| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,979.50 |
1,982.75 |
3.25 |
0.2% |
1,950.50 |
| High |
2,000.25 |
2,022.00 |
21.75 |
1.1% |
2,022.00 |
| Low |
1,962.50 |
1,978.75 |
16.25 |
0.8% |
1,947.25 |
| Close |
1,981.50 |
2,018.25 |
36.75 |
1.9% |
2,018.25 |
| Range |
37.75 |
43.25 |
5.50 |
14.6% |
74.75 |
| ATR |
31.58 |
32.42 |
0.83 |
2.6% |
0.00 |
| Volume |
378,087 |
304,445 |
-73,642 |
-19.5% |
1,622,697 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.00 |
2,120.50 |
2,042.00 |
|
| R3 |
2,092.75 |
2,077.25 |
2,030.25 |
|
| R2 |
2,049.50 |
2,049.50 |
2,026.25 |
|
| R1 |
2,034.00 |
2,034.00 |
2,022.25 |
2,041.75 |
| PP |
2,006.25 |
2,006.25 |
2,006.25 |
2,010.25 |
| S1 |
1,990.75 |
1,990.75 |
2,014.25 |
1,998.50 |
| S2 |
1,963.00 |
1,963.00 |
2,010.25 |
|
| S3 |
1,919.75 |
1,947.50 |
2,006.25 |
|
| S4 |
1,876.50 |
1,904.25 |
1,994.50 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.00 |
2,194.00 |
2,059.25 |
|
| R3 |
2,145.25 |
2,119.25 |
2,038.75 |
|
| R2 |
2,070.50 |
2,070.50 |
2,032.00 |
|
| R1 |
2,044.50 |
2,044.50 |
2,025.00 |
2,057.50 |
| PP |
1,995.75 |
1,995.75 |
1,995.75 |
2,002.50 |
| S1 |
1,969.75 |
1,969.75 |
2,011.50 |
1,982.75 |
| S2 |
1,921.00 |
1,921.00 |
2,004.50 |
|
| S3 |
1,846.25 |
1,895.00 |
1,997.75 |
|
| S4 |
1,771.50 |
1,820.25 |
1,977.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,022.00 |
1,947.25 |
74.75 |
3.7% |
34.50 |
1.7% |
95% |
True |
False |
324,539 |
| 10 |
2,022.00 |
1,895.25 |
126.75 |
6.3% |
30.25 |
1.5% |
97% |
True |
False |
327,439 |
| 20 |
2,022.00 |
1,741.00 |
281.00 |
13.9% |
31.50 |
1.6% |
99% |
True |
False |
186,996 |
| 40 |
2,022.00 |
1,741.00 |
281.00 |
13.9% |
32.25 |
1.6% |
99% |
True |
False |
93,632 |
| 60 |
2,022.00 |
1,696.25 |
325.75 |
16.1% |
34.25 |
1.7% |
99% |
True |
False |
62,455 |
| 80 |
2,022.00 |
1,696.25 |
325.75 |
16.1% |
34.50 |
1.7% |
99% |
True |
False |
46,854 |
| 100 |
2,022.00 |
1,696.25 |
325.75 |
16.1% |
36.50 |
1.8% |
99% |
True |
False |
37,485 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.3% |
31.25 |
1.5% |
92% |
False |
False |
31,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.75 |
|
2.618 |
2,135.25 |
|
1.618 |
2,092.00 |
|
1.000 |
2,065.25 |
|
0.618 |
2,048.75 |
|
HIGH |
2,022.00 |
|
0.618 |
2,005.50 |
|
0.500 |
2,000.50 |
|
0.382 |
1,995.25 |
|
LOW |
1,978.75 |
|
0.618 |
1,952.00 |
|
1.000 |
1,935.50 |
|
1.618 |
1,908.75 |
|
2.618 |
1,865.50 |
|
4.250 |
1,795.00 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.25 |
2,009.50 |
| PP |
2,006.25 |
2,001.00 |
| S1 |
2,000.50 |
1,992.25 |
|