| 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 |
1,952.00 |
1,950.50 |
-1.50 |
-0.1% |
1,895.75 |
| High |
1,970.00 |
1,990.75 |
20.75 |
1.1% |
1,970.00 |
| Low |
1,942.50 |
1,947.25 |
4.75 |
0.2% |
1,895.25 |
| Close |
1,952.75 |
1,981.75 |
29.00 |
1.5% |
1,952.75 |
| Range |
27.50 |
43.50 |
16.00 |
58.2% |
74.75 |
| ATR |
31.42 |
32.28 |
0.86 |
2.7% |
0.00 |
| Volume |
305,013 |
284,093 |
-20,920 |
-6.9% |
1,651,693 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.75 |
2,086.25 |
2,005.75 |
|
| R3 |
2,060.25 |
2,042.75 |
1,993.75 |
|
| R2 |
2,016.75 |
2,016.75 |
1,989.75 |
|
| R1 |
1,999.25 |
1,999.25 |
1,985.75 |
2,008.00 |
| PP |
1,973.25 |
1,973.25 |
1,973.25 |
1,977.50 |
| S1 |
1,955.75 |
1,955.75 |
1,977.75 |
1,964.50 |
| S2 |
1,929.75 |
1,929.75 |
1,973.75 |
|
| S3 |
1,886.25 |
1,912.25 |
1,969.75 |
|
| S4 |
1,842.75 |
1,868.75 |
1,957.75 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.50 |
2,133.00 |
1,993.75 |
|
| R3 |
2,088.75 |
2,058.25 |
1,973.25 |
|
| R2 |
2,014.00 |
2,014.00 |
1,966.50 |
|
| R1 |
1,983.50 |
1,983.50 |
1,959.50 |
1,998.75 |
| PP |
1,939.25 |
1,939.25 |
1,939.25 |
1,947.00 |
| S1 |
1,908.75 |
1,908.75 |
1,946.00 |
1,924.00 |
| S2 |
1,864.50 |
1,864.50 |
1,939.00 |
|
| S3 |
1,789.75 |
1,834.00 |
1,932.25 |
|
| S4 |
1,715.00 |
1,759.25 |
1,911.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,990.75 |
1,909.75 |
81.00 |
4.1% |
29.50 |
1.5% |
89% |
True |
False |
323,121 |
| 10 |
1,990.75 |
1,851.25 |
139.50 |
7.0% |
27.00 |
1.4% |
94% |
True |
False |
239,272 |
| 20 |
1,990.75 |
1,741.00 |
249.75 |
12.6% |
33.00 |
1.7% |
96% |
True |
False |
120,184 |
| 40 |
1,990.75 |
1,741.00 |
249.75 |
12.6% |
32.00 |
1.6% |
96% |
True |
False |
60,173 |
| 60 |
1,990.75 |
1,696.25 |
294.50 |
14.9% |
35.25 |
1.8% |
97% |
True |
False |
40,154 |
| 80 |
1,990.75 |
1,696.25 |
294.50 |
14.9% |
34.50 |
1.7% |
97% |
True |
False |
30,122 |
| 100 |
2,045.50 |
1,696.25 |
349.25 |
17.6% |
35.50 |
1.8% |
82% |
False |
False |
24,099 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.6% |
30.25 |
1.5% |
82% |
False |
False |
20,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.50 |
|
2.618 |
2,104.75 |
|
1.618 |
2,061.25 |
|
1.000 |
2,034.25 |
|
0.618 |
2,017.75 |
|
HIGH |
1,990.75 |
|
0.618 |
1,974.25 |
|
0.500 |
1,969.00 |
|
0.382 |
1,963.75 |
|
LOW |
1,947.25 |
|
0.618 |
1,920.25 |
|
1.000 |
1,903.75 |
|
1.618 |
1,876.75 |
|
2.618 |
1,833.25 |
|
4.250 |
1,762.50 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.50 |
1,974.50 |
| PP |
1,973.25 |
1,967.25 |
| S1 |
1,969.00 |
1,960.00 |
|