| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,695 |
10,673 |
-22 |
-0.2% |
10,450 |
| High |
10,739 |
10,712 |
-27 |
-0.3% |
10,628 |
| Low |
10,640 |
10,573 |
-67 |
-0.6% |
10,405 |
| Close |
10,673 |
10,606 |
-67 |
-0.6% |
10,538 |
| Range |
99 |
139 |
40 |
40.4% |
223 |
| ATR |
140 |
140 |
0 |
-0.1% |
0 |
| Volume |
133,377 |
154,195 |
20,818 |
15.6% |
694,871 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,047 |
10,966 |
10,683 |
|
| R3 |
10,908 |
10,827 |
10,644 |
|
| R2 |
10,769 |
10,769 |
10,632 |
|
| R1 |
10,688 |
10,688 |
10,619 |
10,659 |
| PP |
10,630 |
10,630 |
10,630 |
10,616 |
| S1 |
10,549 |
10,549 |
10,593 |
10,520 |
| S2 |
10,491 |
10,491 |
10,581 |
|
| S3 |
10,352 |
10,410 |
10,568 |
|
| S4 |
10,213 |
10,271 |
10,530 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,193 |
11,088 |
10,661 |
|
| R3 |
10,970 |
10,865 |
10,599 |
|
| R2 |
10,747 |
10,747 |
10,579 |
|
| R1 |
10,642 |
10,642 |
10,559 |
10,695 |
| PP |
10,524 |
10,524 |
10,524 |
10,550 |
| S1 |
10,419 |
10,419 |
10,518 |
10,472 |
| S2 |
10,301 |
10,301 |
10,497 |
|
| S3 |
10,078 |
10,196 |
10,477 |
|
| S4 |
9,855 |
9,973 |
10,415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,765 |
10,497 |
268 |
2.5% |
138 |
1.3% |
41% |
False |
False |
136,429 |
| 10 |
10,765 |
10,323 |
442 |
4.2% |
116 |
1.1% |
64% |
False |
False |
131,556 |
| 20 |
10,765 |
9,844 |
921 |
8.7% |
140 |
1.3% |
83% |
False |
False |
68,409 |
| 40 |
10,765 |
9,844 |
921 |
8.7% |
147 |
1.4% |
83% |
False |
False |
34,260 |
| 60 |
10,765 |
9,452 |
1,313 |
12.4% |
158 |
1.5% |
88% |
False |
False |
22,867 |
| 80 |
10,765 |
9,452 |
1,313 |
12.4% |
144 |
1.4% |
88% |
False |
False |
17,157 |
| 100 |
10,767 |
9,452 |
1,315 |
12.4% |
138 |
1.3% |
88% |
False |
False |
13,726 |
| 120 |
11,033 |
9,452 |
1,581 |
14.9% |
122 |
1.1% |
73% |
False |
False |
11,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,303 |
|
2.618 |
11,076 |
|
1.618 |
10,937 |
|
1.000 |
10,851 |
|
0.618 |
10,798 |
|
HIGH |
10,712 |
|
0.618 |
10,659 |
|
0.500 |
10,643 |
|
0.382 |
10,626 |
|
LOW |
10,573 |
|
0.618 |
10,487 |
|
1.000 |
10,434 |
|
1.618 |
10,348 |
|
2.618 |
10,209 |
|
4.250 |
9,982 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,643 |
10,669 |
| PP |
10,630 |
10,648 |
| S1 |
10,618 |
10,627 |
|