| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,290.0 |
6,286.0 |
-4.0 |
-0.1% |
6,248.0 |
| High |
6,322.0 |
6,336.5 |
14.5 |
0.2% |
6,349.5 |
| Low |
6,205.0 |
6,230.0 |
25.0 |
0.4% |
6,136.5 |
| Close |
6,286.0 |
6,258.0 |
-28.0 |
-0.4% |
6,301.5 |
| Range |
117.0 |
106.5 |
-10.5 |
-9.0% |
213.0 |
| ATR |
98.8 |
99.3 |
0.6 |
0.6% |
0.0 |
| Volume |
0 |
174,139 |
174,139 |
|
783,564 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,594.3 |
6,532.7 |
6,316.6 |
|
| R3 |
6,487.8 |
6,426.2 |
6,287.3 |
|
| R2 |
6,381.3 |
6,381.3 |
6,277.5 |
|
| R1 |
6,319.7 |
6,319.7 |
6,267.8 |
6,297.3 |
| PP |
6,274.8 |
6,274.8 |
6,274.8 |
6,263.6 |
| S1 |
6,213.2 |
6,213.2 |
6,248.2 |
6,190.8 |
| S2 |
6,168.3 |
6,168.3 |
6,238.5 |
|
| S3 |
6,061.8 |
6,106.7 |
6,228.7 |
|
| S4 |
5,955.3 |
6,000.2 |
6,199.4 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,901.5 |
6,814.5 |
6,418.7 |
|
| R3 |
6,688.5 |
6,601.5 |
6,360.1 |
|
| R2 |
6,475.5 |
6,475.5 |
6,340.6 |
|
| R1 |
6,388.5 |
6,388.5 |
6,321.0 |
6,432.0 |
| PP |
6,262.5 |
6,262.5 |
6,262.5 |
6,284.3 |
| S1 |
6,175.5 |
6,175.5 |
6,282.0 |
6,219.0 |
| S2 |
6,049.5 |
6,049.5 |
6,262.5 |
|
| S3 |
5,836.5 |
5,962.5 |
6,242.9 |
|
| S4 |
5,623.5 |
5,749.5 |
6,184.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,340.0 |
6,136.5 |
203.5 |
3.3% |
118.2 |
1.9% |
60% |
False |
False |
124,548 |
| 10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
107.3 |
1.7% |
57% |
False |
False |
131,316 |
| 20 |
6,349.5 |
6,063.5 |
286.0 |
4.6% |
86.8 |
1.4% |
68% |
False |
False |
77,793 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
93.4 |
1.5% |
76% |
False |
False |
39,147 |
| 60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
94.9 |
1.5% |
76% |
False |
False |
26,257 |
| 80 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
98.2 |
1.6% |
76% |
False |
False |
20,304 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.3% |
105.1 |
1.7% |
82% |
False |
False |
16,375 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
108.0 |
1.7% |
83% |
False |
False |
13,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,789.1 |
|
2.618 |
6,615.3 |
|
1.618 |
6,508.8 |
|
1.000 |
6,443.0 |
|
0.618 |
6,402.3 |
|
HIGH |
6,336.5 |
|
0.618 |
6,295.8 |
|
0.500 |
6,283.3 |
|
0.382 |
6,270.7 |
|
LOW |
6,230.0 |
|
0.618 |
6,164.2 |
|
1.000 |
6,123.5 |
|
1.618 |
6,057.7 |
|
2.618 |
5,951.2 |
|
4.250 |
5,777.4 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,283.3 |
6,272.5 |
| PP |
6,274.8 |
6,267.7 |
| S1 |
6,266.4 |
6,262.8 |
|