| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,982.75 |
2,018.75 |
36.00 |
1.8% |
1,950.50 |
| High |
2,022.00 |
2,032.00 |
10.00 |
0.5% |
2,022.00 |
| Low |
1,978.75 |
2,007.25 |
28.50 |
1.4% |
1,947.25 |
| Close |
2,018.25 |
2,007.25 |
-11.00 |
-0.5% |
2,018.25 |
| Range |
43.25 |
24.75 |
-18.50 |
-42.8% |
74.75 |
| ATR |
32.42 |
31.87 |
-0.55 |
-1.7% |
0.00 |
| Volume |
304,445 |
233,636 |
-70,809 |
-23.3% |
1,622,697 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.75 |
2,073.25 |
2,020.75 |
|
| R3 |
2,065.00 |
2,048.50 |
2,014.00 |
|
| R2 |
2,040.25 |
2,040.25 |
2,011.75 |
|
| R1 |
2,023.75 |
2,023.75 |
2,009.50 |
2,019.50 |
| PP |
2,015.50 |
2,015.50 |
2,015.50 |
2,013.50 |
| S1 |
1,999.00 |
1,999.00 |
2,005.00 |
1,995.00 |
| S2 |
1,990.75 |
1,990.75 |
2,002.75 |
|
| S3 |
1,966.00 |
1,974.25 |
2,000.50 |
|
| S4 |
1,941.25 |
1,949.50 |
1,993.75 |
|
|
| 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 |
2,032.00 |
1,962.50 |
69.50 |
3.5% |
30.75 |
1.5% |
64% |
True |
False |
314,448 |
| 10 |
2,032.00 |
1,909.75 |
122.25 |
6.1% |
30.00 |
1.5% |
80% |
True |
False |
318,784 |
| 20 |
2,032.00 |
1,752.25 |
279.75 |
13.9% |
30.25 |
1.5% |
91% |
True |
False |
198,628 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.5% |
31.75 |
1.6% |
91% |
True |
False |
99,466 |
| 60 |
2,032.00 |
1,704.75 |
327.25 |
16.3% |
33.75 |
1.7% |
92% |
True |
False |
66,347 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
34.50 |
1.7% |
93% |
True |
False |
49,774 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
36.75 |
1.8% |
93% |
True |
False |
39,821 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.4% |
31.50 |
1.6% |
89% |
False |
False |
33,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.25 |
|
2.618 |
2,096.75 |
|
1.618 |
2,072.00 |
|
1.000 |
2,056.75 |
|
0.618 |
2,047.25 |
|
HIGH |
2,032.00 |
|
0.618 |
2,022.50 |
|
0.500 |
2,019.50 |
|
0.382 |
2,016.75 |
|
LOW |
2,007.25 |
|
0.618 |
1,992.00 |
|
1.000 |
1,982.50 |
|
1.618 |
1,967.25 |
|
2.618 |
1,942.50 |
|
4.250 |
1,902.00 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.50 |
2,004.00 |
| PP |
2,015.50 |
2,000.50 |
| S1 |
2,011.50 |
1,997.25 |
|