| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,270.3 |
1,275.5 |
5.2 |
0.4% |
1,260.8 |
| High |
1,275.0 |
1,280.7 |
5.7 |
0.4% |
1,265.0 |
| Low |
1,266.4 |
1,270.1 |
3.7 |
0.3% |
1,240.0 |
| Close |
1,270.3 |
1,275.5 |
5.2 |
0.4% |
1,248.1 |
| Range |
8.6 |
10.6 |
2.0 |
23.3% |
25.0 |
| ATR |
12.0 |
11.9 |
-0.1 |
-0.8% |
0.0 |
| Volume |
1,494 |
2,517 |
1,023 |
68.5% |
9,554 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.2 |
1,302.0 |
1,281.3 |
|
| R3 |
1,296.6 |
1,291.4 |
1,278.4 |
|
| R2 |
1,286.0 |
1,286.0 |
1,277.4 |
|
| R1 |
1,280.8 |
1,280.8 |
1,276.5 |
1,280.8 |
| PP |
1,275.4 |
1,275.4 |
1,275.4 |
1,275.5 |
| S1 |
1,270.2 |
1,270.2 |
1,274.5 |
1,270.2 |
| S2 |
1,264.8 |
1,264.8 |
1,273.6 |
|
| S3 |
1,254.2 |
1,259.6 |
1,272.6 |
|
| S4 |
1,243.6 |
1,249.0 |
1,269.7 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.0 |
1,312.1 |
1,261.9 |
|
| R3 |
1,301.0 |
1,287.1 |
1,255.0 |
|
| R2 |
1,276.0 |
1,276.0 |
1,252.7 |
|
| R1 |
1,262.1 |
1,262.1 |
1,250.4 |
1,256.6 |
| PP |
1,251.0 |
1,251.0 |
1,251.0 |
1,248.3 |
| S1 |
1,237.1 |
1,237.1 |
1,245.8 |
1,231.6 |
| S2 |
1,226.0 |
1,226.0 |
1,243.5 |
|
| S3 |
1,201.0 |
1,212.1 |
1,241.2 |
|
| S4 |
1,176.0 |
1,187.1 |
1,234.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,280.7 |
1,240.0 |
40.7 |
3.2% |
12.5 |
1.0% |
87% |
True |
False |
2,249 |
| 10 |
1,280.7 |
1,240.0 |
40.7 |
3.2% |
11.7 |
0.9% |
87% |
True |
False |
1,832 |
| 20 |
1,280.7 |
1,216.3 |
64.4 |
5.0% |
11.2 |
0.9% |
92% |
True |
False |
1,236 |
| 40 |
1,280.7 |
1,162.5 |
118.2 |
9.3% |
11.3 |
0.9% |
96% |
True |
False |
1,342 |
| 60 |
1,280.7 |
1,162.5 |
118.2 |
9.3% |
11.0 |
0.9% |
96% |
True |
False |
1,069 |
| 80 |
1,280.7 |
1,162.5 |
118.2 |
9.3% |
10.9 |
0.9% |
96% |
True |
False |
967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.8 |
|
2.618 |
1,308.5 |
|
1.618 |
1,297.9 |
|
1.000 |
1,291.3 |
|
0.618 |
1,287.3 |
|
HIGH |
1,280.7 |
|
0.618 |
1,276.7 |
|
0.500 |
1,275.4 |
|
0.382 |
1,274.1 |
|
LOW |
1,270.1 |
|
0.618 |
1,263.5 |
|
1.000 |
1,259.5 |
|
1.618 |
1,252.9 |
|
2.618 |
1,242.3 |
|
4.250 |
1,225.1 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.5 |
1,272.5 |
| PP |
1,275.4 |
1,269.4 |
| S1 |
1,275.4 |
1,266.4 |
|