| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,322 |
10,338 |
16 |
0.2% |
10,370 |
| High |
10,419 |
10,398 |
-21 |
-0.2% |
10,419 |
| Low |
10,305 |
10,323 |
18 |
0.2% |
10,233 |
| Close |
10,338 |
10,393 |
55 |
0.5% |
10,393 |
| Range |
114 |
75 |
-39 |
-34.2% |
186 |
| ATR |
160 |
154 |
-6 |
-3.8% |
0 |
| Volume |
40,160 |
78,703 |
38,543 |
96.0% |
127,731 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,596 |
10,570 |
10,434 |
|
| R3 |
10,521 |
10,495 |
10,414 |
|
| R2 |
10,446 |
10,446 |
10,407 |
|
| R1 |
10,420 |
10,420 |
10,400 |
10,433 |
| PP |
10,371 |
10,371 |
10,371 |
10,378 |
| S1 |
10,345 |
10,345 |
10,386 |
10,358 |
| S2 |
10,296 |
10,296 |
10,379 |
|
| S3 |
10,221 |
10,270 |
10,373 |
|
| S4 |
10,146 |
10,195 |
10,352 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,906 |
10,836 |
10,495 |
|
| R3 |
10,720 |
10,650 |
10,444 |
|
| R2 |
10,534 |
10,534 |
10,427 |
|
| R1 |
10,464 |
10,464 |
10,410 |
10,499 |
| PP |
10,348 |
10,348 |
10,348 |
10,366 |
| S1 |
10,278 |
10,278 |
10,376 |
10,313 |
| S2 |
10,162 |
10,162 |
10,359 |
|
| S3 |
9,976 |
10,092 |
10,342 |
|
| S4 |
9,790 |
9,906 |
10,291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,419 |
10,222 |
197 |
1.9% |
123 |
1.2% |
87% |
False |
False |
25,611 |
| 10 |
10,419 |
9,844 |
575 |
5.5% |
156 |
1.5% |
95% |
False |
False |
13,099 |
| 20 |
10,419 |
9,844 |
575 |
5.5% |
157 |
1.5% |
95% |
False |
False |
6,627 |
| 40 |
10,617 |
9,844 |
773 |
7.4% |
160 |
1.5% |
71% |
False |
False |
3,356 |
| 60 |
10,617 |
9,452 |
1,165 |
11.2% |
164 |
1.6% |
81% |
False |
False |
2,260 |
| 80 |
10,617 |
9,452 |
1,165 |
11.2% |
138 |
1.3% |
81% |
False |
False |
1,696 |
| 100 |
11,033 |
9,452 |
1,581 |
15.2% |
132 |
1.3% |
60% |
False |
False |
1,357 |
| 120 |
11,033 |
9,452 |
1,581 |
15.2% |
114 |
1.1% |
60% |
False |
False |
1,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,717 |
|
2.618 |
10,594 |
|
1.618 |
10,519 |
|
1.000 |
10,473 |
|
0.618 |
10,444 |
|
HIGH |
10,398 |
|
0.618 |
10,369 |
|
0.500 |
10,361 |
|
0.382 |
10,352 |
|
LOW |
10,323 |
|
0.618 |
10,277 |
|
1.000 |
10,248 |
|
1.618 |
10,202 |
|
2.618 |
10,127 |
|
4.250 |
10,004 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,382 |
10,371 |
| PP |
10,371 |
10,348 |
| S1 |
10,361 |
10,326 |
|