| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,791 |
10,778 |
-13 |
-0.1% |
10,531 |
| High |
10,830 |
10,887 |
57 |
0.5% |
10,801 |
| Low |
10,735 |
10,680 |
-55 |
-0.5% |
10,513 |
| Close |
10,780 |
10,723 |
-57 |
-0.5% |
10,784 |
| Range |
95 |
207 |
112 |
117.9% |
288 |
| ATR |
140 |
145 |
5 |
3.4% |
0 |
| Volume |
129,748 |
186,161 |
56,413 |
43.5% |
666,712 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,384 |
11,261 |
10,837 |
|
| R3 |
11,177 |
11,054 |
10,780 |
|
| R2 |
10,970 |
10,970 |
10,761 |
|
| R1 |
10,847 |
10,847 |
10,742 |
10,805 |
| PP |
10,763 |
10,763 |
10,763 |
10,743 |
| S1 |
10,640 |
10,640 |
10,704 |
10,598 |
| S2 |
10,556 |
10,556 |
10,685 |
|
| S3 |
10,349 |
10,433 |
10,666 |
|
| S4 |
10,142 |
10,226 |
10,609 |
|
|
| 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 |
10,887 |
10,591 |
296 |
2.8% |
156 |
1.5% |
45% |
True |
False |
139,826 |
| 10 |
10,887 |
10,497 |
390 |
3.6% |
147 |
1.4% |
58% |
True |
False |
138,127 |
| 20 |
10,887 |
10,166 |
721 |
6.7% |
128 |
1.2% |
77% |
True |
False |
103,244 |
| 40 |
10,887 |
9,844 |
1,043 |
9.7% |
149 |
1.4% |
84% |
True |
False |
51,727 |
| 60 |
10,887 |
9,844 |
1,043 |
9.7% |
151 |
1.4% |
84% |
True |
False |
34,509 |
| 80 |
10,887 |
9,452 |
1,435 |
13.4% |
150 |
1.4% |
89% |
True |
False |
25,895 |
| 100 |
10,887 |
9,452 |
1,435 |
13.4% |
138 |
1.3% |
89% |
True |
False |
20,717 |
| 120 |
11,033 |
9,452 |
1,581 |
14.7% |
128 |
1.2% |
80% |
False |
False |
17,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,767 |
|
2.618 |
11,429 |
|
1.618 |
11,222 |
|
1.000 |
11,094 |
|
0.618 |
11,015 |
|
HIGH |
10,887 |
|
0.618 |
10,808 |
|
0.500 |
10,784 |
|
0.382 |
10,759 |
|
LOW |
10,680 |
|
0.618 |
10,552 |
|
1.000 |
10,473 |
|
1.618 |
10,345 |
|
2.618 |
10,138 |
|
4.250 |
9,800 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,784 |
10,776 |
| PP |
10,763 |
10,758 |
| S1 |
10,743 |
10,741 |
|