| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,792.0 |
43.0 |
1.6% |
2,791.0 |
| High |
2,802.0 |
2,814.0 |
12.0 |
0.4% |
2,804.0 |
| Low |
2,749.0 |
2,774.0 |
25.0 |
0.9% |
2,730.0 |
| Close |
2,786.0 |
2,782.0 |
-4.0 |
-0.1% |
2,743.0 |
| Range |
53.0 |
40.0 |
-13.0 |
-24.5% |
74.0 |
| ATR |
44.7 |
44.4 |
-0.3 |
-0.8% |
0.0 |
| Volume |
50 |
1,174 |
1,124 |
2,248.0% |
80,277 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.0 |
2,886.0 |
2,804.0 |
|
| R3 |
2,870.0 |
2,846.0 |
2,793.0 |
|
| R2 |
2,830.0 |
2,830.0 |
2,789.3 |
|
| R1 |
2,806.0 |
2,806.0 |
2,785.7 |
2,798.0 |
| PP |
2,790.0 |
2,790.0 |
2,790.0 |
2,786.0 |
| S1 |
2,766.0 |
2,766.0 |
2,778.3 |
2,758.0 |
| S2 |
2,750.0 |
2,750.0 |
2,774.7 |
|
| S3 |
2,710.0 |
2,726.0 |
2,771.0 |
|
| S4 |
2,670.0 |
2,686.0 |
2,760.0 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.0 |
2,936.0 |
2,783.7 |
|
| R3 |
2,907.0 |
2,862.0 |
2,763.4 |
|
| R2 |
2,833.0 |
2,833.0 |
2,756.6 |
|
| R1 |
2,788.0 |
2,788.0 |
2,749.8 |
2,773.5 |
| PP |
2,759.0 |
2,759.0 |
2,759.0 |
2,751.8 |
| S1 |
2,714.0 |
2,714.0 |
2,736.2 |
2,699.5 |
| S2 |
2,685.0 |
2,685.0 |
2,729.4 |
|
| S3 |
2,611.0 |
2,640.0 |
2,722.7 |
|
| S4 |
2,537.0 |
2,566.0 |
2,702.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,814.0 |
2,730.0 |
84.0 |
3.0% |
42.6 |
1.5% |
62% |
True |
False |
10,535 |
| 10 |
2,814.0 |
2,688.0 |
126.0 |
4.5% |
38.9 |
1.4% |
75% |
True |
False |
8,827 |
| 20 |
2,814.0 |
2,535.0 |
279.0 |
10.0% |
42.0 |
1.5% |
89% |
True |
False |
4,888 |
| 40 |
2,831.0 |
2,535.0 |
296.0 |
10.6% |
38.7 |
1.4% |
83% |
False |
False |
2,564 |
| 60 |
2,831.0 |
2,481.0 |
350.0 |
12.6% |
40.4 |
1.5% |
86% |
False |
False |
1,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.0 |
|
2.618 |
2,918.7 |
|
1.618 |
2,878.7 |
|
1.000 |
2,854.0 |
|
0.618 |
2,838.7 |
|
HIGH |
2,814.0 |
|
0.618 |
2,798.7 |
|
0.500 |
2,794.0 |
|
0.382 |
2,789.3 |
|
LOW |
2,774.0 |
|
0.618 |
2,749.3 |
|
1.000 |
2,734.0 |
|
1.618 |
2,709.3 |
|
2.618 |
2,669.3 |
|
4.250 |
2,604.0 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.0 |
2,778.7 |
| PP |
2,790.0 |
2,775.3 |
| S1 |
2,786.0 |
2,772.0 |
|