| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,806.0 |
2,799.0 |
-7.0 |
-0.2% |
2,768.0 |
| High |
2,823.0 |
2,816.0 |
-7.0 |
-0.2% |
2,793.0 |
| Low |
2,789.0 |
2,783.0 |
-6.0 |
-0.2% |
2,703.0 |
| Close |
2,807.0 |
2,809.0 |
2.0 |
0.1% |
2,784.0 |
| Range |
34.0 |
33.0 |
-1.0 |
-2.9% |
90.0 |
| ATR |
54.8 |
53.3 |
-1.6 |
-2.8% |
0.0 |
| Volume |
1,510,154 |
2,046,944 |
536,790 |
35.5% |
3,758,556 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,888.3 |
2,827.2 |
|
| R3 |
2,868.7 |
2,855.3 |
2,818.1 |
|
| R2 |
2,835.7 |
2,835.7 |
2,815.1 |
|
| R1 |
2,822.3 |
2,822.3 |
2,812.0 |
2,829.0 |
| PP |
2,802.7 |
2,802.7 |
2,802.7 |
2,806.0 |
| S1 |
2,789.3 |
2,789.3 |
2,806.0 |
2,796.0 |
| S2 |
2,769.7 |
2,769.7 |
2,803.0 |
|
| S3 |
2,736.7 |
2,756.3 |
2,799.9 |
|
| S4 |
2,703.7 |
2,723.3 |
2,790.9 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.0 |
2,997.0 |
2,833.5 |
|
| R3 |
2,940.0 |
2,907.0 |
2,808.8 |
|
| R2 |
2,850.0 |
2,850.0 |
2,800.5 |
|
| R1 |
2,817.0 |
2,817.0 |
2,792.3 |
2,833.5 |
| PP |
2,760.0 |
2,760.0 |
2,760.0 |
2,768.3 |
| S1 |
2,727.0 |
2,727.0 |
2,775.8 |
2,743.5 |
| S2 |
2,670.0 |
2,670.0 |
2,767.5 |
|
| S3 |
2,580.0 |
2,637.0 |
2,759.3 |
|
| S4 |
2,490.0 |
2,547.0 |
2,734.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,823.0 |
2,703.0 |
120.0 |
4.3% |
41.6 |
1.5% |
88% |
False |
False |
1,392,830 |
| 10 |
2,823.0 |
2,610.0 |
213.0 |
7.6% |
47.5 |
1.7% |
93% |
False |
False |
1,141,277 |
| 20 |
2,823.0 |
2,552.0 |
271.0 |
9.6% |
54.2 |
1.9% |
95% |
False |
False |
1,106,709 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.6% |
55.3 |
2.0% |
87% |
False |
False |
1,083,129 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.7% |
60.0 |
2.1% |
89% |
False |
False |
1,160,463 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
14.8% |
62.7 |
2.2% |
90% |
False |
False |
959,481 |
| 100 |
2,864.0 |
2,350.0 |
514.0 |
18.3% |
71.2 |
2.5% |
89% |
False |
False |
768,003 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.4% |
65.9 |
2.3% |
76% |
False |
False |
640,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.3 |
|
2.618 |
2,902.4 |
|
1.618 |
2,869.4 |
|
1.000 |
2,849.0 |
|
0.618 |
2,836.4 |
|
HIGH |
2,816.0 |
|
0.618 |
2,803.4 |
|
0.500 |
2,799.5 |
|
0.382 |
2,795.6 |
|
LOW |
2,783.0 |
|
0.618 |
2,762.6 |
|
1.000 |
2,750.0 |
|
1.618 |
2,729.6 |
|
2.618 |
2,696.6 |
|
4.250 |
2,642.8 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,805.8 |
2,803.5 |
| PP |
2,802.7 |
2,798.0 |
| S1 |
2,799.5 |
2,792.5 |
|