| 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 |
2,789.0 |
2,787.0 |
-2.0 |
-0.1% |
2,753.0 |
| High |
2,808.0 |
2,802.0 |
-6.0 |
-0.2% |
2,779.0 |
| Low |
2,775.0 |
2,769.0 |
-6.0 |
-0.2% |
2,690.0 |
| Close |
2,793.0 |
2,795.0 |
2.0 |
0.1% |
2,769.0 |
| Range |
33.0 |
33.0 |
0.0 |
0.0% |
89.0 |
| ATR |
51.4 |
50.1 |
-1.3 |
-2.6% |
0.0 |
| Volume |
578,548 |
979,182 |
400,634 |
69.2% |
525,963 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.7 |
2,874.3 |
2,813.2 |
|
| R3 |
2,854.7 |
2,841.3 |
2,804.1 |
|
| R2 |
2,821.7 |
2,821.7 |
2,801.1 |
|
| R1 |
2,808.3 |
2,808.3 |
2,798.0 |
2,815.0 |
| PP |
2,788.7 |
2,788.7 |
2,788.7 |
2,792.0 |
| S1 |
2,775.3 |
2,775.3 |
2,792.0 |
2,782.0 |
| S2 |
2,755.7 |
2,755.7 |
2,789.0 |
|
| S3 |
2,722.7 |
2,742.3 |
2,785.9 |
|
| S4 |
2,689.7 |
2,709.3 |
2,776.9 |
|
|
| 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% |
40.4 |
1.4% |
89% |
False |
False |
397,477 |
| 10 |
2,808.0 |
2,598.0 |
210.0 |
7.5% |
44.6 |
1.6% |
94% |
False |
False |
213,670 |
| 20 |
2,808.0 |
2,537.0 |
271.0 |
9.7% |
49.9 |
1.8% |
95% |
False |
False |
110,369 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.6% |
50.9 |
1.8% |
87% |
False |
False |
56,227 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.6% |
54.0 |
1.9% |
89% |
False |
False |
38,013 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.7% |
56.1 |
2.0% |
90% |
False |
False |
30,684 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.0% |
63.3 |
2.3% |
91% |
False |
False |
24,738 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.7% |
57.7 |
2.1% |
74% |
False |
False |
20,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,942.3 |
|
2.618 |
2,888.4 |
|
1.618 |
2,855.4 |
|
1.000 |
2,835.0 |
|
0.618 |
2,822.4 |
|
HIGH |
2,802.0 |
|
0.618 |
2,789.4 |
|
0.500 |
2,785.5 |
|
0.382 |
2,781.6 |
|
LOW |
2,769.0 |
|
0.618 |
2,748.6 |
|
1.000 |
2,736.0 |
|
1.618 |
2,715.6 |
|
2.618 |
2,682.6 |
|
4.250 |
2,628.8 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.8 |
2,789.5 |
| PP |
2,788.7 |
2,784.0 |
| S1 |
2,785.5 |
2,778.5 |
|