| 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 |
1,950.50 |
1,982.00 |
31.50 |
1.6% |
1,895.75 |
| High |
1,990.75 |
2,000.25 |
9.50 |
0.5% |
1,970.00 |
| Low |
1,947.25 |
1,977.00 |
29.75 |
1.5% |
1,895.25 |
| Close |
1,981.75 |
1,985.50 |
3.75 |
0.2% |
1,952.75 |
| Range |
43.50 |
23.25 |
-20.25 |
-46.6% |
74.75 |
| ATR |
32.28 |
31.64 |
-0.65 |
-2.0% |
0.00 |
| Volume |
284,093 |
319,921 |
35,828 |
12.6% |
1,651,693 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.25 |
2,044.75 |
1,998.25 |
|
| R3 |
2,034.00 |
2,021.50 |
1,992.00 |
|
| R2 |
2,010.75 |
2,010.75 |
1,989.75 |
|
| R1 |
1,998.25 |
1,998.25 |
1,987.75 |
2,004.50 |
| PP |
1,987.50 |
1,987.50 |
1,987.50 |
1,990.75 |
| S1 |
1,975.00 |
1,975.00 |
1,983.25 |
1,981.25 |
| S2 |
1,964.25 |
1,964.25 |
1,981.25 |
|
| S3 |
1,941.00 |
1,951.75 |
1,979.00 |
|
| S4 |
1,917.75 |
1,928.50 |
1,972.75 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.50 |
2,133.00 |
1,993.75 |
|
| R3 |
2,088.75 |
2,058.25 |
1,973.25 |
|
| R2 |
2,014.00 |
2,014.00 |
1,966.50 |
|
| R1 |
1,983.50 |
1,983.50 |
1,959.50 |
1,998.75 |
| PP |
1,939.25 |
1,939.25 |
1,939.25 |
1,947.00 |
| S1 |
1,908.75 |
1,908.75 |
1,946.00 |
1,924.00 |
| S2 |
1,864.50 |
1,864.50 |
1,939.00 |
|
| S3 |
1,789.75 |
1,834.00 |
1,932.25 |
|
| S4 |
1,715.00 |
1,759.25 |
1,911.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,000.25 |
1,914.25 |
86.00 |
4.3% |
28.75 |
1.5% |
83% |
True |
False |
312,658 |
| 10 |
2,000.25 |
1,851.25 |
149.00 |
7.5% |
27.00 |
1.4% |
90% |
True |
False |
270,835 |
| 20 |
2,000.25 |
1,741.00 |
259.25 |
13.1% |
32.25 |
1.6% |
94% |
True |
False |
136,163 |
| 40 |
2,000.25 |
1,741.00 |
259.25 |
13.1% |
32.00 |
1.6% |
94% |
True |
False |
68,168 |
| 60 |
2,000.25 |
1,696.25 |
304.00 |
15.3% |
35.25 |
1.8% |
95% |
True |
False |
45,483 |
| 80 |
2,000.25 |
1,696.25 |
304.00 |
15.3% |
34.75 |
1.7% |
95% |
True |
False |
34,121 |
| 100 |
2,030.00 |
1,696.25 |
333.75 |
16.8% |
35.50 |
1.8% |
87% |
False |
False |
27,298 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.6% |
30.25 |
1.5% |
83% |
False |
False |
22,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.00 |
|
2.618 |
2,061.00 |
|
1.618 |
2,037.75 |
|
1.000 |
2,023.50 |
|
0.618 |
2,014.50 |
|
HIGH |
2,000.25 |
|
0.618 |
1,991.25 |
|
0.500 |
1,988.50 |
|
0.382 |
1,986.00 |
|
LOW |
1,977.00 |
|
0.618 |
1,962.75 |
|
1.000 |
1,953.75 |
|
1.618 |
1,939.50 |
|
2.618 |
1,916.25 |
|
4.250 |
1,878.25 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.50 |
1,980.75 |
| PP |
1,987.50 |
1,976.00 |
| S1 |
1,986.50 |
1,971.50 |
|