| 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 |
1,295.7 |
1,312.5 |
16.8 |
1.3% |
1,282.5 |
| High |
1,313.2 |
1,315.7 |
2.5 |
0.2% |
1,302.6 |
| Low |
1,284.5 |
1,308.0 |
23.5 |
1.8% |
1,274.7 |
| Close |
1,310.0 |
1,312.1 |
2.1 |
0.2% |
1,299.8 |
| Range |
28.7 |
7.7 |
-21.0 |
-73.2% |
27.9 |
| ATR |
12.8 |
12.4 |
-0.4 |
-2.8% |
0.0 |
| Volume |
611 |
5,226 |
4,615 |
755.3% |
6,511 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.0 |
1,331.3 |
1,316.3 |
|
| R3 |
1,327.3 |
1,323.6 |
1,314.2 |
|
| R2 |
1,319.6 |
1,319.6 |
1,313.5 |
|
| R1 |
1,315.9 |
1,315.9 |
1,312.8 |
1,313.9 |
| PP |
1,311.9 |
1,311.9 |
1,311.9 |
1,311.0 |
| S1 |
1,308.2 |
1,308.2 |
1,311.4 |
1,306.2 |
| S2 |
1,304.2 |
1,304.2 |
1,310.7 |
|
| S3 |
1,296.5 |
1,300.5 |
1,310.0 |
|
| S4 |
1,288.8 |
1,292.8 |
1,307.9 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.1 |
1,365.8 |
1,315.1 |
|
| R3 |
1,348.2 |
1,337.9 |
1,307.5 |
|
| R2 |
1,320.3 |
1,320.3 |
1,304.9 |
|
| R1 |
1,310.0 |
1,310.0 |
1,302.4 |
1,315.2 |
| PP |
1,292.4 |
1,292.4 |
1,292.4 |
1,294.9 |
| S1 |
1,282.1 |
1,282.1 |
1,297.2 |
1,287.3 |
| S2 |
1,264.5 |
1,264.5 |
1,294.7 |
|
| S3 |
1,236.6 |
1,254.2 |
1,292.1 |
|
| S4 |
1,208.7 |
1,226.3 |
1,284.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.7 |
1,284.5 |
31.2 |
2.4% |
11.4 |
0.9% |
88% |
True |
False |
1,899 |
| 10 |
1,315.7 |
1,270.1 |
45.6 |
3.5% |
11.2 |
0.9% |
92% |
True |
False |
1,609 |
| 20 |
1,315.7 |
1,240.0 |
75.7 |
5.8% |
11.5 |
0.9% |
95% |
True |
False |
1,607 |
| 40 |
1,315.7 |
1,194.2 |
121.5 |
9.3% |
11.1 |
0.8% |
97% |
True |
False |
1,422 |
| 60 |
1,315.7 |
1,162.5 |
153.2 |
11.7% |
10.5 |
0.8% |
98% |
True |
False |
1,191 |
| 80 |
1,315.7 |
1,162.5 |
153.2 |
11.7% |
11.1 |
0.8% |
98% |
True |
False |
1,105 |
| 100 |
1,315.7 |
1,162.5 |
153.2 |
11.7% |
11.6 |
0.9% |
98% |
True |
False |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.4 |
|
2.618 |
1,335.9 |
|
1.618 |
1,328.2 |
|
1.000 |
1,323.4 |
|
0.618 |
1,320.5 |
|
HIGH |
1,315.7 |
|
0.618 |
1,312.8 |
|
0.500 |
1,311.9 |
|
0.382 |
1,310.9 |
|
LOW |
1,308.0 |
|
0.618 |
1,303.2 |
|
1.000 |
1,300.3 |
|
1.618 |
1,295.5 |
|
2.618 |
1,287.8 |
|
4.250 |
1,275.3 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,312.0 |
1,308.1 |
| PP |
1,311.9 |
1,304.1 |
| S1 |
1,311.9 |
1,300.1 |
|