| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,303.5 |
6,313.0 |
9.5 |
0.2% |
6,274.0 |
| High |
6,349.5 |
6,314.0 |
-35.5 |
-0.6% |
6,338.0 |
| Low |
6,275.0 |
6,201.5 |
-73.5 |
-1.2% |
6,193.5 |
| Close |
6,295.5 |
6,221.0 |
-74.5 |
-1.2% |
6,222.0 |
| Range |
74.5 |
112.5 |
38.0 |
51.0% |
144.5 |
| ATR |
90.0 |
91.6 |
1.6 |
1.8% |
0.0 |
| Volume |
144,344 |
162,934 |
18,590 |
12.9% |
448,868 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,583.0 |
6,514.5 |
6,282.9 |
|
| R3 |
6,470.5 |
6,402.0 |
6,251.9 |
|
| R2 |
6,358.0 |
6,358.0 |
6,241.6 |
|
| R1 |
6,289.5 |
6,289.5 |
6,231.3 |
6,267.5 |
| PP |
6,245.5 |
6,245.5 |
6,245.5 |
6,234.5 |
| S1 |
6,177.0 |
6,177.0 |
6,210.7 |
6,155.0 |
| S2 |
6,133.0 |
6,133.0 |
6,200.4 |
|
| S3 |
6,020.5 |
6,064.5 |
6,190.1 |
|
| S4 |
5,908.0 |
5,952.0 |
6,159.1 |
|
|
| 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% |
96.3 |
1.5% |
18% |
False |
False |
138,084 |
| 10 |
6,349.5 |
6,142.5 |
207.0 |
3.3% |
79.5 |
1.3% |
38% |
False |
False |
91,263 |
| 20 |
6,349.5 |
5,830.0 |
519.5 |
8.4% |
87.8 |
1.4% |
75% |
False |
False |
46,886 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
91.3 |
1.5% |
69% |
False |
False |
23,603 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
95.8 |
1.5% |
70% |
False |
False |
15,910 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.3% |
98.9 |
1.6% |
70% |
False |
False |
12,608 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
109.5 |
1.8% |
78% |
False |
False |
10,172 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
104.8 |
1.7% |
78% |
False |
False |
8,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,792.1 |
|
2.618 |
6,608.5 |
|
1.618 |
6,496.0 |
|
1.000 |
6,426.5 |
|
0.618 |
6,383.5 |
|
HIGH |
6,314.0 |
|
0.618 |
6,271.0 |
|
0.500 |
6,257.8 |
|
0.382 |
6,244.5 |
|
LOW |
6,201.5 |
|
0.618 |
6,132.0 |
|
1.000 |
6,089.0 |
|
1.618 |
6,019.5 |
|
2.618 |
5,907.0 |
|
4.250 |
5,723.4 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,257.8 |
6,275.5 |
| PP |
6,245.5 |
6,257.3 |
| S1 |
6,233.3 |
6,239.2 |
|