| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,276.0 |
1,293.8 |
17.8 |
1.4% |
1,248.7 |
| High |
1,293.0 |
1,299.1 |
6.1 |
0.5% |
1,285.7 |
| Low |
1,274.7 |
1,289.4 |
14.7 |
1.2% |
1,245.2 |
| Close |
1,276.0 |
1,293.8 |
17.8 |
1.4% |
1,279.2 |
| Range |
18.3 |
9.7 |
-8.6 |
-47.0% |
40.5 |
| ATR |
12.0 |
12.7 |
0.8 |
6.7% |
0.0 |
| Volume |
983 |
964 |
-19 |
-1.9% |
7,665 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.2 |
1,318.2 |
1,299.1 |
|
| R3 |
1,313.5 |
1,308.5 |
1,296.5 |
|
| R2 |
1,303.8 |
1,303.8 |
1,295.6 |
|
| R1 |
1,298.8 |
1,298.8 |
1,294.7 |
1,298.7 |
| PP |
1,294.1 |
1,294.1 |
1,294.1 |
1,294.0 |
| S1 |
1,289.1 |
1,289.1 |
1,292.9 |
1,289.0 |
| S2 |
1,284.4 |
1,284.4 |
1,292.0 |
|
| S3 |
1,274.7 |
1,279.4 |
1,291.1 |
|
| S4 |
1,265.0 |
1,269.7 |
1,288.5 |
|
|
| 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 |
1,299.1 |
1,270.1 |
29.0 |
2.2% |
11.1 |
0.9% |
82% |
True |
False |
1,319 |
| 10 |
1,299.1 |
1,240.0 |
59.1 |
4.6% |
12.2 |
0.9% |
91% |
True |
False |
1,799 |
| 20 |
1,299.1 |
1,234.0 |
65.1 |
5.0% |
11.0 |
0.9% |
92% |
True |
False |
1,343 |
| 40 |
1,299.1 |
1,162.5 |
136.6 |
10.6% |
10.9 |
0.8% |
96% |
True |
False |
1,324 |
| 60 |
1,299.1 |
1,162.5 |
136.6 |
10.6% |
10.7 |
0.8% |
96% |
True |
False |
1,081 |
| 80 |
1,299.1 |
1,162.5 |
136.6 |
10.6% |
11.0 |
0.9% |
96% |
True |
False |
1,001 |
| 100 |
1,299.1 |
1,162.5 |
136.6 |
10.6% |
11.8 |
0.9% |
96% |
True |
False |
867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.3 |
|
2.618 |
1,324.5 |
|
1.618 |
1,314.8 |
|
1.000 |
1,308.8 |
|
0.618 |
1,305.1 |
|
HIGH |
1,299.1 |
|
0.618 |
1,295.4 |
|
0.500 |
1,294.3 |
|
0.382 |
1,293.1 |
|
LOW |
1,289.4 |
|
0.618 |
1,283.4 |
|
1.000 |
1,279.7 |
|
1.618 |
1,273.7 |
|
2.618 |
1,264.0 |
|
4.250 |
1,248.2 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,294.3 |
1,291.5 |
| PP |
1,294.1 |
1,289.2 |
| S1 |
1,294.0 |
1,286.9 |
|