| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,008.00 |
2,009.75 |
1.75 |
0.1% |
1,950.50 |
| High |
2,024.50 |
2,018.50 |
-6.00 |
-0.3% |
2,022.00 |
| Low |
1,977.25 |
1,998.50 |
21.25 |
1.1% |
1,947.25 |
| Close |
2,008.50 |
2,009.00 |
0.50 |
0.0% |
2,018.25 |
| Range |
47.25 |
20.00 |
-27.25 |
-57.7% |
74.75 |
| ATR |
32.97 |
32.04 |
-0.93 |
-2.8% |
0.00 |
| Volume |
440,359 |
274,660 |
-165,699 |
-37.6% |
1,622,697 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.75 |
2,058.75 |
2,020.00 |
|
| R3 |
2,048.75 |
2,038.75 |
2,014.50 |
|
| R2 |
2,028.75 |
2,028.75 |
2,012.75 |
|
| R1 |
2,018.75 |
2,018.75 |
2,010.75 |
2,013.75 |
| PP |
2,008.75 |
2,008.75 |
2,008.75 |
2,006.00 |
| S1 |
1,998.75 |
1,998.75 |
2,007.25 |
1,993.75 |
| S2 |
1,988.75 |
1,988.75 |
2,005.25 |
|
| S3 |
1,968.75 |
1,978.75 |
2,003.50 |
|
| S4 |
1,948.75 |
1,958.75 |
1,998.00 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.00 |
2,194.00 |
2,059.25 |
|
| R3 |
2,145.25 |
2,119.25 |
2,038.75 |
|
| R2 |
2,070.50 |
2,070.50 |
2,032.00 |
|
| R1 |
2,044.50 |
2,044.50 |
2,025.00 |
2,057.50 |
| PP |
1,995.75 |
1,995.75 |
1,995.75 |
2,002.50 |
| S1 |
1,969.75 |
1,969.75 |
2,011.50 |
1,982.75 |
| S2 |
1,921.00 |
1,921.00 |
2,004.50 |
|
| S3 |
1,846.25 |
1,895.00 |
1,997.75 |
|
| S4 |
1,771.50 |
1,820.25 |
1,977.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.00 |
1,962.50 |
69.50 |
3.5% |
34.50 |
1.7% |
67% |
False |
False |
326,237 |
| 10 |
2,032.00 |
1,929.50 |
102.50 |
5.1% |
31.50 |
1.6% |
78% |
False |
False |
320,518 |
| 20 |
2,032.00 |
1,769.75 |
262.25 |
13.1% |
30.50 |
1.5% |
91% |
False |
False |
234,159 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.5% |
32.25 |
1.6% |
92% |
False |
False |
117,338 |
| 60 |
2,032.00 |
1,721.50 |
310.50 |
15.5% |
33.50 |
1.7% |
93% |
False |
False |
78,256 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
34.00 |
1.7% |
93% |
False |
False |
58,712 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
34.75 |
1.7% |
93% |
False |
False |
46,971 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.4% |
32.00 |
1.6% |
90% |
False |
False |
39,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.50 |
|
2.618 |
2,070.75 |
|
1.618 |
2,050.75 |
|
1.000 |
2,038.50 |
|
0.618 |
2,030.75 |
|
HIGH |
2,018.50 |
|
0.618 |
2,010.75 |
|
0.500 |
2,008.50 |
|
0.382 |
2,006.25 |
|
LOW |
1,998.50 |
|
0.618 |
1,986.25 |
|
1.000 |
1,978.50 |
|
1.618 |
1,966.25 |
|
2.618 |
1,946.25 |
|
4.250 |
1,913.50 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,008.75 |
2,007.50 |
| PP |
2,008.75 |
2,006.00 |
| S1 |
2,008.50 |
2,004.50 |
|