
| R2 |
6,405.7 |
6,405.7 |
6,202.1 |
|
| R1 |
6,271.3 |
6,271.3 |
6,169.5 |
6,338.5 |
| PP |
6,050.7 |
6,050.7 |
6,050.7 |
6,084.3 |
| S1 |
5,916.3 |
5,916.3 |
6,104.5 |
5,983.5 |
| S2 |
5,695.7 |
5,695.7 |
6,071.9 |
|
| S3 |
5,340.7 |
5,561.3 |
6,039.4 |
|
| S4 |
4,985.7 |
5,206.3 |
5,941.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,242.0 |
6,074.5 |
167.5 |
2.7% |
79.7 |
1.3% |
88% |
True |
False |
5,416 |
| 10 |
6,242.0 |
5,830.0 |
412.0 |
6.6% |
98.7 |
1.6% |
95% |
True |
False |
3,228 |
| 20 |
6,242.0 |
5,830.0 |
412.0 |
6.6% |
96.5 |
1.6% |
95% |
True |
False |
1,817 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
98.4 |
1.6% |
69% |
False |
False |
1,072 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
99.3 |
1.6% |
70% |
False |
False |
940 |
| 80 |
6,394.5 |
5,625.0 |
769.5 |
12.4% |
104.4 |
1.7% |
78% |
False |
False |
1,350 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
112.1 |
1.8% |
78% |
False |
False |
1,150 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
101.5 |
1.6% |
78% |
False |
False |
978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,664.9 |
|
2.618 |
6,502.5 |
|
1.618 |
6,403.0 |
|
1.000 |
6,341.5 |
|
0.618 |
6,303.5 |
|
HIGH |
6,242.0 |
|
0.618 |
6,204.0 |
|
0.500 |
6,192.3 |
|
0.382 |
6,180.5 |
|
LOW |
6,142.5 |
|
0.618 |
6,081.0 |
|
1.000 |
6,043.0 |
|
1.618 |
5,981.5 |
|
2.618 |
5,882.0 |
|
4.250 |
5,719.6 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,212.1 |
6,200.8 |
| PP |
6,202.2 |
6,179.5 |
| S1 |
6,192.3 |
6,158.3 |
|