| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
5,384.5 |
5,417.0 |
32.5 |
0.6% |
5,136.0 |
| High |
5,447.0 |
5,506.0 |
59.0 |
1.1% |
5,452.0 |
| Low |
5,360.0 |
5,411.0 |
51.0 |
1.0% |
5,123.5 |
| Close |
5,436.5 |
5,485.5 |
49.0 |
0.9% |
5,417.0 |
| Range |
87.0 |
95.0 |
8.0 |
9.2% |
328.5 |
| ATR |
91.5 |
91.7 |
0.3 |
0.3% |
0.0 |
| Volume |
108,994 |
132,539 |
23,545 |
21.6% |
430,348 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,752.5 |
5,714.0 |
5,538.0 |
|
| R3 |
5,657.5 |
5,619.0 |
5,511.5 |
|
| R2 |
5,562.5 |
5,562.5 |
5,503.0 |
|
| R1 |
5,524.0 |
5,524.0 |
5,494.0 |
5,543.0 |
| PP |
5,467.5 |
5,467.5 |
5,467.5 |
5,477.0 |
| S1 |
5,429.0 |
5,429.0 |
5,477.0 |
5,448.0 |
| S2 |
5,372.5 |
5,372.5 |
5,468.0 |
|
| S3 |
5,277.5 |
5,334.0 |
5,459.5 |
|
| S4 |
5,182.5 |
5,239.0 |
5,433.0 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,316.5 |
6,195.0 |
5,597.5 |
|
| R3 |
5,988.0 |
5,866.5 |
5,507.5 |
|
| R2 |
5,659.5 |
5,659.5 |
5,477.0 |
|
| R1 |
5,538.0 |
5,538.0 |
5,447.0 |
5,599.0 |
| PP |
5,331.0 |
5,331.0 |
5,331.0 |
5,361.0 |
| S1 |
5,209.5 |
5,209.5 |
5,387.0 |
5,270.0 |
| S2 |
5,002.5 |
5,002.5 |
5,357.0 |
|
| S3 |
4,674.0 |
4,881.0 |
5,326.5 |
|
| S4 |
4,345.5 |
4,552.5 |
5,236.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,506.0 |
5,360.0 |
146.0 |
2.7% |
69.5 |
1.3% |
86% |
True |
False |
97,951 |
| 10 |
5,506.0 |
5,106.5 |
399.5 |
7.3% |
84.0 |
1.5% |
95% |
True |
False |
99,457 |
| 20 |
5,506.0 |
5,062.0 |
444.0 |
8.1% |
87.0 |
1.6% |
95% |
True |
False |
96,490 |
| 40 |
5,506.0 |
5,056.5 |
449.5 |
8.2% |
89.5 |
1.6% |
95% |
True |
False |
93,705 |
| 60 |
5,506.0 |
4,757.0 |
749.0 |
13.7% |
93.0 |
1.7% |
97% |
True |
False |
101,554 |
| 80 |
5,506.0 |
4,757.0 |
749.0 |
13.7% |
98.0 |
1.8% |
97% |
True |
False |
80,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,910.0 |
|
2.618 |
5,754.5 |
|
1.618 |
5,659.5 |
|
1.000 |
5,601.0 |
|
0.618 |
5,564.5 |
|
HIGH |
5,506.0 |
|
0.618 |
5,469.5 |
|
0.500 |
5,458.5 |
|
0.382 |
5,447.5 |
|
LOW |
5,411.0 |
|
0.618 |
5,352.5 |
|
1.000 |
5,316.0 |
|
1.618 |
5,257.5 |
|
2.618 |
5,162.5 |
|
4.250 |
5,007.0 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,476.5 |
5,468.0 |
| PP |
5,467.5 |
5,450.5 |
| S1 |
5,458.5 |
5,433.0 |
|