| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,752 |
10,791 |
39 |
0.4% |
10,531 |
| High |
10,822 |
10,830 |
8 |
0.1% |
10,801 |
| Low |
10,664 |
10,735 |
71 |
0.7% |
10,513 |
| Close |
10,788 |
10,780 |
-8 |
-0.1% |
10,784 |
| Range |
158 |
95 |
-63 |
-39.9% |
288 |
| ATR |
144 |
140 |
-3 |
-2.4% |
0 |
| Volume |
156,699 |
129,748 |
-26,951 |
-17.2% |
666,712 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,067 |
11,018 |
10,832 |
|
| R3 |
10,972 |
10,923 |
10,806 |
|
| R2 |
10,877 |
10,877 |
10,798 |
|
| R1 |
10,828 |
10,828 |
10,789 |
10,805 |
| PP |
10,782 |
10,782 |
10,782 |
10,770 |
| S1 |
10,733 |
10,733 |
10,771 |
10,710 |
| S2 |
10,687 |
10,687 |
10,763 |
|
| S3 |
10,592 |
10,638 |
10,754 |
|
| S4 |
10,497 |
10,543 |
10,728 |
|
|
| 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% |
143 |
1.3% |
74% |
False |
False |
133,433 |
| 10 |
10,851 |
10,452 |
399 |
3.7% |
137 |
1.3% |
82% |
False |
False |
132,915 |
| 20 |
10,851 |
9,955 |
896 |
8.3% |
131 |
1.2% |
92% |
False |
False |
93,961 |
| 40 |
10,851 |
9,844 |
1,007 |
9.3% |
146 |
1.4% |
93% |
False |
False |
47,074 |
| 60 |
10,851 |
9,557 |
1,294 |
12.0% |
154 |
1.4% |
95% |
False |
False |
31,406 |
| 80 |
10,851 |
9,452 |
1,399 |
13.0% |
149 |
1.4% |
95% |
False |
False |
23,568 |
| 100 |
10,851 |
9,452 |
1,399 |
13.0% |
137 |
1.3% |
95% |
False |
False |
18,855 |
| 120 |
11,033 |
9,452 |
1,581 |
14.7% |
127 |
1.2% |
84% |
False |
False |
15,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,234 |
|
2.618 |
11,079 |
|
1.618 |
10,984 |
|
1.000 |
10,925 |
|
0.618 |
10,889 |
|
HIGH |
10,830 |
|
0.618 |
10,794 |
|
0.500 |
10,783 |
|
0.382 |
10,771 |
|
LOW |
10,735 |
|
0.618 |
10,676 |
|
1.000 |
10,640 |
|
1.618 |
10,581 |
|
2.618 |
10,486 |
|
4.250 |
10,331 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,783 |
10,773 |
| PP |
10,782 |
10,765 |
| S1 |
10,781 |
10,758 |
|