| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,463 |
10,510 |
47 |
0.4% |
10,370 |
| High |
10,520 |
10,557 |
37 |
0.4% |
10,419 |
| Low |
10,405 |
10,452 |
47 |
0.5% |
10,233 |
| Close |
10,509 |
10,550 |
41 |
0.4% |
10,393 |
| Range |
115 |
105 |
-10 |
-8.7% |
186 |
| ATR |
144 |
141 |
-3 |
-1.9% |
0 |
| Volume |
127,855 |
134,041 |
6,186 |
4.8% |
127,731 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,835 |
10,797 |
10,608 |
|
| R3 |
10,730 |
10,692 |
10,579 |
|
| R2 |
10,625 |
10,625 |
10,569 |
|
| R1 |
10,587 |
10,587 |
10,560 |
10,606 |
| PP |
10,520 |
10,520 |
10,520 |
10,529 |
| S1 |
10,482 |
10,482 |
10,541 |
10,501 |
| S2 |
10,415 |
10,415 |
10,531 |
|
| S3 |
10,310 |
10,377 |
10,521 |
|
| S4 |
10,205 |
10,272 |
10,492 |
|
|
| 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 |
10,557 |
10,323 |
234 |
2.2% |
94 |
0.9% |
97% |
True |
False |
126,683 |
| 10 |
10,557 |
10,166 |
391 |
3.7% |
109 |
1.0% |
98% |
True |
False |
68,360 |
| 20 |
10,557 |
9,844 |
713 |
6.8% |
147 |
1.4% |
99% |
True |
False |
34,346 |
| 40 |
10,617 |
9,844 |
773 |
7.3% |
149 |
1.4% |
91% |
False |
False |
17,214 |
| 60 |
10,617 |
9,452 |
1,165 |
11.0% |
162 |
1.5% |
94% |
False |
False |
11,504 |
| 80 |
10,617 |
9,452 |
1,165 |
11.0% |
139 |
1.3% |
94% |
False |
False |
8,630 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
135 |
1.3% |
69% |
False |
False |
6,904 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
116 |
1.1% |
69% |
False |
False |
5,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,003 |
|
2.618 |
10,832 |
|
1.618 |
10,727 |
|
1.000 |
10,662 |
|
0.618 |
10,622 |
|
HIGH |
10,557 |
|
0.618 |
10,517 |
|
0.500 |
10,505 |
|
0.382 |
10,492 |
|
LOW |
10,452 |
|
0.618 |
10,387 |
|
1.000 |
10,347 |
|
1.618 |
10,282 |
|
2.618 |
10,177 |
|
4.250 |
10,006 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,535 |
10,527 |
| PP |
10,520 |
10,504 |
| S1 |
10,505 |
10,481 |
|