| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,263.5 |
6,182.0 |
-81.5 |
-1.3% |
6,248.0 |
| High |
6,274.0 |
6,323.0 |
49.0 |
0.8% |
6,349.5 |
| Low |
6,136.5 |
6,152.5 |
16.0 |
0.3% |
6,136.5 |
| Close |
6,186.0 |
6,301.5 |
115.5 |
1.9% |
6,301.5 |
| Range |
137.5 |
170.5 |
33.0 |
24.0% |
213.0 |
| ATR |
94.9 |
100.3 |
5.4 |
5.7% |
0.0 |
| Volume |
179,326 |
168,859 |
-10,467 |
-5.8% |
783,564 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,770.5 |
6,706.5 |
6,395.3 |
|
| R3 |
6,600.0 |
6,536.0 |
6,348.4 |
|
| R2 |
6,429.5 |
6,429.5 |
6,332.8 |
|
| R1 |
6,365.5 |
6,365.5 |
6,317.1 |
6,397.5 |
| PP |
6,259.0 |
6,259.0 |
6,259.0 |
6,275.0 |
| S1 |
6,195.0 |
6,195.0 |
6,285.9 |
6,227.0 |
| S2 |
6,088.5 |
6,088.5 |
6,270.2 |
|
| S3 |
5,918.0 |
6,024.5 |
6,254.6 |
|
| S4 |
5,747.5 |
5,854.0 |
6,207.7 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,901.5 |
6,814.5 |
6,418.7 |
|
| R3 |
6,688.5 |
6,601.5 |
6,360.1 |
|
| R2 |
6,475.5 |
6,475.5 |
6,340.6 |
|
| R1 |
6,388.5 |
6,388.5 |
6,321.0 |
6,432.0 |
| PP |
6,262.5 |
6,262.5 |
6,262.5 |
6,284.3 |
| S1 |
6,175.5 |
6,175.5 |
6,282.0 |
6,219.0 |
| S2 |
6,049.5 |
6,049.5 |
6,262.5 |
|
| S3 |
5,836.5 |
5,962.5 |
6,242.9 |
|
| S4 |
5,623.5 |
5,749.5 |
6,184.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
119.0 |
1.9% |
77% |
False |
False |
156,712 |
| 10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
96.8 |
1.5% |
77% |
False |
False |
123,243 |
| 20 |
6,349.5 |
5,830.0 |
519.5 |
8.2% |
93.6 |
1.5% |
91% |
False |
False |
64,196 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
92.8 |
1.5% |
84% |
False |
False |
32,299 |
| 60 |
6,394.5 |
5,823.0 |
571.5 |
9.1% |
96.9 |
1.5% |
84% |
False |
False |
21,699 |
| 80 |
6,394.5 |
5,814.5 |
580.0 |
9.2% |
99.2 |
1.6% |
84% |
False |
False |
16,938 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.2% |
106.0 |
1.7% |
88% |
False |
False |
13,644 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
106.7 |
1.7% |
88% |
False |
False |
11,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,047.6 |
|
2.618 |
6,769.4 |
|
1.618 |
6,598.9 |
|
1.000 |
6,493.5 |
|
0.618 |
6,428.4 |
|
HIGH |
6,323.0 |
|
0.618 |
6,257.9 |
|
0.500 |
6,237.8 |
|
0.382 |
6,217.6 |
|
LOW |
6,152.5 |
|
0.618 |
6,047.1 |
|
1.000 |
5,982.0 |
|
1.618 |
5,876.6 |
|
2.618 |
5,706.1 |
|
4.250 |
5,427.9 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,280.3 |
6,277.6 |
| PP |
6,259.0 |
6,253.7 |
| S1 |
6,237.8 |
6,229.8 |
|