| 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 |
2,009.75 |
2,009.50 |
-0.25 |
0.0% |
1,950.50 |
| High |
2,018.50 |
2,028.25 |
9.75 |
0.5% |
2,022.00 |
| Low |
1,998.50 |
1,983.25 |
-15.25 |
-0.8% |
1,947.25 |
| Close |
2,009.00 |
1,995.50 |
-13.50 |
-0.7% |
2,018.25 |
| Range |
20.00 |
45.00 |
25.00 |
125.0% |
74.75 |
| ATR |
32.04 |
32.97 |
0.93 |
2.9% |
0.00 |
| Volume |
274,660 |
444,527 |
169,867 |
61.8% |
1,622,697 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.25 |
2,111.50 |
2,020.25 |
|
| R3 |
2,092.25 |
2,066.50 |
2,008.00 |
|
| R2 |
2,047.25 |
2,047.25 |
2,003.75 |
|
| R1 |
2,021.50 |
2,021.50 |
1,999.50 |
2,012.00 |
| PP |
2,002.25 |
2,002.25 |
2,002.25 |
1,997.50 |
| S1 |
1,976.50 |
1,976.50 |
1,991.50 |
1,967.00 |
| S2 |
1,957.25 |
1,957.25 |
1,987.25 |
|
| S3 |
1,912.25 |
1,931.50 |
1,983.00 |
|
| S4 |
1,867.25 |
1,886.50 |
1,970.75 |
|
|
| 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 |
1,977.25 |
54.75 |
2.7% |
36.00 |
1.8% |
33% |
False |
False |
339,525 |
| 10 |
2,032.00 |
1,942.50 |
89.50 |
4.5% |
33.75 |
1.7% |
59% |
False |
False |
332,089 |
| 20 |
2,032.00 |
1,811.00 |
221.00 |
11.1% |
30.00 |
1.5% |
83% |
False |
False |
256,339 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.6% |
32.75 |
1.6% |
87% |
False |
False |
128,450 |
| 60 |
2,032.00 |
1,741.00 |
291.00 |
14.6% |
33.25 |
1.7% |
87% |
False |
False |
85,662 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.8% |
34.25 |
1.7% |
89% |
False |
False |
64,268 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.8% |
35.00 |
1.8% |
89% |
False |
False |
51,416 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.5% |
32.25 |
1.6% |
86% |
False |
False |
42,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.50 |
|
2.618 |
2,146.00 |
|
1.618 |
2,101.00 |
|
1.000 |
2,073.25 |
|
0.618 |
2,056.00 |
|
HIGH |
2,028.25 |
|
0.618 |
2,011.00 |
|
0.500 |
2,005.75 |
|
0.382 |
2,000.50 |
|
LOW |
1,983.25 |
|
0.618 |
1,955.50 |
|
1.000 |
1,938.25 |
|
1.618 |
1,910.50 |
|
2.618 |
1,865.50 |
|
4.250 |
1,792.00 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.75 |
2,002.75 |
| PP |
2,002.25 |
2,000.25 |
| S1 |
1,999.00 |
1,998.00 |
|