| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,248.0 |
6,303.5 |
55.5 |
0.9% |
6,274.0 |
| High |
6,327.5 |
6,349.5 |
22.0 |
0.3% |
6,338.0 |
| Low |
6,227.5 |
6,275.0 |
47.5 |
0.8% |
6,193.5 |
| Close |
6,299.0 |
6,295.5 |
-3.5 |
-0.1% |
6,222.0 |
| Range |
100.0 |
74.5 |
-25.5 |
-25.5% |
144.5 |
| ATR |
91.2 |
90.0 |
-1.2 |
-1.3% |
0.0 |
| Volume |
128,101 |
144,344 |
16,243 |
12.7% |
448,868 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,530.2 |
6,487.3 |
6,336.5 |
|
| R3 |
6,455.7 |
6,412.8 |
6,316.0 |
|
| R2 |
6,381.2 |
6,381.2 |
6,309.2 |
|
| R1 |
6,338.3 |
6,338.3 |
6,302.3 |
6,322.5 |
| PP |
6,306.7 |
6,306.7 |
6,306.7 |
6,298.8 |
| S1 |
6,263.8 |
6,263.8 |
6,288.7 |
6,248.0 |
| S2 |
6,232.2 |
6,232.2 |
6,281.8 |
|
| S3 |
6,157.7 |
6,189.3 |
6,275.0 |
|
| S4 |
6,083.2 |
6,114.8 |
6,254.5 |
|
|
| 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 |
6,349.5 |
6,193.5 |
156.0 |
2.5% |
85.7 |
1.4% |
65% |
True |
False |
126,701 |
| 10 |
6,349.5 |
6,074.5 |
275.0 |
4.4% |
79.5 |
1.3% |
80% |
True |
False |
75,910 |
| 20 |
6,349.5 |
5,830.0 |
519.5 |
8.3% |
87.5 |
1.4% |
90% |
True |
False |
38,761 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
90.9 |
1.4% |
82% |
False |
False |
19,533 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
95.5 |
1.5% |
83% |
False |
False |
13,196 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.2% |
99.3 |
1.6% |
83% |
False |
False |
10,577 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
109.2 |
1.7% |
88% |
False |
False |
8,549 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
104.2 |
1.7% |
88% |
False |
False |
7,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,666.1 |
|
2.618 |
6,544.5 |
|
1.618 |
6,470.0 |
|
1.000 |
6,424.0 |
|
0.618 |
6,395.5 |
|
HIGH |
6,349.5 |
|
0.618 |
6,321.0 |
|
0.500 |
6,312.3 |
|
0.382 |
6,303.5 |
|
LOW |
6,275.0 |
|
0.618 |
6,229.0 |
|
1.000 |
6,200.5 |
|
1.618 |
6,154.5 |
|
2.618 |
6,080.0 |
|
4.250 |
5,958.4 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,312.3 |
6,287.5 |
| PP |
6,306.7 |
6,279.5 |
| S1 |
6,301.1 |
6,271.5 |
|