| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,526.42 |
10,571.75 |
45.33 |
0.4% |
10,446.80 |
| High |
10,587.80 |
10,603.69 |
15.89 |
0.2% |
10,476.62 |
| Low |
10,480.78 |
10,522.48 |
41.70 |
0.4% |
10,332.40 |
| Close |
10,572.73 |
10,594.83 |
22.10 |
0.2% |
10,462.77 |
| Range |
107.02 |
81.21 |
-25.81 |
-24.1% |
144.22 |
| ATR |
129.11 |
125.69 |
-3.42 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,817.30 |
10,787.27 |
10,639.50 |
|
| R3 |
10,736.09 |
10,706.06 |
10,617.16 |
|
| R2 |
10,654.88 |
10,654.88 |
10,609.72 |
|
| R1 |
10,624.85 |
10,624.85 |
10,602.27 |
10,639.87 |
| PP |
10,573.67 |
10,573.67 |
10,573.67 |
10,581.17 |
| S1 |
10,543.64 |
10,543.64 |
10,587.39 |
10,558.66 |
| S2 |
10,492.46 |
10,492.46 |
10,579.94 |
|
| S3 |
10,411.25 |
10,462.43 |
10,572.50 |
|
| S4 |
10,330.04 |
10,381.22 |
10,550.16 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856.59 |
10,803.90 |
10,542.09 |
|
| R3 |
10,712.37 |
10,659.68 |
10,502.43 |
|
| R2 |
10,568.15 |
10,568.15 |
10,489.21 |
|
| R1 |
10,515.46 |
10,515.46 |
10,475.99 |
10,541.81 |
| PP |
10,423.93 |
10,423.93 |
10,423.93 |
10,437.10 |
| S1 |
10,371.24 |
10,371.24 |
10,449.55 |
10,397.59 |
| S2 |
10,279.71 |
10,279.71 |
10,436.33 |
|
| S3 |
10,135.49 |
10,227.02 |
10,423.11 |
|
| S4 |
9,991.27 |
10,082.80 |
10,383.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,603.69 |
10,403.17 |
200.52 |
1.9% |
90.79 |
0.9% |
96% |
True |
False |
|
| 10 |
10,603.69 |
10,253.96 |
349.73 |
3.3% |
94.51 |
0.9% |
97% |
True |
False |
|
| 20 |
10,603.69 |
9,936.62 |
667.07 |
6.3% |
131.84 |
1.2% |
99% |
True |
False |
|
| 40 |
10,719.94 |
9,936.62 |
783.32 |
7.4% |
134.05 |
1.3% |
84% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.4% |
145.26 |
1.4% |
89% |
False |
False |
|
| 80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.4% |
158.05 |
1.5% |
89% |
False |
False |
|
| 100 |
11,218.86 |
9,614.32 |
1,604.54 |
15.1% |
179.40 |
1.7% |
61% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
164.29 |
1.6% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,948.83 |
|
2.618 |
10,816.30 |
|
1.618 |
10,735.09 |
|
1.000 |
10,684.90 |
|
0.618 |
10,653.88 |
|
HIGH |
10,603.69 |
|
0.618 |
10,572.67 |
|
0.500 |
10,563.09 |
|
0.382 |
10,553.50 |
|
LOW |
10,522.48 |
|
0.618 |
10,472.29 |
|
1.000 |
10,441.27 |
|
1.618 |
10,391.08 |
|
2.618 |
10,309.87 |
|
4.250 |
10,177.34 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,584.25 |
10,577.30 |
| PP |
10,573.67 |
10,559.77 |
| S1 |
10,563.09 |
10,542.24 |
|