| 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 |
2,785.0 |
2,759.0 |
-26.0 |
-0.9% |
2,791.0 |
| High |
2,791.0 |
2,765.0 |
-26.0 |
-0.9% |
2,804.0 |
| Low |
2,733.0 |
2,696.0 |
-37.0 |
-1.4% |
2,730.0 |
| Close |
2,741.0 |
2,720.0 |
-21.0 |
-0.8% |
2,743.0 |
| Range |
58.0 |
69.0 |
11.0 |
19.0% |
74.0 |
| ATR |
45.3 |
47.0 |
1.7 |
3.7% |
0.0 |
| Volume |
1,836 |
5,838 |
4,002 |
218.0% |
80,277 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,896.0 |
2,758.0 |
|
| R3 |
2,865.0 |
2,827.0 |
2,739.0 |
|
| R2 |
2,796.0 |
2,796.0 |
2,732.7 |
|
| R1 |
2,758.0 |
2,758.0 |
2,726.3 |
2,742.5 |
| PP |
2,727.0 |
2,727.0 |
2,727.0 |
2,719.3 |
| S1 |
2,689.0 |
2,689.0 |
2,713.7 |
2,673.5 |
| S2 |
2,658.0 |
2,658.0 |
2,707.4 |
|
| S3 |
2,589.0 |
2,620.0 |
2,701.0 |
|
| S4 |
2,520.0 |
2,551.0 |
2,682.1 |
|
|
| 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 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
58.4 |
2.1% |
20% |
False |
True |
3,762 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
40.8 |
1.5% |
20% |
False |
True |
9,149 |
| 20 |
2,814.0 |
2,568.0 |
246.0 |
9.0% |
43.3 |
1.6% |
62% |
False |
False |
5,250 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.9% |
39.9 |
1.5% |
63% |
False |
False |
2,742 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.9% |
41.2 |
1.5% |
68% |
False |
False |
1,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,058.3 |
|
2.618 |
2,945.6 |
|
1.618 |
2,876.6 |
|
1.000 |
2,834.0 |
|
0.618 |
2,807.6 |
|
HIGH |
2,765.0 |
|
0.618 |
2,738.6 |
|
0.500 |
2,730.5 |
|
0.382 |
2,722.4 |
|
LOW |
2,696.0 |
|
0.618 |
2,653.4 |
|
1.000 |
2,627.0 |
|
1.618 |
2,584.4 |
|
2.618 |
2,515.4 |
|
4.250 |
2,402.8 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.5 |
2,755.0 |
| PP |
2,727.0 |
2,743.3 |
| S1 |
2,723.5 |
2,731.7 |
|