| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,275.5 |
1,279.2 |
3.7 |
0.3% |
1,248.7 |
| High |
1,280.7 |
1,285.7 |
5.0 |
0.4% |
1,285.7 |
| Low |
1,270.1 |
1,275.5 |
5.4 |
0.4% |
1,245.2 |
| Close |
1,275.5 |
1,279.2 |
3.7 |
0.3% |
1,279.2 |
| Range |
10.6 |
10.2 |
-0.4 |
-3.8% |
40.5 |
| ATR |
11.9 |
11.8 |
-0.1 |
-1.0% |
0.0 |
| Volume |
2,517 |
760 |
-1,757 |
-69.8% |
7,665 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.7 |
1,305.2 |
1,284.8 |
|
| R3 |
1,300.5 |
1,295.0 |
1,282.0 |
|
| R2 |
1,290.3 |
1,290.3 |
1,281.1 |
|
| R1 |
1,284.8 |
1,284.8 |
1,280.1 |
1,284.3 |
| PP |
1,280.1 |
1,280.1 |
1,280.1 |
1,279.9 |
| S1 |
1,274.6 |
1,274.6 |
1,278.3 |
1,274.1 |
| S2 |
1,269.9 |
1,269.9 |
1,277.3 |
|
| S3 |
1,259.7 |
1,264.4 |
1,276.4 |
|
| S4 |
1,249.5 |
1,254.2 |
1,273.6 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.5 |
1,375.9 |
1,301.5 |
|
| R3 |
1,351.0 |
1,335.4 |
1,290.3 |
|
| R2 |
1,310.5 |
1,310.5 |
1,286.6 |
|
| R1 |
1,294.9 |
1,294.9 |
1,282.9 |
1,302.7 |
| PP |
1,270.0 |
1,270.0 |
1,270.0 |
1,274.0 |
| S1 |
1,254.4 |
1,254.4 |
1,275.5 |
1,262.2 |
| S2 |
1,229.5 |
1,229.5 |
1,271.8 |
|
| S3 |
1,189.0 |
1,213.9 |
1,268.1 |
|
| S4 |
1,148.5 |
1,173.4 |
1,256.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,285.7 |
1,245.2 |
40.5 |
3.2% |
12.1 |
0.9% |
84% |
True |
False |
1,533 |
| 10 |
1,285.7 |
1,240.0 |
45.7 |
3.6% |
12.1 |
0.9% |
86% |
True |
False |
1,732 |
| 20 |
1,285.7 |
1,216.3 |
69.4 |
5.4% |
11.3 |
0.9% |
91% |
True |
False |
1,215 |
| 40 |
1,285.7 |
1,162.5 |
123.2 |
9.6% |
11.3 |
0.9% |
95% |
True |
False |
1,343 |
| 60 |
1,285.7 |
1,162.5 |
123.2 |
9.6% |
10.8 |
0.8% |
95% |
True |
False |
1,080 |
| 80 |
1,285.7 |
1,162.5 |
123.2 |
9.6% |
11.0 |
0.9% |
95% |
True |
False |
974 |
| 100 |
1,285.7 |
1,162.5 |
123.2 |
9.6% |
11.6 |
0.9% |
95% |
True |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,329.1 |
|
2.618 |
1,312.4 |
|
1.618 |
1,302.2 |
|
1.000 |
1,295.9 |
|
0.618 |
1,292.0 |
|
HIGH |
1,285.7 |
|
0.618 |
1,281.8 |
|
0.500 |
1,280.6 |
|
0.382 |
1,279.4 |
|
LOW |
1,275.5 |
|
0.618 |
1,269.2 |
|
1.000 |
1,265.3 |
|
1.618 |
1,259.0 |
|
2.618 |
1,248.8 |
|
4.250 |
1,232.2 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,280.6 |
1,278.2 |
| PP |
1,280.1 |
1,277.1 |
| S1 |
1,279.7 |
1,276.1 |
|