| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,711.0 |
-48.0 |
-1.7% |
2,749.0 |
| High |
2,765.0 |
2,785.0 |
20.0 |
0.7% |
2,814.0 |
| Low |
2,696.0 |
2,710.0 |
14.0 |
0.5% |
2,696.0 |
| Close |
2,720.0 |
2,776.0 |
56.0 |
2.1% |
2,776.0 |
| Range |
69.0 |
75.0 |
6.0 |
8.7% |
118.0 |
| ATR |
47.0 |
49.0 |
2.0 |
4.2% |
0.0 |
| Volume |
5,838 |
1,641 |
-4,197 |
-71.9% |
10,539 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,954.0 |
2,817.3 |
|
| R3 |
2,907.0 |
2,879.0 |
2,796.6 |
|
| R2 |
2,832.0 |
2,832.0 |
2,789.8 |
|
| R1 |
2,804.0 |
2,804.0 |
2,782.9 |
2,818.0 |
| PP |
2,757.0 |
2,757.0 |
2,757.0 |
2,764.0 |
| S1 |
2,729.0 |
2,729.0 |
2,769.1 |
2,743.0 |
| S2 |
2,682.0 |
2,682.0 |
2,762.3 |
|
| S3 |
2,607.0 |
2,654.0 |
2,755.4 |
|
| S4 |
2,532.0 |
2,579.0 |
2,734.8 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.0 |
3,064.0 |
2,840.9 |
|
| R3 |
2,998.0 |
2,946.0 |
2,808.5 |
|
| R2 |
2,880.0 |
2,880.0 |
2,797.6 |
|
| R1 |
2,828.0 |
2,828.0 |
2,786.8 |
2,854.0 |
| PP |
2,762.0 |
2,762.0 |
2,762.0 |
2,775.0 |
| S1 |
2,710.0 |
2,710.0 |
2,765.2 |
2,736.0 |
| S2 |
2,644.0 |
2,644.0 |
2,754.4 |
|
| S3 |
2,526.0 |
2,592.0 |
2,743.6 |
|
| S4 |
2,408.0 |
2,474.0 |
2,711.1 |
|
|
| 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% |
59.0 |
2.1% |
68% |
False |
False |
2,107 |
| 10 |
2,814.0 |
2,696.0 |
118.0 |
4.3% |
47.4 |
1.7% |
68% |
False |
False |
9,081 |
| 20 |
2,814.0 |
2,568.0 |
246.0 |
8.9% |
44.1 |
1.6% |
85% |
False |
False |
5,302 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.7% |
40.4 |
1.5% |
81% |
False |
False |
2,783 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.6% |
41.7 |
1.5% |
84% |
False |
False |
1,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.8 |
|
2.618 |
2,981.4 |
|
1.618 |
2,906.4 |
|
1.000 |
2,860.0 |
|
0.618 |
2,831.4 |
|
HIGH |
2,785.0 |
|
0.618 |
2,756.4 |
|
0.500 |
2,747.5 |
|
0.382 |
2,738.7 |
|
LOW |
2,710.0 |
|
0.618 |
2,663.7 |
|
1.000 |
2,635.0 |
|
1.618 |
2,588.7 |
|
2.618 |
2,513.7 |
|
4.250 |
2,391.3 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.5 |
2,765.2 |
| PP |
2,757.0 |
2,754.3 |
| S1 |
2,747.5 |
2,743.5 |
|