| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,274.0 |
6,262.0 |
-12.0 |
-0.2% |
6,181.0 |
| High |
6,300.5 |
6,297.0 |
-3.5 |
-0.1% |
6,242.0 |
| Low |
6,240.0 |
6,239.0 |
-1.0 |
0.0% |
6,074.5 |
| Close |
6,272.0 |
6,288.0 |
16.0 |
0.3% |
6,225.0 |
| Range |
60.5 |
58.0 |
-2.5 |
-4.1% |
167.5 |
| ATR |
93.5 |
90.9 |
-2.5 |
-2.7% |
0.0 |
| Volume |
28,560 |
59,247 |
30,687 |
107.4% |
47,527 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,448.7 |
6,426.3 |
6,319.9 |
|
| R3 |
6,390.7 |
6,368.3 |
6,304.0 |
|
| R2 |
6,332.7 |
6,332.7 |
6,298.6 |
|
| R1 |
6,310.3 |
6,310.3 |
6,293.3 |
6,321.5 |
| PP |
6,274.7 |
6,274.7 |
6,274.7 |
6,280.3 |
| S1 |
6,252.3 |
6,252.3 |
6,282.7 |
6,263.5 |
| S2 |
6,216.7 |
6,216.7 |
6,277.4 |
|
| S3 |
6,158.7 |
6,194.3 |
6,272.1 |
|
| S4 |
6,100.7 |
6,136.3 |
6,256.1 |
|
|
| 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% |
73.3 |
1.2% |
94% |
False |
False |
25,120 |
| 10 |
6,300.5 |
5,895.0 |
405.5 |
6.4% |
80.6 |
1.3% |
97% |
False |
False |
13,739 |
| 20 |
6,300.5 |
5,830.0 |
470.5 |
7.5% |
90.5 |
1.4% |
97% |
False |
False |
7,228 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
91.9 |
1.5% |
81% |
False |
False |
3,765 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
97.4 |
1.5% |
82% |
False |
False |
2,658 |
| 80 |
6,394.5 |
5,717.0 |
677.5 |
10.8% |
101.0 |
1.6% |
84% |
False |
False |
2,687 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
110.7 |
1.8% |
87% |
False |
False |
2,231 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
101.9 |
1.6% |
87% |
False |
False |
1,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,543.5 |
|
2.618 |
6,448.8 |
|
1.618 |
6,390.8 |
|
1.000 |
6,355.0 |
|
0.618 |
6,332.8 |
|
HIGH |
6,297.0 |
|
0.618 |
6,274.8 |
|
0.500 |
6,268.0 |
|
0.382 |
6,261.2 |
|
LOW |
6,239.0 |
|
0.618 |
6,203.2 |
|
1.000 |
6,181.0 |
|
1.618 |
6,145.2 |
|
2.618 |
6,087.2 |
|
4.250 |
5,992.5 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,281.3 |
6,274.4 |
| PP |
6,274.7 |
6,260.8 |
| S1 |
6,268.0 |
6,247.3 |
|