| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,160.0 |
6,218.0 |
58.0 |
0.9% |
6,181.0 |
| High |
6,242.0 |
6,230.0 |
-12.0 |
-0.2% |
6,242.0 |
| Low |
6,142.5 |
6,194.0 |
51.5 |
0.8% |
6,074.5 |
| Close |
6,222.0 |
6,225.0 |
3.0 |
0.0% |
6,225.0 |
| Range |
99.5 |
36.0 |
-63.5 |
-63.8% |
167.5 |
| ATR |
99.4 |
94.8 |
-4.5 |
-4.6% |
0.0 |
| Volume |
7,456 |
20,933 |
13,477 |
180.8% |
47,527 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,324.3 |
6,310.7 |
6,244.8 |
|
| R3 |
6,288.3 |
6,274.7 |
6,234.9 |
|
| R2 |
6,252.3 |
6,252.3 |
6,231.6 |
|
| R1 |
6,238.7 |
6,238.7 |
6,228.3 |
6,245.5 |
| PP |
6,216.3 |
6,216.3 |
6,216.3 |
6,219.8 |
| S1 |
6,202.7 |
6,202.7 |
6,221.7 |
6,209.5 |
| S2 |
6,180.3 |
6,180.3 |
6,218.4 |
|
| S3 |
6,144.3 |
6,166.7 |
6,215.1 |
|
| S4 |
6,108.3 |
6,130.7 |
6,205.2 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,683.0 |
6,621.5 |
6,317.1 |
|
| R3 |
6,515.5 |
6,454.0 |
6,271.1 |
|
| R2 |
6,348.0 |
6,348.0 |
6,255.7 |
|
| R1 |
6,286.5 |
6,286.5 |
6,240.4 |
6,317.3 |
| PP |
6,180.5 |
6,180.5 |
6,180.5 |
6,195.9 |
| S1 |
6,119.0 |
6,119.0 |
6,209.6 |
6,149.8 |
| S2 |
6,013.0 |
6,013.0 |
6,194.3 |
|
| S3 |
5,845.5 |
5,951.5 |
6,178.9 |
|
| S4 |
5,678.0 |
5,784.0 |
6,132.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,242.0 |
6,074.5 |
167.5 |
2.7% |
69.4 |
1.1% |
90% |
False |
False |
9,505 |
| 10 |
6,242.0 |
5,830.0 |
412.0 |
6.6% |
90.4 |
1.5% |
96% |
False |
False |
5,148 |
| 20 |
6,242.0 |
5,830.0 |
412.0 |
6.6% |
93.3 |
1.5% |
96% |
False |
False |
2,857 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
94.6 |
1.5% |
70% |
False |
False |
1,583 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
98.9 |
1.6% |
71% |
False |
False |
1,219 |
| 80 |
6,394.5 |
5,625.0 |
769.5 |
12.4% |
102.7 |
1.6% |
78% |
False |
False |
1,606 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
112.0 |
1.8% |
79% |
False |
False |
1,357 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
101.7 |
1.6% |
79% |
False |
False |
1,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,383.0 |
|
2.618 |
6,324.2 |
|
1.618 |
6,288.2 |
|
1.000 |
6,266.0 |
|
0.618 |
6,252.2 |
|
HIGH |
6,230.0 |
|
0.618 |
6,216.2 |
|
0.500 |
6,212.0 |
|
0.382 |
6,207.8 |
|
LOW |
6,194.0 |
|
0.618 |
6,171.8 |
|
1.000 |
6,158.0 |
|
1.618 |
6,135.8 |
|
2.618 |
6,099.8 |
|
4.250 |
6,041.0 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,220.7 |
6,202.8 |
| PP |
6,216.3 |
6,180.5 |
| S1 |
6,212.0 |
6,158.3 |
|