| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,265.0 |
6,323.0 |
58.0 |
0.9% |
6,274.0 |
| High |
6,291.0 |
6,338.0 |
47.0 |
0.7% |
6,338.0 |
| Low |
6,241.0 |
6,193.5 |
-47.5 |
-0.8% |
6,193.5 |
| Close |
6,260.5 |
6,222.0 |
-38.5 |
-0.6% |
6,222.0 |
| Range |
50.0 |
144.5 |
94.5 |
189.0% |
144.5 |
| ATR |
85.9 |
90.1 |
4.2 |
4.9% |
0.0 |
| Volume |
65,748 |
189,296 |
123,548 |
187.9% |
448,868 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.7 |
6,597.8 |
6,301.5 |
|
| R3 |
6,540.2 |
6,453.3 |
6,261.7 |
|
| R2 |
6,395.7 |
6,395.7 |
6,248.5 |
|
| R1 |
6,308.8 |
6,308.8 |
6,235.2 |
6,280.0 |
| PP |
6,251.2 |
6,251.2 |
6,251.2 |
6,236.8 |
| S1 |
6,164.3 |
6,164.3 |
6,208.8 |
6,135.5 |
| S2 |
6,106.7 |
6,106.7 |
6,195.5 |
|
| S3 |
5,962.2 |
6,019.8 |
6,182.3 |
|
| S4 |
5,817.7 |
5,875.3 |
6,142.5 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.7 |
6,597.8 |
6,301.5 |
|
| R3 |
6,540.2 |
6,453.3 |
6,261.7 |
|
| R2 |
6,395.7 |
6,395.7 |
6,248.5 |
|
| R1 |
6,308.8 |
6,308.8 |
6,235.2 |
6,280.0 |
| PP |
6,251.2 |
6,251.2 |
6,251.2 |
6,236.8 |
| S1 |
6,164.3 |
6,164.3 |
6,208.8 |
6,135.5 |
| S2 |
6,106.7 |
6,106.7 |
6,195.5 |
|
| S3 |
5,962.2 |
6,019.8 |
6,182.3 |
|
| S4 |
5,817.7 |
5,875.3 |
6,142.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,338.0 |
6,193.5 |
144.5 |
2.3% |
74.5 |
1.2% |
20% |
True |
True |
89,773 |
| 10 |
6,338.0 |
6,074.5 |
263.5 |
4.2% |
72.0 |
1.2% |
56% |
True |
False |
49,639 |
| 20 |
6,338.0 |
5,830.0 |
508.0 |
8.2% |
86.8 |
1.4% |
77% |
True |
False |
25,234 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
89.4 |
1.4% |
69% |
False |
False |
12,766 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
96.5 |
1.6% |
70% |
False |
False |
8,661 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.3% |
99.8 |
1.6% |
70% |
False |
False |
7,176 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
110.5 |
1.8% |
78% |
False |
False |
5,829 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
103.1 |
1.7% |
78% |
False |
False |
4,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,952.1 |
|
2.618 |
6,716.3 |
|
1.618 |
6,571.8 |
|
1.000 |
6,482.5 |
|
0.618 |
6,427.3 |
|
HIGH |
6,338.0 |
|
0.618 |
6,282.8 |
|
0.500 |
6,265.8 |
|
0.382 |
6,248.7 |
|
LOW |
6,193.5 |
|
0.618 |
6,104.2 |
|
1.000 |
6,049.0 |
|
1.618 |
5,959.7 |
|
2.618 |
5,815.2 |
|
4.250 |
5,579.4 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,265.8 |
6,265.8 |
| PP |
6,251.2 |
6,251.2 |
| S1 |
6,236.6 |
6,236.6 |
|