| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,202.0 |
6,268.5 |
66.5 |
1.1% |
6,175.0 |
| High |
6,226.0 |
6,293.0 |
67.0 |
1.1% |
6,234.5 |
| Low |
6,183.5 |
6,232.0 |
48.5 |
0.8% |
6,063.0 |
| Close |
6,217.5 |
6,264.5 |
47.0 |
0.8% |
6,217.5 |
| Range |
42.5 |
61.0 |
18.5 |
43.5% |
171.5 |
| ATR |
101.9 |
100.0 |
-1.9 |
-1.9% |
0.0 |
| Volume |
107,641 |
146,012 |
38,371 |
35.6% |
446,600 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,446.2 |
6,416.3 |
6,298.1 |
|
| R3 |
6,385.2 |
6,355.3 |
6,281.3 |
|
| R2 |
6,324.2 |
6,324.2 |
6,275.7 |
|
| R1 |
6,294.3 |
6,294.3 |
6,270.1 |
6,278.8 |
| PP |
6,263.2 |
6,263.2 |
6,263.2 |
6,255.4 |
| S1 |
6,233.3 |
6,233.3 |
6,258.9 |
6,217.8 |
| S2 |
6,202.2 |
6,202.2 |
6,253.3 |
|
| S3 |
6,141.2 |
6,172.3 |
6,247.7 |
|
| S4 |
6,080.2 |
6,111.3 |
6,231.0 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,686.2 |
6,623.3 |
6,311.8 |
|
| R3 |
6,514.7 |
6,451.8 |
6,264.7 |
|
| R2 |
6,343.2 |
6,343.2 |
6,248.9 |
|
| R1 |
6,280.3 |
6,280.3 |
6,233.2 |
6,311.8 |
| PP |
6,171.7 |
6,171.7 |
6,171.7 |
6,187.4 |
| S1 |
6,108.8 |
6,108.8 |
6,201.8 |
6,140.3 |
| S2 |
6,000.2 |
6,000.2 |
6,186.1 |
|
| S3 |
5,828.7 |
5,937.3 |
6,170.3 |
|
| S4 |
5,657.2 |
5,765.8 |
6,123.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,293.0 |
6,063.0 |
230.0 |
3.7% |
79.0 |
1.3% |
88% |
True |
False |
109,066 |
| 10 |
6,293.0 |
5,816.0 |
477.0 |
7.6% |
91.0 |
1.5% |
94% |
True |
False |
117,793 |
| 20 |
6,293.0 |
5,816.0 |
477.0 |
7.6% |
99.1 |
1.6% |
94% |
True |
False |
118,550 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.2% |
103.1 |
1.6% |
78% |
False |
False |
120,968 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
109.0 |
1.7% |
78% |
False |
False |
128,110 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.4% |
112.8 |
1.8% |
84% |
False |
False |
101,554 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
123.6 |
2.0% |
84% |
False |
False |
81,360 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
114.6 |
1.8% |
84% |
False |
False |
67,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,552.3 |
|
2.618 |
6,452.7 |
|
1.618 |
6,391.7 |
|
1.000 |
6,354.0 |
|
0.618 |
6,330.7 |
|
HIGH |
6,293.0 |
|
0.618 |
6,269.7 |
|
0.500 |
6,262.5 |
|
0.382 |
6,255.3 |
|
LOW |
6,232.0 |
|
0.618 |
6,194.3 |
|
1.000 |
6,171.0 |
|
1.618 |
6,133.3 |
|
2.618 |
6,072.3 |
|
4.250 |
5,972.8 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,263.8 |
6,247.3 |
| PP |
6,263.2 |
6,230.0 |
| S1 |
6,262.5 |
6,212.8 |
|