| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,253.5 |
6,280.5 |
27.0 |
0.4% |
6,175.0 |
| High |
6,290.0 |
6,288.5 |
-1.5 |
0.0% |
6,234.5 |
| Low |
6,231.0 |
6,228.5 |
-2.5 |
0.0% |
6,063.0 |
| Close |
6,280.0 |
6,268.0 |
-12.0 |
-0.2% |
6,217.5 |
| Range |
59.0 |
60.0 |
1.0 |
1.7% |
171.5 |
| ATR |
97.1 |
94.4 |
-2.6 |
-2.7% |
0.0 |
| Volume |
199,396 |
217,171 |
17,775 |
8.9% |
446,600 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,441.7 |
6,414.8 |
6,301.0 |
|
| R3 |
6,381.7 |
6,354.8 |
6,284.5 |
|
| R2 |
6,321.7 |
6,321.7 |
6,279.0 |
|
| R1 |
6,294.8 |
6,294.8 |
6,273.5 |
6,278.3 |
| PP |
6,261.7 |
6,261.7 |
6,261.7 |
6,253.4 |
| S1 |
6,234.8 |
6,234.8 |
6,262.5 |
6,218.3 |
| S2 |
6,201.7 |
6,201.7 |
6,257.0 |
|
| S3 |
6,141.7 |
6,174.8 |
6,251.5 |
|
| S4 |
6,081.7 |
6,114.8 |
6,235.0 |
|
|
| 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 |
6,132.5 |
160.5 |
2.6% |
64.9 |
1.0% |
84% |
False |
False |
160,262 |
| 10 |
6,293.0 |
6,052.5 |
240.5 |
3.8% |
69.7 |
1.1% |
90% |
False |
False |
125,233 |
| 20 |
6,293.0 |
5,816.0 |
477.0 |
7.6% |
97.2 |
1.6% |
95% |
False |
False |
126,943 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.2% |
99.4 |
1.6% |
79% |
False |
False |
123,922 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
107.1 |
1.7% |
79% |
False |
False |
130,598 |
| 80 |
6,391.5 |
5,710.0 |
681.5 |
10.9% |
111.1 |
1.8% |
82% |
False |
False |
106,730 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
122.0 |
1.9% |
85% |
False |
False |
85,519 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
114.5 |
1.8% |
85% |
False |
False |
71,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,543.5 |
|
2.618 |
6,445.6 |
|
1.618 |
6,385.6 |
|
1.000 |
6,348.5 |
|
0.618 |
6,325.6 |
|
HIGH |
6,288.5 |
|
0.618 |
6,265.6 |
|
0.500 |
6,258.5 |
|
0.382 |
6,251.4 |
|
LOW |
6,228.5 |
|
0.618 |
6,191.4 |
|
1.000 |
6,168.5 |
|
1.618 |
6,131.4 |
|
2.618 |
6,071.4 |
|
4.250 |
5,973.5 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,264.8 |
6,265.6 |
| PP |
6,261.7 |
6,263.2 |
| S1 |
6,258.5 |
6,260.8 |
|