| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
10,761.11 |
10,738.48 |
-22.63 |
-0.2% |
10,458.60 |
| High |
10,805.38 |
10,761.94 |
-43.44 |
-0.4% |
10,650.16 |
| Low |
10,708.40 |
10,640.92 |
-67.48 |
-0.6% |
10,458.60 |
| Close |
10,739.31 |
10,662.42 |
-76.89 |
-0.7% |
10,607.85 |
| Range |
96.98 |
121.02 |
24.04 |
24.8% |
191.56 |
| ATR |
123.02 |
122.88 |
-0.14 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,051.49 |
10,977.97 |
10,728.98 |
|
| R3 |
10,930.47 |
10,856.95 |
10,695.70 |
|
| R2 |
10,809.45 |
10,809.45 |
10,684.61 |
|
| R1 |
10,735.93 |
10,735.93 |
10,673.51 |
10,712.18 |
| PP |
10,688.43 |
10,688.43 |
10,688.43 |
10,676.55 |
| S1 |
10,614.91 |
10,614.91 |
10,651.33 |
10,591.16 |
| S2 |
10,567.41 |
10,567.41 |
10,640.23 |
|
| S3 |
10,446.39 |
10,493.89 |
10,629.14 |
|
| S4 |
10,325.37 |
10,372.87 |
10,595.86 |
|
|
| 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 |
10,567.36 |
266.03 |
2.5% |
116.50 |
1.1% |
36% |
False |
False |
|
| 10 |
10,833.39 |
10,403.17 |
430.22 |
4.0% |
103.65 |
1.0% |
60% |
False |
False |
|
| 20 |
10,833.39 |
9,936.62 |
896.77 |
8.4% |
121.25 |
1.1% |
81% |
False |
False |
|
| 40 |
10,833.39 |
9,936.62 |
896.77 |
8.4% |
131.68 |
1.2% |
81% |
False |
False |
|
| 60 |
10,833.39 |
9,614.32 |
1,219.07 |
11.4% |
140.70 |
1.3% |
86% |
False |
False |
|
| 80 |
10,833.39 |
9,614.32 |
1,219.07 |
11.4% |
150.68 |
1.4% |
86% |
False |
False |
|
| 100 |
11,149.48 |
9,614.32 |
1,535.16 |
14.4% |
176.42 |
1.7% |
68% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
165.99 |
1.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,276.28 |
|
2.618 |
11,078.77 |
|
1.618 |
10,957.75 |
|
1.000 |
10,882.96 |
|
0.618 |
10,836.73 |
|
HIGH |
10,761.94 |
|
0.618 |
10,715.71 |
|
0.500 |
10,701.43 |
|
0.382 |
10,687.15 |
|
LOW |
10,640.92 |
|
0.618 |
10,566.13 |
|
1.000 |
10,519.90 |
|
1.618 |
10,445.11 |
|
2.618 |
10,324.09 |
|
4.250 |
10,126.59 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,701.43 |
10,737.16 |
| PP |
10,688.43 |
10,712.24 |
| S1 |
10,675.42 |
10,687.33 |
|