| 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 |
6,323.0 |
6,248.0 |
-75.0 |
-1.2% |
6,274.0 |
| High |
6,338.0 |
6,327.5 |
-10.5 |
-0.2% |
6,338.0 |
| Low |
6,193.5 |
6,227.5 |
34.0 |
0.5% |
6,193.5 |
| Close |
6,222.0 |
6,299.0 |
77.0 |
1.2% |
6,222.0 |
| Range |
144.5 |
100.0 |
-44.5 |
-30.8% |
144.5 |
| ATR |
90.1 |
91.2 |
1.1 |
1.2% |
0.0 |
| Volume |
189,296 |
128,101 |
-61,195 |
-32.3% |
448,868 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,584.7 |
6,541.8 |
6,354.0 |
|
| R3 |
6,484.7 |
6,441.8 |
6,326.5 |
|
| R2 |
6,384.7 |
6,384.7 |
6,317.3 |
|
| R1 |
6,341.8 |
6,341.8 |
6,308.2 |
6,363.3 |
| PP |
6,284.7 |
6,284.7 |
6,284.7 |
6,295.4 |
| S1 |
6,241.8 |
6,241.8 |
6,289.8 |
6,263.3 |
| S2 |
6,184.7 |
6,184.7 |
6,280.7 |
|
| S3 |
6,084.7 |
6,141.8 |
6,271.5 |
|
| S4 |
5,984.7 |
6,041.8 |
6,244.0 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.7 |
6,597.8 |
6,301.5 |
|
| R3 |
6,540.2 |
6,453.3 |
6,261.7 |
|
| R2 |
6,395.7 |
6,395.7 |
6,248.5 |
|
| R1 |
6,308.8 |
6,308.8 |
6,235.2 |
6,280.0 |
| PP |
6,251.2 |
6,251.2 |
6,251.2 |
6,236.8 |
| S1 |
6,164.3 |
6,164.3 |
6,208.8 |
6,135.5 |
| S2 |
6,106.7 |
6,106.7 |
6,195.5 |
|
| S3 |
5,962.2 |
6,019.8 |
6,182.3 |
|
| S4 |
5,817.7 |
5,875.3 |
6,142.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,338.0 |
6,193.5 |
144.5 |
2.3% |
82.4 |
1.3% |
73% |
False |
False |
109,681 |
| 10 |
6,338.0 |
6,074.5 |
263.5 |
4.2% |
78.8 |
1.3% |
85% |
False |
False |
61,889 |
| 20 |
6,338.0 |
5,830.0 |
508.0 |
8.1% |
89.1 |
1.4% |
92% |
False |
False |
31,627 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
90.5 |
1.4% |
83% |
False |
False |
15,967 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
96.5 |
1.5% |
83% |
False |
False |
10,793 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.2% |
100.3 |
1.6% |
84% |
False |
False |
8,777 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
110.5 |
1.8% |
88% |
False |
False |
7,109 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
103.8 |
1.6% |
88% |
False |
False |
5,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,752.5 |
|
2.618 |
6,589.3 |
|
1.618 |
6,489.3 |
|
1.000 |
6,427.5 |
|
0.618 |
6,389.3 |
|
HIGH |
6,327.5 |
|
0.618 |
6,289.3 |
|
0.500 |
6,277.5 |
|
0.382 |
6,265.7 |
|
LOW |
6,227.5 |
|
0.618 |
6,165.7 |
|
1.000 |
6,127.5 |
|
1.618 |
6,065.7 |
|
2.618 |
5,965.7 |
|
4.250 |
5,802.5 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,291.8 |
6,287.9 |
| PP |
6,284.7 |
6,276.8 |
| S1 |
6,277.5 |
6,265.8 |
|