| 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 |
10,544.73 |
10,526.42 |
-18.31 |
-0.2% |
10,446.80 |
| High |
10,588.32 |
10,587.80 |
-0.52 |
0.0% |
10,476.62 |
| Low |
10,499.70 |
10,480.78 |
-18.92 |
-0.2% |
10,332.40 |
| Close |
10,526.49 |
10,572.73 |
46.24 |
0.4% |
10,462.77 |
| Range |
88.62 |
107.02 |
18.40 |
20.8% |
144.22 |
| ATR |
130.81 |
129.11 |
-1.70 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,868.16 |
10,827.47 |
10,631.59 |
|
| R3 |
10,761.14 |
10,720.45 |
10,602.16 |
|
| R2 |
10,654.12 |
10,654.12 |
10,592.35 |
|
| R1 |
10,613.43 |
10,613.43 |
10,582.54 |
10,633.78 |
| PP |
10,547.10 |
10,547.10 |
10,547.10 |
10,557.28 |
| S1 |
10,506.41 |
10,506.41 |
10,562.92 |
10,526.76 |
| S2 |
10,440.08 |
10,440.08 |
10,553.11 |
|
| S3 |
10,333.06 |
10,399.39 |
10,543.30 |
|
| S4 |
10,226.04 |
10,292.37 |
10,513.87 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856.59 |
10,803.90 |
10,542.09 |
|
| R3 |
10,712.37 |
10,659.68 |
10,502.43 |
|
| R2 |
10,568.15 |
10,568.15 |
10,489.21 |
|
| R1 |
10,515.46 |
10,515.46 |
10,475.99 |
10,541.81 |
| PP |
10,423.93 |
10,423.93 |
10,423.93 |
10,437.10 |
| S1 |
10,371.24 |
10,371.24 |
10,449.55 |
10,397.59 |
| S2 |
10,279.71 |
10,279.71 |
10,436.33 |
|
| S3 |
10,135.49 |
10,227.02 |
10,423.11 |
|
| S4 |
9,991.27 |
10,082.80 |
10,383.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,588.32 |
10,386.63 |
201.69 |
1.9% |
92.55 |
0.9% |
92% |
False |
False |
|
| 10 |
10,588.32 |
10,016.01 |
572.31 |
5.4% |
112.69 |
1.1% |
97% |
False |
False |
|
| 20 |
10,588.32 |
9,936.62 |
651.70 |
6.2% |
134.90 |
1.3% |
98% |
False |
False |
|
| 40 |
10,719.94 |
9,936.62 |
783.32 |
7.4% |
137.02 |
1.3% |
81% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.5% |
147.41 |
1.4% |
87% |
False |
False |
|
| 80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.5% |
158.84 |
1.5% |
87% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
179.30 |
1.7% |
58% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
164.39 |
1.6% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,042.64 |
|
2.618 |
10,867.98 |
|
1.618 |
10,760.96 |
|
1.000 |
10,694.82 |
|
0.618 |
10,653.94 |
|
HIGH |
10,587.80 |
|
0.618 |
10,546.92 |
|
0.500 |
10,534.29 |
|
0.382 |
10,521.66 |
|
LOW |
10,480.78 |
|
0.618 |
10,414.64 |
|
1.000 |
10,373.76 |
|
1.618 |
10,307.62 |
|
2.618 |
10,200.60 |
|
4.250 |
10,025.95 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,559.92 |
10,556.31 |
| PP |
10,547.10 |
10,539.88 |
| S1 |
10,534.29 |
10,523.46 |
|