| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,469 |
10,463 |
-6 |
-0.1% |
10,370 |
| High |
10,523 |
10,520 |
-3 |
0.0% |
10,419 |
| Low |
10,432 |
10,405 |
-27 |
-0.3% |
10,233 |
| Close |
10,463 |
10,509 |
46 |
0.4% |
10,393 |
| Range |
91 |
115 |
24 |
26.4% |
186 |
| ATR |
147 |
144 |
-2 |
-1.5% |
0 |
| Volume |
167,783 |
127,855 |
-39,928 |
-23.8% |
127,731 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,823 |
10,781 |
10,572 |
|
| R3 |
10,708 |
10,666 |
10,541 |
|
| R2 |
10,593 |
10,593 |
10,530 |
|
| R1 |
10,551 |
10,551 |
10,520 |
10,572 |
| PP |
10,478 |
10,478 |
10,478 |
10,489 |
| S1 |
10,436 |
10,436 |
10,499 |
10,457 |
| S2 |
10,363 |
10,363 |
10,488 |
|
| S3 |
10,248 |
10,321 |
10,478 |
|
| S4 |
10,133 |
10,206 |
10,446 |
|
|
| 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 |
10,523 |
10,305 |
218 |
2.1% |
96 |
0.9% |
94% |
False |
False |
107,907 |
| 10 |
10,523 |
9,955 |
568 |
5.4% |
125 |
1.2% |
98% |
False |
False |
55,007 |
| 20 |
10,523 |
9,844 |
679 |
6.5% |
149 |
1.4% |
98% |
False |
False |
27,648 |
| 40 |
10,617 |
9,844 |
773 |
7.4% |
152 |
1.4% |
86% |
False |
False |
13,865 |
| 60 |
10,617 |
9,452 |
1,165 |
11.1% |
164 |
1.6% |
91% |
False |
False |
9,271 |
| 80 |
10,617 |
9,452 |
1,165 |
11.1% |
138 |
1.3% |
91% |
False |
False |
6,954 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
134 |
1.3% |
67% |
False |
False |
5,564 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
116 |
1.1% |
67% |
False |
False |
4,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,009 |
|
2.618 |
10,821 |
|
1.618 |
10,706 |
|
1.000 |
10,635 |
|
0.618 |
10,591 |
|
HIGH |
10,520 |
|
0.618 |
10,476 |
|
0.500 |
10,463 |
|
0.382 |
10,449 |
|
LOW |
10,405 |
|
0.618 |
10,334 |
|
1.000 |
10,290 |
|
1.618 |
10,219 |
|
2.618 |
10,104 |
|
4.250 |
9,916 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,494 |
10,494 |
| PP |
10,478 |
10,479 |
| S1 |
10,463 |
10,464 |
|