| 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 |
6,268.5 |
6,253.5 |
-15.0 |
-0.2% |
6,175.0 |
| High |
6,293.0 |
6,290.0 |
-3.0 |
0.0% |
6,234.5 |
| Low |
6,232.0 |
6,231.0 |
-1.0 |
0.0% |
6,063.0 |
| Close |
6,264.5 |
6,280.0 |
15.5 |
0.2% |
6,217.5 |
| Range |
61.0 |
59.0 |
-2.0 |
-3.3% |
171.5 |
| ATR |
100.0 |
97.1 |
-2.9 |
-2.9% |
0.0 |
| Volume |
146,012 |
199,396 |
53,384 |
36.6% |
446,600 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,444.0 |
6,421.0 |
6,312.5 |
|
| R3 |
6,385.0 |
6,362.0 |
6,296.2 |
|
| R2 |
6,326.0 |
6,326.0 |
6,290.8 |
|
| R1 |
6,303.0 |
6,303.0 |
6,285.4 |
6,314.5 |
| PP |
6,267.0 |
6,267.0 |
6,267.0 |
6,272.8 |
| S1 |
6,244.0 |
6,244.0 |
6,274.6 |
6,255.5 |
| S2 |
6,208.0 |
6,208.0 |
6,269.2 |
|
| S3 |
6,149.0 |
6,185.0 |
6,263.8 |
|
| S4 |
6,090.0 |
6,126.0 |
6,247.6 |
|
|
| 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% |
76.7 |
1.2% |
94% |
False |
False |
148,945 |
| 10 |
6,293.0 |
5,876.0 |
417.0 |
6.6% |
84.9 |
1.4% |
97% |
False |
False |
122,232 |
| 20 |
6,293.0 |
5,816.0 |
477.0 |
7.6% |
97.4 |
1.6% |
97% |
False |
False |
122,320 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.2% |
101.0 |
1.6% |
81% |
False |
False |
122,134 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.3% |
107.8 |
1.7% |
81% |
False |
False |
129,349 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
12.4% |
111.9 |
1.8% |
86% |
False |
False |
104,038 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
123.7 |
2.0% |
86% |
False |
False |
83,351 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
114.3 |
1.8% |
86% |
False |
False |
69,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,540.8 |
|
2.618 |
6,444.5 |
|
1.618 |
6,385.5 |
|
1.000 |
6,349.0 |
|
0.618 |
6,326.5 |
|
HIGH |
6,290.0 |
|
0.618 |
6,267.5 |
|
0.500 |
6,260.5 |
|
0.382 |
6,253.5 |
|
LOW |
6,231.0 |
|
0.618 |
6,194.5 |
|
1.000 |
6,172.0 |
|
1.618 |
6,135.5 |
|
2.618 |
6,076.5 |
|
4.250 |
5,980.3 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,273.5 |
6,266.1 |
| PP |
6,267.0 |
6,252.2 |
| S1 |
6,260.5 |
6,238.3 |
|