| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,218.0 |
6,274.0 |
56.0 |
0.9% |
6,181.0 |
| High |
6,230.0 |
6,300.5 |
70.5 |
1.1% |
6,242.0 |
| Low |
6,194.0 |
6,240.0 |
46.0 |
0.7% |
6,074.5 |
| Close |
6,225.0 |
6,272.0 |
47.0 |
0.8% |
6,225.0 |
| Range |
36.0 |
60.5 |
24.5 |
68.1% |
167.5 |
| ATR |
94.8 |
93.5 |
-1.4 |
-1.5% |
0.0 |
| Volume |
20,933 |
28,560 |
7,627 |
36.4% |
47,527 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,452.3 |
6,422.7 |
6,305.3 |
|
| R3 |
6,391.8 |
6,362.2 |
6,288.6 |
|
| R2 |
6,331.3 |
6,331.3 |
6,283.1 |
|
| R1 |
6,301.7 |
6,301.7 |
6,277.5 |
6,286.3 |
| PP |
6,270.8 |
6,270.8 |
6,270.8 |
6,263.1 |
| S1 |
6,241.2 |
6,241.2 |
6,266.5 |
6,225.8 |
| S2 |
6,210.3 |
6,210.3 |
6,260.9 |
|
| S3 |
6,149.8 |
6,180.7 |
6,255.4 |
|
| S4 |
6,089.3 |
6,120.2 |
6,238.7 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,683.0 |
6,621.5 |
6,317.1 |
|
| R3 |
6,515.5 |
6,454.0 |
6,271.1 |
|
| R2 |
6,348.0 |
6,348.0 |
6,255.7 |
|
| R1 |
6,286.5 |
6,286.5 |
6,240.4 |
6,317.3 |
| PP |
6,180.5 |
6,180.5 |
6,180.5 |
6,195.9 |
| S1 |
6,119.0 |
6,119.0 |
6,209.6 |
6,149.8 |
| S2 |
6,013.0 |
6,013.0 |
6,194.3 |
|
| S3 |
5,845.5 |
5,951.5 |
6,178.9 |
|
| S4 |
5,678.0 |
5,784.0 |
6,132.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,300.5 |
6,074.5 |
226.0 |
3.6% |
75.1 |
1.2% |
87% |
True |
False |
14,097 |
| 10 |
6,300.5 |
5,830.0 |
470.5 |
7.5% |
85.8 |
1.4% |
94% |
True |
False |
7,880 |
| 20 |
6,300.5 |
5,830.0 |
470.5 |
7.5% |
92.1 |
1.5% |
94% |
True |
False |
4,278 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
93.9 |
1.5% |
78% |
False |
False |
2,293 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
98.0 |
1.6% |
79% |
False |
False |
1,680 |
| 80 |
6,394.5 |
5,625.0 |
769.5 |
12.3% |
101.9 |
1.6% |
84% |
False |
False |
1,959 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
112.3 |
1.8% |
85% |
False |
False |
1,641 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
101.4 |
1.6% |
85% |
False |
False |
1,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,557.6 |
|
2.618 |
6,458.9 |
|
1.618 |
6,398.4 |
|
1.000 |
6,361.0 |
|
0.618 |
6,337.9 |
|
HIGH |
6,300.5 |
|
0.618 |
6,277.4 |
|
0.500 |
6,270.3 |
|
0.382 |
6,263.1 |
|
LOW |
6,240.0 |
|
0.618 |
6,202.6 |
|
1.000 |
6,179.5 |
|
1.618 |
6,142.1 |
|
2.618 |
6,081.6 |
|
4.250 |
5,982.9 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,271.4 |
6,255.2 |
| PP |
6,270.8 |
6,238.3 |
| S1 |
6,270.3 |
6,221.5 |
|