| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,769.0 |
2,800.0 |
31.0 |
1.1% |
2,791.0 |
| High |
2,785.0 |
2,802.0 |
17.0 |
0.6% |
2,804.0 |
| Low |
2,763.0 |
2,730.0 |
-33.0 |
-1.2% |
2,730.0 |
| Close |
2,770.0 |
2,743.0 |
-27.0 |
-1.0% |
2,743.0 |
| Range |
22.0 |
72.0 |
50.0 |
227.3% |
74.0 |
| ATR |
41.4 |
43.6 |
2.2 |
5.3% |
0.0 |
| Volume |
22,414 |
9,912 |
-12,502 |
-55.8% |
80,277 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.3 |
2,930.7 |
2,782.6 |
|
| R3 |
2,902.3 |
2,858.7 |
2,762.8 |
|
| R2 |
2,830.3 |
2,830.3 |
2,756.2 |
|
| R1 |
2,786.7 |
2,786.7 |
2,749.6 |
2,772.5 |
| PP |
2,758.3 |
2,758.3 |
2,758.3 |
2,751.3 |
| S1 |
2,714.7 |
2,714.7 |
2,736.4 |
2,700.5 |
| S2 |
2,686.3 |
2,686.3 |
2,729.8 |
|
| S3 |
2,614.3 |
2,642.7 |
2,723.2 |
|
| S4 |
2,542.3 |
2,570.7 |
2,703.4 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.0 |
2,936.0 |
2,783.7 |
|
| R3 |
2,907.0 |
2,862.0 |
2,763.4 |
|
| R2 |
2,833.0 |
2,833.0 |
2,756.6 |
|
| R1 |
2,788.0 |
2,788.0 |
2,749.8 |
2,773.5 |
| PP |
2,759.0 |
2,759.0 |
2,759.0 |
2,751.8 |
| S1 |
2,714.0 |
2,714.0 |
2,736.2 |
2,699.5 |
| S2 |
2,685.0 |
2,685.0 |
2,729.4 |
|
| S3 |
2,611.0 |
2,640.0 |
2,722.7 |
|
| S4 |
2,537.0 |
2,566.0 |
2,702.3 |
|
|
| 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 |
2,730.0 |
74.0 |
2.7% |
35.8 |
1.3% |
18% |
False |
True |
16,055 |
| 10 |
2,804.0 |
2,688.0 |
116.0 |
4.2% |
32.3 |
1.2% |
47% |
False |
False |
8,954 |
| 20 |
2,804.0 |
2,535.0 |
269.0 |
9.8% |
40.6 |
1.5% |
77% |
False |
False |
4,835 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.8% |
37.7 |
1.4% |
70% |
False |
False |
2,571 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.8% |
39.7 |
1.4% |
75% |
False |
False |
1,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,108.0 |
|
2.618 |
2,990.5 |
|
1.618 |
2,918.5 |
|
1.000 |
2,874.0 |
|
0.618 |
2,846.5 |
|
HIGH |
2,802.0 |
|
0.618 |
2,774.5 |
|
0.500 |
2,766.0 |
|
0.382 |
2,757.5 |
|
LOW |
2,730.0 |
|
0.618 |
2,685.5 |
|
1.000 |
2,658.0 |
|
1.618 |
2,613.5 |
|
2.618 |
2,541.5 |
|
4.250 |
2,424.0 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.0 |
2,766.0 |
| PP |
2,758.3 |
2,758.3 |
| S1 |
2,750.7 |
2,750.7 |
|