| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,673 |
10,606 |
-67 |
-0.6% |
10,531 |
| High |
10,712 |
10,801 |
89 |
0.8% |
10,801 |
| Low |
10,573 |
10,591 |
18 |
0.2% |
10,513 |
| Close |
10,606 |
10,784 |
178 |
1.7% |
10,784 |
| Range |
139 |
210 |
71 |
51.1% |
288 |
| ATR |
140 |
145 |
5 |
3.6% |
0 |
| Volume |
154,195 |
124,723 |
-29,472 |
-19.1% |
666,712 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,355 |
11,280 |
10,900 |
|
| R3 |
11,145 |
11,070 |
10,842 |
|
| R2 |
10,935 |
10,935 |
10,823 |
|
| R1 |
10,860 |
10,860 |
10,803 |
10,898 |
| PP |
10,725 |
10,725 |
10,725 |
10,744 |
| S1 |
10,650 |
10,650 |
10,765 |
10,688 |
| S2 |
10,515 |
10,515 |
10,746 |
|
| S3 |
10,305 |
10,440 |
10,726 |
|
| S4 |
10,095 |
10,230 |
10,669 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,563 |
11,462 |
10,943 |
|
| R3 |
11,275 |
11,174 |
10,863 |
|
| R2 |
10,987 |
10,987 |
10,837 |
|
| R1 |
10,886 |
10,886 |
10,811 |
10,937 |
| PP |
10,699 |
10,699 |
10,699 |
10,725 |
| S1 |
10,598 |
10,598 |
10,758 |
10,649 |
| S2 |
10,411 |
10,411 |
10,731 |
|
| S3 |
10,123 |
10,310 |
10,705 |
|
| S4 |
9,835 |
10,022 |
10,626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,801 |
10,513 |
288 |
2.7% |
154 |
1.4% |
94% |
True |
False |
133,342 |
| 10 |
10,801 |
10,405 |
396 |
3.7% |
129 |
1.2% |
96% |
True |
False |
136,158 |
| 20 |
10,801 |
9,844 |
957 |
8.9% |
143 |
1.3% |
98% |
True |
False |
74,628 |
| 40 |
10,801 |
9,844 |
957 |
8.9% |
148 |
1.4% |
98% |
True |
False |
37,377 |
| 60 |
10,801 |
9,452 |
1,349 |
12.5% |
159 |
1.5% |
99% |
True |
False |
24,940 |
| 80 |
10,801 |
9,452 |
1,349 |
12.5% |
146 |
1.4% |
99% |
True |
False |
18,715 |
| 100 |
10,801 |
9,452 |
1,349 |
12.5% |
140 |
1.3% |
99% |
True |
False |
14,973 |
| 120 |
11,033 |
9,452 |
1,581 |
14.7% |
124 |
1.1% |
84% |
False |
False |
12,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,694 |
|
2.618 |
11,351 |
|
1.618 |
11,141 |
|
1.000 |
11,011 |
|
0.618 |
10,931 |
|
HIGH |
10,801 |
|
0.618 |
10,721 |
|
0.500 |
10,696 |
|
0.382 |
10,671 |
|
LOW |
10,591 |
|
0.618 |
10,461 |
|
1.000 |
10,381 |
|
1.618 |
10,251 |
|
2.618 |
10,041 |
|
4.250 |
9,699 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,755 |
10,752 |
| PP |
10,725 |
10,719 |
| S1 |
10,696 |
10,687 |
|