| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,792.0 |
2,784.0 |
-8.0 |
-0.3% |
2,734.0 |
| High |
2,797.0 |
2,786.0 |
-11.0 |
-0.4% |
2,775.0 |
| Low |
2,768.0 |
2,760.0 |
-8.0 |
-0.3% |
2,688.0 |
| Close |
2,792.0 |
2,780.0 |
-12.0 |
-0.4% |
2,767.0 |
| Range |
29.0 |
26.0 |
-3.0 |
-10.3% |
87.0 |
| ATR |
43.7 |
42.9 |
-0.8 |
-1.9% |
0.0 |
| Volume |
14,631 |
19,129 |
4,498 |
30.7% |
9,265 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.3 |
2,842.7 |
2,794.3 |
|
| R3 |
2,827.3 |
2,816.7 |
2,787.2 |
|
| R2 |
2,801.3 |
2,801.3 |
2,784.8 |
|
| R1 |
2,790.7 |
2,790.7 |
2,782.4 |
2,783.0 |
| PP |
2,775.3 |
2,775.3 |
2,775.3 |
2,771.5 |
| S1 |
2,764.7 |
2,764.7 |
2,777.6 |
2,757.0 |
| S2 |
2,749.3 |
2,749.3 |
2,775.2 |
|
| S3 |
2,723.3 |
2,738.7 |
2,772.9 |
|
| S4 |
2,697.3 |
2,712.7 |
2,765.7 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.3 |
2,972.7 |
2,814.9 |
|
| R3 |
2,917.3 |
2,885.7 |
2,790.9 |
|
| R2 |
2,830.3 |
2,830.3 |
2,783.0 |
|
| R1 |
2,798.7 |
2,798.7 |
2,775.0 |
2,814.5 |
| PP |
2,743.3 |
2,743.3 |
2,743.3 |
2,751.3 |
| S1 |
2,711.7 |
2,711.7 |
2,759.0 |
2,727.5 |
| S2 |
2,656.3 |
2,656.3 |
2,751.1 |
|
| S3 |
2,569.3 |
2,624.7 |
2,743.1 |
|
| S4 |
2,482.3 |
2,537.7 |
2,719.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,804.0 |
2,719.0 |
85.0 |
3.1% |
30.0 |
1.1% |
72% |
False |
False |
10,608 |
| 10 |
2,804.0 |
2,680.0 |
124.0 |
4.5% |
31.4 |
1.1% |
81% |
False |
False |
6,044 |
| 20 |
2,804.0 |
2,535.0 |
269.0 |
9.7% |
41.3 |
1.5% |
91% |
False |
False |
3,226 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.6% |
38.5 |
1.4% |
83% |
False |
False |
1,785 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.6% |
39.9 |
1.4% |
85% |
False |
False |
1,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,896.5 |
|
2.618 |
2,854.1 |
|
1.618 |
2,828.1 |
|
1.000 |
2,812.0 |
|
0.618 |
2,802.1 |
|
HIGH |
2,786.0 |
|
0.618 |
2,776.1 |
|
0.500 |
2,773.0 |
|
0.382 |
2,769.9 |
|
LOW |
2,760.0 |
|
0.618 |
2,743.9 |
|
1.000 |
2,734.0 |
|
1.618 |
2,717.9 |
|
2.618 |
2,691.9 |
|
4.250 |
2,649.5 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.7 |
2,782.0 |
| PP |
2,775.3 |
2,781.3 |
| S1 |
2,773.0 |
2,780.7 |
|