| 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 |
2,756.0 |
2,789.0 |
33.0 |
1.2% |
2,753.0 |
| High |
2,772.0 |
2,808.0 |
36.0 |
1.3% |
2,779.0 |
| Low |
2,749.0 |
2,775.0 |
26.0 |
0.9% |
2,690.0 |
| Close |
2,769.0 |
2,793.0 |
24.0 |
0.9% |
2,769.0 |
| Range |
23.0 |
33.0 |
10.0 |
43.5% |
89.0 |
| ATR |
52.4 |
51.4 |
-1.0 |
-1.8% |
0.0 |
| Volume |
301,176 |
578,548 |
277,372 |
92.1% |
525,963 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.0 |
2,875.0 |
2,811.2 |
|
| R3 |
2,858.0 |
2,842.0 |
2,802.1 |
|
| R2 |
2,825.0 |
2,825.0 |
2,799.1 |
|
| R1 |
2,809.0 |
2,809.0 |
2,796.0 |
2,817.0 |
| PP |
2,792.0 |
2,792.0 |
2,792.0 |
2,796.0 |
| S1 |
2,776.0 |
2,776.0 |
2,790.0 |
2,784.0 |
| S2 |
2,759.0 |
2,759.0 |
2,787.0 |
|
| S3 |
2,726.0 |
2,743.0 |
2,783.9 |
|
| S4 |
2,693.0 |
2,710.0 |
2,774.9 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.0 |
2,980.0 |
2,818.0 |
|
| R3 |
2,924.0 |
2,891.0 |
2,793.5 |
|
| R2 |
2,835.0 |
2,835.0 |
2,785.3 |
|
| R1 |
2,802.0 |
2,802.0 |
2,777.2 |
2,818.5 |
| PP |
2,746.0 |
2,746.0 |
2,746.0 |
2,754.3 |
| S1 |
2,713.0 |
2,713.0 |
2,760.8 |
2,729.5 |
| S2 |
2,657.0 |
2,657.0 |
2,752.7 |
|
| S3 |
2,568.0 |
2,624.0 |
2,744.5 |
|
| S4 |
2,479.0 |
2,535.0 |
2,720.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,808.0 |
2,690.0 |
118.0 |
4.2% |
40.8 |
1.5% |
87% |
True |
False |
215,566 |
| 10 |
2,808.0 |
2,558.0 |
250.0 |
9.0% |
47.0 |
1.7% |
94% |
True |
False |
118,785 |
| 20 |
2,808.0 |
2,537.0 |
271.0 |
9.7% |
49.9 |
1.8% |
94% |
True |
False |
61,424 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.6% |
51.8 |
1.9% |
86% |
False |
False |
31,752 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.6% |
54.5 |
2.0% |
88% |
False |
False |
21,725 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
14.7% |
56.6 |
2.0% |
90% |
False |
False |
18,466 |
| 100 |
2,846.0 |
2,387.0 |
459.0 |
16.4% |
64.2 |
2.3% |
88% |
False |
False |
14,950 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.7% |
57.6 |
2.1% |
74% |
False |
False |
12,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.3 |
|
2.618 |
2,894.4 |
|
1.618 |
2,861.4 |
|
1.000 |
2,841.0 |
|
0.618 |
2,828.4 |
|
HIGH |
2,808.0 |
|
0.618 |
2,795.4 |
|
0.500 |
2,791.5 |
|
0.382 |
2,787.6 |
|
LOW |
2,775.0 |
|
0.618 |
2,754.6 |
|
1.000 |
2,742.0 |
|
1.618 |
2,721.6 |
|
2.618 |
2,688.6 |
|
4.250 |
2,634.8 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.5 |
2,783.5 |
| PP |
2,792.0 |
2,774.0 |
| S1 |
2,791.5 |
2,764.5 |
|