| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,606 |
10,796 |
190 |
1.8% |
10,531 |
| High |
10,801 |
10,851 |
50 |
0.5% |
10,801 |
| Low |
10,591 |
10,741 |
150 |
1.4% |
10,513 |
| Close |
10,784 |
10,750 |
-34 |
-0.3% |
10,784 |
| Range |
210 |
110 |
-100 |
-47.6% |
288 |
| ATR |
145 |
142 |
-2 |
-1.7% |
0 |
| Volume |
124,723 |
101,800 |
-22,923 |
-18.4% |
666,712 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,111 |
11,040 |
10,811 |
|
| R3 |
11,001 |
10,930 |
10,780 |
|
| R2 |
10,891 |
10,891 |
10,770 |
|
| R1 |
10,820 |
10,820 |
10,760 |
10,801 |
| PP |
10,781 |
10,781 |
10,781 |
10,771 |
| S1 |
10,710 |
10,710 |
10,740 |
10,691 |
| S2 |
10,671 |
10,671 |
10,730 |
|
| S3 |
10,561 |
10,600 |
10,720 |
|
| S4 |
10,451 |
10,490 |
10,690 |
|
|
| 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 |
10,851 |
10,573 |
278 |
2.6% |
137 |
1.3% |
64% |
True |
False |
130,984 |
| 10 |
10,851 |
10,405 |
446 |
4.1% |
132 |
1.2% |
77% |
True |
False |
133,834 |
| 20 |
10,851 |
9,844 |
1,007 |
9.4% |
137 |
1.3% |
90% |
True |
False |
79,704 |
| 40 |
10,851 |
9,844 |
1,007 |
9.4% |
146 |
1.4% |
90% |
True |
False |
39,917 |
| 60 |
10,851 |
9,452 |
1,399 |
13.0% |
158 |
1.5% |
93% |
True |
False |
26,636 |
| 80 |
10,851 |
9,452 |
1,399 |
13.0% |
148 |
1.4% |
93% |
True |
False |
19,988 |
| 100 |
10,851 |
9,452 |
1,399 |
13.0% |
141 |
1.3% |
93% |
True |
False |
15,991 |
| 120 |
11,033 |
9,452 |
1,581 |
14.7% |
125 |
1.2% |
82% |
False |
False |
13,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,319 |
|
2.618 |
11,139 |
|
1.618 |
11,029 |
|
1.000 |
10,961 |
|
0.618 |
10,919 |
|
HIGH |
10,851 |
|
0.618 |
10,809 |
|
0.500 |
10,796 |
|
0.382 |
10,783 |
|
LOW |
10,741 |
|
0.618 |
10,673 |
|
1.000 |
10,631 |
|
1.618 |
10,563 |
|
2.618 |
10,453 |
|
4.250 |
10,274 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,796 |
10,737 |
| PP |
10,781 |
10,725 |
| S1 |
10,765 |
10,712 |
|