| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,286.0 |
6,231.5 |
-54.5 |
-0.9% |
6,248.0 |
| High |
6,336.5 |
6,348.0 |
11.5 |
0.2% |
6,349.5 |
| Low |
6,230.0 |
6,193.5 |
-36.5 |
-0.6% |
6,136.5 |
| Close |
6,258.0 |
6,241.0 |
-17.0 |
-0.3% |
6,301.5 |
| Range |
106.5 |
154.5 |
48.0 |
45.1% |
213.0 |
| ATR |
99.3 |
103.3 |
3.9 |
4.0% |
0.0 |
| Volume |
174,139 |
196,826 |
22,687 |
13.0% |
783,564 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,724.3 |
6,637.2 |
6,326.0 |
|
| R3 |
6,569.8 |
6,482.7 |
6,283.5 |
|
| R2 |
6,415.3 |
6,415.3 |
6,269.3 |
|
| R1 |
6,328.2 |
6,328.2 |
6,255.2 |
6,371.8 |
| PP |
6,260.8 |
6,260.8 |
6,260.8 |
6,282.6 |
| S1 |
6,173.7 |
6,173.7 |
6,226.8 |
6,217.3 |
| S2 |
6,106.3 |
6,106.3 |
6,212.7 |
|
| S3 |
5,951.8 |
6,019.2 |
6,198.5 |
|
| S4 |
5,797.3 |
5,864.7 |
6,156.0 |
|
|
| 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 |
6,348.0 |
6,152.5 |
195.5 |
3.1% |
121.6 |
1.9% |
45% |
True |
False |
128,048 |
| 10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
117.7 |
1.9% |
49% |
False |
False |
144,424 |
| 20 |
6,349.5 |
6,074.5 |
275.0 |
4.4% |
92.0 |
1.5% |
61% |
False |
False |
87,591 |
| 40 |
6,392.0 |
5,830.0 |
562.0 |
9.0% |
95.8 |
1.5% |
73% |
False |
False |
44,059 |
| 60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
96.5 |
1.5% |
73% |
False |
False |
29,526 |
| 80 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
98.2 |
1.6% |
73% |
False |
False |
22,725 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.3% |
106.1 |
1.7% |
80% |
False |
False |
18,341 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
108.9 |
1.7% |
81% |
False |
False |
15,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,004.6 |
|
2.618 |
6,752.5 |
|
1.618 |
6,598.0 |
|
1.000 |
6,502.5 |
|
0.618 |
6,443.5 |
|
HIGH |
6,348.0 |
|
0.618 |
6,289.0 |
|
0.500 |
6,270.8 |
|
0.382 |
6,252.5 |
|
LOW |
6,193.5 |
|
0.618 |
6,098.0 |
|
1.000 |
6,039.0 |
|
1.618 |
5,943.5 |
|
2.618 |
5,789.0 |
|
4.250 |
5,536.9 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,270.8 |
6,270.8 |
| PP |
6,260.8 |
6,260.8 |
| S1 |
6,250.9 |
6,250.9 |
|