| 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 |
10,571.75 |
10,595.51 |
23.76 |
0.2% |
10,458.60 |
| High |
10,603.69 |
10,650.16 |
46.47 |
0.4% |
10,650.16 |
| Low |
10,522.48 |
10,567.36 |
44.88 |
0.4% |
10,458.60 |
| Close |
10,594.83 |
10,607.85 |
13.02 |
0.1% |
10,607.85 |
| Range |
81.21 |
82.80 |
1.59 |
2.0% |
191.56 |
| ATR |
125.69 |
122.63 |
-3.06 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856.86 |
10,815.15 |
10,653.39 |
|
| R3 |
10,774.06 |
10,732.35 |
10,630.62 |
|
| R2 |
10,691.26 |
10,691.26 |
10,623.03 |
|
| R1 |
10,649.55 |
10,649.55 |
10,615.44 |
10,670.41 |
| PP |
10,608.46 |
10,608.46 |
10,608.46 |
10,618.88 |
| S1 |
10,566.75 |
10,566.75 |
10,600.26 |
10,587.61 |
| S2 |
10,525.66 |
10,525.66 |
10,592.67 |
|
| S3 |
10,442.86 |
10,483.95 |
10,585.08 |
|
| S4 |
10,360.06 |
10,401.15 |
10,562.31 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,146.88 |
11,068.93 |
10,713.21 |
|
| R3 |
10,955.32 |
10,877.37 |
10,660.53 |
|
| R2 |
10,763.76 |
10,763.76 |
10,642.97 |
|
| R1 |
10,685.81 |
10,685.81 |
10,625.41 |
10,724.79 |
| PP |
10,572.20 |
10,572.20 |
10,572.20 |
10,591.69 |
| S1 |
10,494.25 |
10,494.25 |
10,590.29 |
10,533.23 |
| S2 |
10,380.64 |
10,380.64 |
10,572.73 |
|
| S3 |
10,189.08 |
10,302.69 |
10,555.17 |
|
| S4 |
9,997.52 |
10,111.13 |
10,502.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,650.16 |
10,458.60 |
191.56 |
1.8% |
93.73 |
0.9% |
78% |
True |
False |
|
| 10 |
10,650.16 |
10,321.84 |
328.32 |
3.1% |
96.15 |
0.9% |
87% |
True |
False |
|
| 20 |
10,650.16 |
9,936.62 |
713.54 |
6.7% |
126.23 |
1.2% |
94% |
True |
False |
|
| 40 |
10,719.94 |
9,936.62 |
783.32 |
7.4% |
130.08 |
1.2% |
86% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.4% |
144.30 |
1.4% |
90% |
False |
False |
|
| 80 |
10,719.94 |
9,614.32 |
1,105.62 |
10.4% |
155.50 |
1.5% |
90% |
False |
False |
|
| 100 |
11,197.93 |
9,614.32 |
1,583.61 |
14.9% |
177.78 |
1.7% |
63% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.5% |
164.42 |
1.5% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,002.06 |
|
2.618 |
10,866.93 |
|
1.618 |
10,784.13 |
|
1.000 |
10,732.96 |
|
0.618 |
10,701.33 |
|
HIGH |
10,650.16 |
|
0.618 |
10,618.53 |
|
0.500 |
10,608.76 |
|
0.382 |
10,598.99 |
|
LOW |
10,567.36 |
|
0.618 |
10,516.19 |
|
1.000 |
10,484.56 |
|
1.618 |
10,433.39 |
|
2.618 |
10,350.59 |
|
4.250 |
10,215.46 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,608.76 |
10,593.72 |
| PP |
10,608.46 |
10,579.60 |
| S1 |
10,608.15 |
10,565.47 |
|