| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,313.0 |
6,263.5 |
-49.5 |
-0.8% |
6,274.0 |
| High |
6,314.0 |
6,274.0 |
-40.0 |
-0.6% |
6,338.0 |
| Low |
6,201.5 |
6,136.5 |
-65.0 |
-1.0% |
6,193.5 |
| Close |
6,221.0 |
6,186.0 |
-35.0 |
-0.6% |
6,222.0 |
| Range |
112.5 |
137.5 |
25.0 |
22.2% |
144.5 |
| ATR |
91.6 |
94.9 |
3.3 |
3.6% |
0.0 |
| Volume |
162,934 |
179,326 |
16,392 |
10.1% |
448,868 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.3 |
6,536.2 |
6,261.6 |
|
| R3 |
6,473.8 |
6,398.7 |
6,223.8 |
|
| R2 |
6,336.3 |
6,336.3 |
6,211.2 |
|
| R1 |
6,261.2 |
6,261.2 |
6,198.6 |
6,230.0 |
| PP |
6,198.8 |
6,198.8 |
6,198.8 |
6,183.3 |
| S1 |
6,123.7 |
6,123.7 |
6,173.4 |
6,092.5 |
| S2 |
6,061.3 |
6,061.3 |
6,160.8 |
|
| S3 |
5,923.8 |
5,986.2 |
6,148.2 |
|
| S4 |
5,786.3 |
5,848.7 |
6,110.4 |
|
|
| 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 |
6,136.5 |
213.0 |
3.4% |
113.8 |
1.8% |
23% |
False |
True |
160,800 |
| 10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
83.3 |
1.3% |
23% |
False |
True |
108,450 |
| 20 |
6,349.5 |
5,830.0 |
519.5 |
8.4% |
91.0 |
1.5% |
69% |
False |
False |
55,839 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
91.3 |
1.5% |
63% |
False |
False |
28,081 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
96.2 |
1.6% |
64% |
False |
False |
18,889 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.4% |
99.8 |
1.6% |
64% |
False |
False |
14,831 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.4% |
106.6 |
1.7% |
73% |
False |
False |
11,962 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.8% |
105.5 |
1.7% |
74% |
False |
False |
10,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,858.4 |
|
2.618 |
6,634.0 |
|
1.618 |
6,496.5 |
|
1.000 |
6,411.5 |
|
0.618 |
6,359.0 |
|
HIGH |
6,274.0 |
|
0.618 |
6,221.5 |
|
0.500 |
6,205.3 |
|
0.382 |
6,189.0 |
|
LOW |
6,136.5 |
|
0.618 |
6,051.5 |
|
1.000 |
5,999.0 |
|
1.618 |
5,914.0 |
|
2.618 |
5,776.5 |
|
4.250 |
5,552.1 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,205.3 |
6,243.0 |
| PP |
6,198.8 |
6,224.0 |
| S1 |
6,192.4 |
6,205.0 |
|