| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,802.0 |
2,759.0 |
-43.0 |
-1.5% |
2,789.0 |
| High |
2,808.0 |
2,807.0 |
-1.0 |
0.0% |
2,808.0 |
| Low |
2,732.0 |
2,750.0 |
18.0 |
0.7% |
2,732.0 |
| Close |
2,745.0 |
2,788.0 |
43.0 |
1.6% |
2,745.0 |
| Range |
76.0 |
57.0 |
-19.0 |
-25.0% |
76.0 |
| ATR |
49.5 |
50.4 |
0.9 |
1.8% |
0.0 |
| Volume |
1,872,810 |
1,039,996 |
-832,814 |
-44.5% |
5,521,005 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.7 |
2,927.3 |
2,819.4 |
|
| R3 |
2,895.7 |
2,870.3 |
2,803.7 |
|
| R2 |
2,838.7 |
2,838.7 |
2,798.5 |
|
| R1 |
2,813.3 |
2,813.3 |
2,793.2 |
2,826.0 |
| PP |
2,781.7 |
2,781.7 |
2,781.7 |
2,788.0 |
| S1 |
2,756.3 |
2,756.3 |
2,782.8 |
2,769.0 |
| S2 |
2,724.7 |
2,724.7 |
2,777.6 |
|
| S3 |
2,667.7 |
2,699.3 |
2,772.3 |
|
| S4 |
2,610.7 |
2,642.3 |
2,756.7 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.7 |
2,943.3 |
2,786.8 |
|
| R3 |
2,913.7 |
2,867.3 |
2,765.9 |
|
| R2 |
2,837.7 |
2,837.7 |
2,758.9 |
|
| R1 |
2,791.3 |
2,791.3 |
2,752.0 |
2,776.5 |
| PP |
2,761.7 |
2,761.7 |
2,761.7 |
2,754.3 |
| S1 |
2,715.3 |
2,715.3 |
2,738.0 |
2,700.5 |
| S2 |
2,685.7 |
2,685.7 |
2,731.1 |
|
| S3 |
2,609.7 |
2,639.3 |
2,724.1 |
|
| S4 |
2,533.7 |
2,563.3 |
2,703.2 |
|
|
| 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 |
2,732.0 |
76.0 |
2.7% |
45.8 |
1.6% |
74% |
False |
False |
1,196,490 |
| 10 |
2,808.0 |
2,690.0 |
118.0 |
4.2% |
43.3 |
1.6% |
83% |
False |
False |
706,028 |
| 20 |
2,808.0 |
2,537.0 |
271.0 |
9.7% |
48.8 |
1.7% |
93% |
False |
False |
360,312 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
49.5 |
1.8% |
85% |
False |
False |
180,962 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
53.5 |
1.9% |
87% |
False |
False |
121,355 |
| 80 |
2,834.0 |
2,450.0 |
384.0 |
13.8% |
55.4 |
2.0% |
88% |
False |
False |
93,177 |
| 100 |
2,834.0 |
2,387.0 |
447.0 |
16.0% |
62.8 |
2.3% |
90% |
False |
False |
74,724 |
| 120 |
2,937.0 |
2,387.0 |
550.0 |
19.7% |
59.3 |
2.1% |
73% |
False |
False |
62,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.3 |
|
2.618 |
2,956.2 |
|
1.618 |
2,899.2 |
|
1.000 |
2,864.0 |
|
0.618 |
2,842.2 |
|
HIGH |
2,807.0 |
|
0.618 |
2,785.2 |
|
0.500 |
2,778.5 |
|
0.382 |
2,771.8 |
|
LOW |
2,750.0 |
|
0.618 |
2,714.8 |
|
1.000 |
2,693.0 |
|
1.618 |
2,657.8 |
|
2.618 |
2,600.8 |
|
4.250 |
2,507.8 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,784.8 |
2,782.0 |
| PP |
2,781.7 |
2,776.0 |
| S1 |
2,778.5 |
2,770.0 |
|