| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,280.5 |
6,254.5 |
-26.0 |
-0.4% |
6,175.0 |
| High |
6,288.5 |
6,282.0 |
-6.5 |
-0.1% |
6,234.5 |
| Low |
6,228.5 |
6,232.0 |
3.5 |
0.1% |
6,063.0 |
| Close |
6,268.0 |
6,251.5 |
-16.5 |
-0.3% |
6,217.5 |
| Range |
60.0 |
50.0 |
-10.0 |
-16.7% |
171.5 |
| ATR |
94.4 |
91.3 |
-3.2 |
-3.4% |
0.0 |
| Volume |
217,171 |
148,947 |
-68,224 |
-31.4% |
446,600 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,405.2 |
6,378.3 |
6,279.0 |
|
| R3 |
6,355.2 |
6,328.3 |
6,265.3 |
|
| R2 |
6,305.2 |
6,305.2 |
6,260.7 |
|
| R1 |
6,278.3 |
6,278.3 |
6,256.1 |
6,266.8 |
| PP |
6,255.2 |
6,255.2 |
6,255.2 |
6,249.4 |
| S1 |
6,228.3 |
6,228.3 |
6,246.9 |
6,216.8 |
| S2 |
6,205.2 |
6,205.2 |
6,242.3 |
|
| S3 |
6,155.2 |
6,178.3 |
6,237.8 |
|
| S4 |
6,105.2 |
6,128.3 |
6,224.0 |
|
|
| 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 |
6,183.5 |
109.5 |
1.8% |
54.5 |
0.9% |
62% |
False |
False |
163,833 |
| 10 |
6,293.0 |
6,063.0 |
230.0 |
3.7% |
69.0 |
1.1% |
82% |
False |
False |
129,045 |
| 20 |
6,293.0 |
5,816.0 |
477.0 |
7.6% |
90.7 |
1.5% |
91% |
False |
False |
124,075 |
| 40 |
6,391.5 |
5,816.0 |
575.5 |
9.2% |
95.6 |
1.5% |
76% |
False |
False |
123,716 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.4% |
106.4 |
1.7% |
76% |
False |
False |
130,495 |
| 80 |
6,391.5 |
5,765.5 |
626.0 |
10.0% |
110.2 |
1.8% |
78% |
False |
False |
108,584 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.8% |
121.2 |
1.9% |
82% |
False |
False |
86,995 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.8% |
114.6 |
1.8% |
82% |
False |
False |
72,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,494.5 |
|
2.618 |
6,412.9 |
|
1.618 |
6,362.9 |
|
1.000 |
6,332.0 |
|
0.618 |
6,312.9 |
|
HIGH |
6,282.0 |
|
0.618 |
6,262.9 |
|
0.500 |
6,257.0 |
|
0.382 |
6,251.1 |
|
LOW |
6,232.0 |
|
0.618 |
6,201.1 |
|
1.000 |
6,182.0 |
|
1.618 |
6,151.1 |
|
2.618 |
6,101.1 |
|
4.250 |
6,019.5 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,257.0 |
6,259.3 |
| PP |
6,255.2 |
6,256.7 |
| S1 |
6,253.3 |
6,254.1 |
|