| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,259.1 |
1,258.7 |
-0.4 |
0.0% |
1,240.7 |
| High |
1,265.0 |
1,260.4 |
-4.6 |
-0.4% |
1,257.9 |
| Low |
1,258.5 |
1,245.5 |
-13.0 |
-1.0% |
1,236.7 |
| Close |
1,259.1 |
1,252.5 |
-6.6 |
-0.5% |
1,252.6 |
| Range |
6.5 |
14.9 |
8.4 |
129.2% |
21.2 |
| ATR |
11.0 |
11.3 |
0.3 |
2.5% |
0.0 |
| Volume |
1,151 |
2,667 |
1,516 |
131.7% |
2,427 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.5 |
1,289.9 |
1,260.7 |
|
| R3 |
1,282.6 |
1,275.0 |
1,256.6 |
|
| R2 |
1,267.7 |
1,267.7 |
1,255.2 |
|
| R1 |
1,260.1 |
1,260.1 |
1,253.9 |
1,256.5 |
| PP |
1,252.8 |
1,252.8 |
1,252.8 |
1,251.0 |
| S1 |
1,245.2 |
1,245.2 |
1,251.1 |
1,241.6 |
| S2 |
1,237.9 |
1,237.9 |
1,249.8 |
|
| S3 |
1,223.0 |
1,230.3 |
1,248.4 |
|
| S4 |
1,208.1 |
1,215.4 |
1,244.3 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.7 |
1,303.8 |
1,264.3 |
|
| R3 |
1,291.5 |
1,282.6 |
1,258.4 |
|
| R2 |
1,270.3 |
1,270.3 |
1,256.5 |
|
| R1 |
1,261.4 |
1,261.4 |
1,254.5 |
1,265.9 |
| PP |
1,249.1 |
1,249.1 |
1,249.1 |
1,251.3 |
| S1 |
1,240.2 |
1,240.2 |
1,250.7 |
1,244.7 |
| S2 |
1,227.9 |
1,227.9 |
1,248.7 |
|
| S3 |
1,206.7 |
1,219.0 |
1,246.8 |
|
| S4 |
1,185.5 |
1,197.8 |
1,240.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.0 |
1,242.6 |
22.4 |
1.8% |
10.9 |
0.9% |
44% |
False |
False |
1,415 |
| 10 |
1,265.0 |
1,236.7 |
28.3 |
2.3% |
10.3 |
0.8% |
56% |
False |
False |
1,106 |
| 20 |
1,265.0 |
1,202.6 |
62.4 |
5.0% |
10.7 |
0.9% |
80% |
False |
False |
993 |
| 40 |
1,265.0 |
1,162.5 |
102.5 |
8.2% |
11.0 |
0.9% |
88% |
False |
False |
1,117 |
| 60 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
11.1 |
0.9% |
83% |
False |
False |
1,015 |
| 80 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
10.9 |
0.9% |
83% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.7 |
|
2.618 |
1,299.4 |
|
1.618 |
1,284.5 |
|
1.000 |
1,275.3 |
|
0.618 |
1,269.6 |
|
HIGH |
1,260.4 |
|
0.618 |
1,254.7 |
|
0.500 |
1,253.0 |
|
0.382 |
1,251.2 |
|
LOW |
1,245.5 |
|
0.618 |
1,236.3 |
|
1.000 |
1,230.6 |
|
1.618 |
1,221.4 |
|
2.618 |
1,206.5 |
|
4.250 |
1,182.2 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.0 |
1,255.3 |
| PP |
1,252.8 |
1,254.3 |
| S1 |
1,252.7 |
1,253.4 |
|