| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,293.8 |
1,298.0 |
4.2 |
0.3% |
1,248.7 |
| High |
1,299.1 |
1,299.0 |
-0.1 |
0.0% |
1,285.7 |
| Low |
1,289.4 |
1,290.6 |
1.2 |
0.1% |
1,245.2 |
| Close |
1,293.8 |
1,298.0 |
4.2 |
0.3% |
1,279.2 |
| Range |
9.7 |
8.4 |
-1.3 |
-13.4% |
40.5 |
| ATR |
12.7 |
12.4 |
-0.3 |
-2.4% |
0.0 |
| Volume |
964 |
2,224 |
1,260 |
130.7% |
7,665 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.1 |
1,317.9 |
1,302.6 |
|
| R3 |
1,312.7 |
1,309.5 |
1,300.3 |
|
| R2 |
1,304.3 |
1,304.3 |
1,299.5 |
|
| R1 |
1,301.1 |
1,301.1 |
1,298.8 |
1,302.2 |
| PP |
1,295.9 |
1,295.9 |
1,295.9 |
1,296.4 |
| S1 |
1,292.7 |
1,292.7 |
1,297.2 |
1,293.8 |
| S2 |
1,287.5 |
1,287.5 |
1,296.5 |
|
| S3 |
1,279.1 |
1,284.3 |
1,295.7 |
|
| S4 |
1,270.7 |
1,275.9 |
1,293.4 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.5 |
1,375.9 |
1,301.5 |
|
| R3 |
1,351.0 |
1,335.4 |
1,290.3 |
|
| R2 |
1,310.5 |
1,310.5 |
1,286.6 |
|
| R1 |
1,294.9 |
1,294.9 |
1,282.9 |
1,302.7 |
| PP |
1,270.0 |
1,270.0 |
1,270.0 |
1,274.0 |
| S1 |
1,254.4 |
1,254.4 |
1,275.5 |
1,262.2 |
| S2 |
1,229.5 |
1,229.5 |
1,271.8 |
|
| S3 |
1,189.0 |
1,213.9 |
1,268.1 |
|
| S4 |
1,148.5 |
1,173.4 |
1,256.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.1 |
1,274.7 |
24.4 |
1.9% |
10.6 |
0.8% |
95% |
False |
False |
1,261 |
| 10 |
1,299.1 |
1,240.0 |
59.1 |
4.6% |
11.6 |
0.9% |
98% |
False |
False |
1,755 |
| 20 |
1,299.1 |
1,236.7 |
62.4 |
4.8% |
10.9 |
0.8% |
98% |
False |
False |
1,430 |
| 40 |
1,299.1 |
1,164.0 |
135.1 |
10.4% |
10.9 |
0.8% |
99% |
False |
False |
1,326 |
| 60 |
1,299.1 |
1,162.5 |
136.6 |
10.5% |
10.8 |
0.8% |
99% |
False |
False |
1,104 |
| 80 |
1,299.1 |
1,162.5 |
136.6 |
10.5% |
11.1 |
0.9% |
99% |
False |
False |
1,023 |
| 100 |
1,299.1 |
1,162.5 |
136.6 |
10.5% |
11.9 |
0.9% |
99% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.7 |
|
2.618 |
1,321.0 |
|
1.618 |
1,312.6 |
|
1.000 |
1,307.4 |
|
0.618 |
1,304.2 |
|
HIGH |
1,299.0 |
|
0.618 |
1,295.8 |
|
0.500 |
1,294.8 |
|
0.382 |
1,293.8 |
|
LOW |
1,290.6 |
|
0.618 |
1,285.4 |
|
1.000 |
1,282.2 |
|
1.618 |
1,277.0 |
|
2.618 |
1,268.6 |
|
4.250 |
1,254.9 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.9 |
1,294.3 |
| PP |
1,295.9 |
1,290.6 |
| S1 |
1,294.8 |
1,286.9 |
|