| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,262.0 |
6,287.5 |
25.5 |
0.4% |
6,181.0 |
| High |
6,297.0 |
6,296.0 |
-1.0 |
0.0% |
6,242.0 |
| Low |
6,239.0 |
6,236.5 |
-2.5 |
0.0% |
6,074.5 |
| Close |
6,288.0 |
6,277.5 |
-10.5 |
-0.2% |
6,225.0 |
| Range |
58.0 |
59.5 |
1.5 |
2.6% |
167.5 |
| ATR |
90.9 |
88.7 |
-2.2 |
-2.5% |
0.0 |
| Volume |
59,247 |
106,017 |
46,770 |
78.9% |
47,527 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,448.5 |
6,422.5 |
6,310.2 |
|
| R3 |
6,389.0 |
6,363.0 |
6,293.9 |
|
| R2 |
6,329.5 |
6,329.5 |
6,288.4 |
|
| R1 |
6,303.5 |
6,303.5 |
6,283.0 |
6,286.8 |
| PP |
6,270.0 |
6,270.0 |
6,270.0 |
6,261.6 |
| S1 |
6,244.0 |
6,244.0 |
6,272.0 |
6,227.3 |
| S2 |
6,210.5 |
6,210.5 |
6,266.6 |
|
| S3 |
6,151.0 |
6,184.5 |
6,261.1 |
|
| S4 |
6,091.5 |
6,125.0 |
6,244.8 |
|
|
| 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 |
6,300.5 |
6,142.5 |
158.0 |
2.5% |
62.7 |
1.0% |
85% |
False |
False |
44,442 |
| 10 |
6,300.5 |
6,063.5 |
237.0 |
3.8% |
66.4 |
1.1% |
90% |
False |
False |
24,270 |
| 20 |
6,300.5 |
5,830.0 |
470.5 |
7.5% |
90.6 |
1.4% |
95% |
False |
False |
12,509 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
90.5 |
1.4% |
79% |
False |
False |
6,413 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
97.0 |
1.5% |
80% |
False |
False |
4,421 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.2% |
100.2 |
1.6% |
80% |
False |
False |
4,006 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
110.2 |
1.8% |
85% |
False |
False |
3,282 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
102.2 |
1.6% |
85% |
False |
False |
2,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,548.9 |
|
2.618 |
6,451.8 |
|
1.618 |
6,392.3 |
|
1.000 |
6,355.5 |
|
0.618 |
6,332.8 |
|
HIGH |
6,296.0 |
|
0.618 |
6,273.3 |
|
0.500 |
6,266.3 |
|
0.382 |
6,259.2 |
|
LOW |
6,236.5 |
|
0.618 |
6,199.7 |
|
1.000 |
6,177.0 |
|
1.618 |
6,140.2 |
|
2.618 |
6,080.7 |
|
4.250 |
5,983.6 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,273.8 |
6,274.5 |
| PP |
6,270.0 |
6,271.5 |
| S1 |
6,266.3 |
6,268.5 |
|