| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,287.5 |
6,265.0 |
-22.5 |
-0.4% |
6,181.0 |
| High |
6,296.0 |
6,291.0 |
-5.0 |
-0.1% |
6,242.0 |
| Low |
6,236.5 |
6,241.0 |
4.5 |
0.1% |
6,074.5 |
| Close |
6,277.5 |
6,260.5 |
-17.0 |
-0.3% |
6,225.0 |
| Range |
59.5 |
50.0 |
-9.5 |
-16.0% |
167.5 |
| ATR |
88.7 |
85.9 |
-2.8 |
-3.1% |
0.0 |
| Volume |
106,017 |
65,748 |
-40,269 |
-38.0% |
47,527 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,414.2 |
6,387.3 |
6,288.0 |
|
| R3 |
6,364.2 |
6,337.3 |
6,274.3 |
|
| R2 |
6,314.2 |
6,314.2 |
6,269.7 |
|
| R1 |
6,287.3 |
6,287.3 |
6,265.1 |
6,275.8 |
| PP |
6,264.2 |
6,264.2 |
6,264.2 |
6,258.4 |
| S1 |
6,237.3 |
6,237.3 |
6,255.9 |
6,225.8 |
| S2 |
6,214.2 |
6,214.2 |
6,251.3 |
|
| S3 |
6,164.2 |
6,187.3 |
6,246.8 |
|
| S4 |
6,114.2 |
6,137.3 |
6,233.0 |
|
|
| 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 |
6,194.0 |
106.5 |
1.7% |
52.8 |
0.8% |
62% |
False |
False |
56,101 |
| 10 |
6,300.5 |
6,074.5 |
226.0 |
3.6% |
66.3 |
1.1% |
82% |
False |
False |
30,758 |
| 20 |
6,300.5 |
5,830.0 |
470.5 |
7.5% |
84.4 |
1.3% |
91% |
False |
False |
15,786 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
87.4 |
1.4% |
76% |
False |
False |
8,048 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
95.6 |
1.5% |
77% |
False |
False |
5,511 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.3% |
98.9 |
1.6% |
77% |
False |
False |
4,822 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
109.9 |
1.8% |
83% |
False |
False |
3,939 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
102.2 |
1.6% |
83% |
False |
False |
3,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,503.5 |
|
2.618 |
6,421.9 |
|
1.618 |
6,371.9 |
|
1.000 |
6,341.0 |
|
0.618 |
6,321.9 |
|
HIGH |
6,291.0 |
|
0.618 |
6,271.9 |
|
0.500 |
6,266.0 |
|
0.382 |
6,260.1 |
|
LOW |
6,241.0 |
|
0.618 |
6,210.1 |
|
1.000 |
6,191.0 |
|
1.618 |
6,160.1 |
|
2.618 |
6,110.1 |
|
4.250 |
6,028.5 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,266.0 |
6,266.8 |
| PP |
6,264.2 |
6,264.7 |
| S1 |
6,262.3 |
6,262.6 |
|