| 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 |
2,789.0 |
2,814.0 |
25.0 |
0.9% |
2,806.0 |
| High |
2,803.0 |
2,823.0 |
20.0 |
0.7% |
2,823.0 |
| Low |
2,778.0 |
2,808.0 |
30.0 |
1.1% |
2,776.0 |
| Close |
2,787.0 |
2,813.9 |
26.9 |
1.0% |
2,813.9 |
| Range |
25.0 |
15.0 |
-10.0 |
-40.0% |
47.0 |
| ATR |
50.3 |
49.3 |
-1.0 |
-2.0% |
0.0 |
| Volume |
1,663,773 |
248,104 |
-1,415,669 |
-85.1% |
7,284,643 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.0 |
2,851.9 |
2,822.2 |
|
| R3 |
2,845.0 |
2,836.9 |
2,818.0 |
|
| R2 |
2,830.0 |
2,830.0 |
2,816.7 |
|
| R1 |
2,821.9 |
2,821.9 |
2,815.3 |
2,818.5 |
| PP |
2,815.0 |
2,815.0 |
2,815.0 |
2,813.2 |
| S1 |
2,806.9 |
2,806.9 |
2,812.5 |
2,803.5 |
| S2 |
2,800.0 |
2,800.0 |
2,811.2 |
|
| S3 |
2,785.0 |
2,791.9 |
2,809.8 |
|
| S4 |
2,770.0 |
2,776.9 |
2,805.7 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.3 |
2,926.6 |
2,839.8 |
|
| R3 |
2,898.3 |
2,879.6 |
2,826.8 |
|
| R2 |
2,851.3 |
2,851.3 |
2,822.5 |
|
| R1 |
2,832.6 |
2,832.6 |
2,818.2 |
2,842.0 |
| PP |
2,804.3 |
2,804.3 |
2,804.3 |
2,809.0 |
| S1 |
2,785.6 |
2,785.6 |
2,809.6 |
2,795.0 |
| S2 |
2,757.3 |
2,757.3 |
2,805.3 |
|
| S3 |
2,710.3 |
2,738.6 |
2,801.0 |
|
| S4 |
2,663.3 |
2,691.6 |
2,788.1 |
|
|
| 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 |
2,776.0 |
47.0 |
1.7% |
29.2 |
1.0% |
81% |
True |
False |
1,456,928 |
| 10 |
2,823.0 |
2,703.0 |
120.0 |
4.3% |
35.3 |
1.3% |
92% |
True |
False |
1,104,319 |
| 20 |
2,823.0 |
2,552.0 |
271.0 |
9.6% |
48.3 |
1.7% |
97% |
True |
False |
1,150,191 |
| 40 |
2,849.0 |
2,552.0 |
297.0 |
10.6% |
51.6 |
1.8% |
88% |
False |
False |
1,081,377 |
| 60 |
2,849.0 |
2,492.0 |
357.0 |
12.7% |
57.7 |
2.1% |
90% |
False |
False |
1,155,740 |
| 80 |
2,849.0 |
2,463.0 |
386.0 |
13.7% |
60.3 |
2.1% |
91% |
False |
False |
1,005,847 |
| 100 |
2,849.0 |
2,350.0 |
499.0 |
17.7% |
69.1 |
2.5% |
93% |
False |
False |
805,176 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.4% |
65.9 |
2.3% |
77% |
False |
False |
671,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.8 |
|
2.618 |
2,862.3 |
|
1.618 |
2,847.3 |
|
1.000 |
2,838.0 |
|
0.618 |
2,832.3 |
|
HIGH |
2,823.0 |
|
0.618 |
2,817.3 |
|
0.500 |
2,815.5 |
|
0.382 |
2,813.7 |
|
LOW |
2,808.0 |
|
0.618 |
2,798.7 |
|
1.000 |
2,793.0 |
|
1.618 |
2,783.7 |
|
2.618 |
2,768.7 |
|
4.250 |
2,744.3 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.5 |
2,809.1 |
| PP |
2,815.0 |
2,804.3 |
| S1 |
2,814.4 |
2,799.5 |
|