| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,018.75 |
2,008.00 |
-10.75 |
-0.5% |
1,950.50 |
| High |
2,032.00 |
2,024.50 |
-7.50 |
-0.4% |
2,022.00 |
| Low |
2,007.25 |
1,977.25 |
-30.00 |
-1.5% |
1,947.25 |
| Close |
2,007.25 |
2,008.50 |
1.25 |
0.1% |
2,018.25 |
| Range |
24.75 |
47.25 |
22.50 |
90.9% |
74.75 |
| ATR |
31.87 |
32.97 |
1.10 |
3.4% |
0.00 |
| Volume |
233,636 |
440,359 |
206,723 |
88.5% |
1,622,697 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.25 |
2,124.00 |
2,034.50 |
|
| R3 |
2,098.00 |
2,076.75 |
2,021.50 |
|
| R2 |
2,050.75 |
2,050.75 |
2,017.25 |
|
| R1 |
2,029.50 |
2,029.50 |
2,012.75 |
2,040.00 |
| PP |
2,003.50 |
2,003.50 |
2,003.50 |
2,008.75 |
| S1 |
1,982.25 |
1,982.25 |
2,004.25 |
1,993.00 |
| S2 |
1,956.25 |
1,956.25 |
1,999.75 |
|
| S3 |
1,909.00 |
1,935.00 |
1,995.50 |
|
| S4 |
1,861.75 |
1,887.75 |
1,982.50 |
|
|
| 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 |
2,032.00 |
1,962.50 |
69.50 |
3.5% |
35.50 |
1.8% |
66% |
False |
False |
338,535 |
| 10 |
2,032.00 |
1,914.25 |
117.75 |
5.9% |
32.00 |
1.6% |
80% |
False |
False |
325,596 |
| 20 |
2,032.00 |
1,752.25 |
279.75 |
13.9% |
30.75 |
1.5% |
92% |
False |
False |
220,513 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.5% |
32.25 |
1.6% |
92% |
False |
False |
110,472 |
| 60 |
2,032.00 |
1,704.75 |
327.25 |
16.3% |
34.00 |
1.7% |
93% |
False |
False |
73,683 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
34.25 |
1.7% |
93% |
False |
False |
55,279 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
35.50 |
1.8% |
93% |
False |
False |
44,225 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.4% |
31.75 |
1.6% |
89% |
False |
False |
36,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.25 |
|
2.618 |
2,148.25 |
|
1.618 |
2,101.00 |
|
1.000 |
2,071.75 |
|
0.618 |
2,053.75 |
|
HIGH |
2,024.50 |
|
0.618 |
2,006.50 |
|
0.500 |
2,001.00 |
|
0.382 |
1,995.25 |
|
LOW |
1,977.25 |
|
0.618 |
1,948.00 |
|
1.000 |
1,930.00 |
|
1.618 |
1,900.75 |
|
2.618 |
1,853.50 |
|
4.250 |
1,776.50 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.00 |
2,007.25 |
| PP |
2,003.50 |
2,006.00 |
| S1 |
2,001.00 |
2,004.50 |
|