| 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 |
2,784.0 |
2,769.0 |
-15.0 |
-0.5% |
2,734.0 |
| High |
2,786.0 |
2,785.0 |
-1.0 |
0.0% |
2,775.0 |
| Low |
2,760.0 |
2,763.0 |
3.0 |
0.1% |
2,688.0 |
| Close |
2,780.0 |
2,770.0 |
-10.0 |
-0.4% |
2,767.0 |
| Range |
26.0 |
22.0 |
-4.0 |
-15.4% |
87.0 |
| ATR |
42.9 |
41.4 |
-1.5 |
-3.5% |
0.0 |
| Volume |
19,129 |
22,414 |
3,285 |
17.2% |
9,265 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.7 |
2,826.3 |
2,782.1 |
|
| R3 |
2,816.7 |
2,804.3 |
2,776.1 |
|
| R2 |
2,794.7 |
2,794.7 |
2,774.0 |
|
| R1 |
2,782.3 |
2,782.3 |
2,772.0 |
2,788.5 |
| PP |
2,772.7 |
2,772.7 |
2,772.7 |
2,775.8 |
| S1 |
2,760.3 |
2,760.3 |
2,768.0 |
2,766.5 |
| S2 |
2,750.7 |
2,750.7 |
2,766.0 |
|
| S3 |
2,728.7 |
2,738.3 |
2,764.0 |
|
| S4 |
2,706.7 |
2,716.3 |
2,757.9 |
|
|
| 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 |
2,757.0 |
47.0 |
1.7% |
23.2 |
0.8% |
28% |
False |
False |
14,536 |
| 10 |
2,804.0 |
2,688.0 |
116.0 |
4.2% |
30.4 |
1.1% |
71% |
False |
False |
8,123 |
| 20 |
2,804.0 |
2,535.0 |
269.0 |
9.7% |
37.7 |
1.4% |
87% |
False |
False |
4,342 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
36.6 |
1.3% |
79% |
False |
False |
2,324 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.6% |
39.1 |
1.4% |
83% |
False |
False |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.5 |
|
2.618 |
2,842.6 |
|
1.618 |
2,820.6 |
|
1.000 |
2,807.0 |
|
0.618 |
2,798.6 |
|
HIGH |
2,785.0 |
|
0.618 |
2,776.6 |
|
0.500 |
2,774.0 |
|
0.382 |
2,771.4 |
|
LOW |
2,763.0 |
|
0.618 |
2,749.4 |
|
1.000 |
2,741.0 |
|
1.618 |
2,727.4 |
|
2.618 |
2,705.4 |
|
4.250 |
2,669.5 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.0 |
2,778.5 |
| PP |
2,772.7 |
2,775.7 |
| S1 |
2,771.3 |
2,772.8 |
|