| 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 |
2,701.0 |
2,728.0 |
27.0 |
1.0% |
2,636.0 |
| High |
2,745.0 |
2,779.0 |
34.0 |
1.2% |
2,758.0 |
| Low |
2,690.0 |
2,721.0 |
31.0 |
1.2% |
2,558.0 |
| Close |
2,740.0 |
2,765.0 |
25.0 |
0.9% |
2,729.0 |
| Range |
55.0 |
58.0 |
3.0 |
5.5% |
200.0 |
| ATR |
54.4 |
54.6 |
0.3 |
0.5% |
0.0 |
| Volume |
61,051 |
67,428 |
6,377 |
10.4% |
84,218 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.0 |
2,905.0 |
2,796.9 |
|
| R3 |
2,871.0 |
2,847.0 |
2,781.0 |
|
| R2 |
2,813.0 |
2,813.0 |
2,775.6 |
|
| R1 |
2,789.0 |
2,789.0 |
2,770.3 |
2,801.0 |
| PP |
2,755.0 |
2,755.0 |
2,755.0 |
2,761.0 |
| S1 |
2,731.0 |
2,731.0 |
2,759.7 |
2,743.0 |
| S2 |
2,697.0 |
2,697.0 |
2,754.4 |
|
| S3 |
2,639.0 |
2,673.0 |
2,749.1 |
|
| S4 |
2,581.0 |
2,615.0 |
2,733.1 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,205.3 |
2,839.0 |
|
| R3 |
3,081.7 |
3,005.3 |
2,784.0 |
|
| R2 |
2,881.7 |
2,881.7 |
2,765.7 |
|
| R1 |
2,805.3 |
2,805.3 |
2,747.3 |
2,843.5 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,700.8 |
| S1 |
2,605.3 |
2,605.3 |
2,710.7 |
2,643.5 |
| S2 |
2,481.7 |
2,481.7 |
2,692.3 |
|
| S3 |
2,281.7 |
2,405.3 |
2,674.0 |
|
| S4 |
2,081.7 |
2,205.3 |
2,619.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,779.0 |
2,690.0 |
89.0 |
3.2% |
43.4 |
1.6% |
84% |
True |
False |
48,697 |
| 10 |
2,779.0 |
2,558.0 |
221.0 |
8.0% |
52.1 |
1.9% |
94% |
True |
False |
31,529 |
| 20 |
2,779.0 |
2,537.0 |
242.0 |
8.8% |
52.4 |
1.9% |
94% |
True |
False |
17,894 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
53.9 |
1.9% |
77% |
False |
False |
9,817 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.8% |
55.3 |
2.0% |
80% |
False |
False |
7,357 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
57.7 |
2.1% |
83% |
False |
False |
7,507 |
| 100 |
2,864.0 |
2,387.0 |
477.0 |
17.3% |
64.2 |
2.3% |
79% |
False |
False |
6,156 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.9% |
57.4 |
2.1% |
69% |
False |
False |
5,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.5 |
|
2.618 |
2,930.8 |
|
1.618 |
2,872.8 |
|
1.000 |
2,837.0 |
|
0.618 |
2,814.8 |
|
HIGH |
2,779.0 |
|
0.618 |
2,756.8 |
|
0.500 |
2,750.0 |
|
0.382 |
2,743.2 |
|
LOW |
2,721.0 |
|
0.618 |
2,685.2 |
|
1.000 |
2,663.0 |
|
1.618 |
2,627.2 |
|
2.618 |
2,569.2 |
|
4.250 |
2,474.5 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,760.0 |
2,754.8 |
| PP |
2,755.0 |
2,744.7 |
| S1 |
2,750.0 |
2,734.5 |
|