| 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 |
10,608.08 |
10,753.39 |
145.31 |
1.4% |
10,458.60 |
| High |
10,774.13 |
10,833.39 |
59.26 |
0.6% |
10,650.16 |
| Low |
10,608.08 |
10,717.74 |
109.66 |
1.0% |
10,458.60 |
| Close |
10,753.62 |
10,761.03 |
7.41 |
0.1% |
10,607.85 |
| Range |
166.05 |
115.65 |
-50.40 |
-30.4% |
191.56 |
| ATR |
125.74 |
125.02 |
-0.72 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,117.67 |
11,055.00 |
10,824.64 |
|
| R3 |
11,002.02 |
10,939.35 |
10,792.83 |
|
| R2 |
10,886.37 |
10,886.37 |
10,782.23 |
|
| R1 |
10,823.70 |
10,823.70 |
10,771.63 |
10,855.04 |
| PP |
10,770.72 |
10,770.72 |
10,770.72 |
10,786.39 |
| S1 |
10,708.05 |
10,708.05 |
10,750.43 |
10,739.39 |
| S2 |
10,655.07 |
10,655.07 |
10,739.83 |
|
| S3 |
10,539.42 |
10,592.40 |
10,729.23 |
|
| S4 |
10,423.77 |
10,476.75 |
10,697.42 |
|
|
| 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 |
10,833.39 |
10,480.78 |
352.61 |
3.3% |
110.55 |
1.0% |
79% |
True |
False |
|
| 10 |
10,833.39 |
10,335.69 |
497.70 |
4.6% |
99.95 |
0.9% |
85% |
True |
False |
|
| 20 |
10,833.39 |
9,936.62 |
896.77 |
8.3% |
127.41 |
1.2% |
92% |
True |
False |
|
| 40 |
10,833.39 |
9,936.62 |
896.77 |
8.3% |
130.45 |
1.2% |
92% |
True |
False |
|
| 60 |
10,833.39 |
9,614.32 |
1,219.07 |
11.3% |
144.14 |
1.3% |
94% |
True |
False |
|
| 80 |
10,833.39 |
9,614.32 |
1,219.07 |
11.3% |
152.54 |
1.4% |
94% |
True |
False |
|
| 100 |
11,197.93 |
9,614.32 |
1,583.61 |
14.7% |
177.90 |
1.7% |
72% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.3% |
165.54 |
1.5% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,324.90 |
|
2.618 |
11,136.16 |
|
1.618 |
11,020.51 |
|
1.000 |
10,949.04 |
|
0.618 |
10,904.86 |
|
HIGH |
10,833.39 |
|
0.618 |
10,789.21 |
|
0.500 |
10,775.57 |
|
0.382 |
10,761.92 |
|
LOW |
10,717.74 |
|
0.618 |
10,646.27 |
|
1.000 |
10,602.09 |
|
1.618 |
10,530.62 |
|
2.618 |
10,414.97 |
|
4.250 |
10,226.23 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,775.57 |
10,740.81 |
| PP |
10,770.72 |
10,720.59 |
| S1 |
10,765.88 |
10,700.38 |
|