| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4,644.0 |
4,644.0 |
0.0 |
0.0% |
4,589.0 |
| High |
4,652.0 |
4,673.0 |
21.0 |
0.5% |
4,599.0 |
| Low |
4,623.0 |
4,636.0 |
13.0 |
0.3% |
4,527.0 |
| Close |
4,640.0 |
4,657.0 |
17.0 |
0.4% |
4,565.0 |
| Range |
29.0 |
37.0 |
8.0 |
27.6% |
72.0 |
| ATR |
57.4 |
55.9 |
-1.5 |
-2.5% |
0.0 |
| Volume |
108,374 |
86,427 |
-21,947 |
-20.3% |
153,707 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,766.3 |
4,748.7 |
4,677.4 |
|
| R3 |
4,729.3 |
4,711.7 |
4,667.2 |
|
| R2 |
4,692.3 |
4,692.3 |
4,663.8 |
|
| R1 |
4,674.7 |
4,674.7 |
4,660.4 |
4,683.5 |
| PP |
4,655.3 |
4,655.3 |
4,655.3 |
4,659.8 |
| S1 |
4,637.7 |
4,637.7 |
4,653.6 |
4,646.5 |
| S2 |
4,618.3 |
4,618.3 |
4,650.2 |
|
| S3 |
4,581.3 |
4,600.7 |
4,646.8 |
|
| S4 |
4,544.3 |
4,563.7 |
4,636.7 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,779.7 |
4,744.3 |
4,604.6 |
|
| R3 |
4,707.7 |
4,672.3 |
4,584.8 |
|
| R2 |
4,635.7 |
4,635.7 |
4,578.2 |
|
| R1 |
4,600.3 |
4,600.3 |
4,571.6 |
4,582.0 |
| PP |
4,563.7 |
4,563.7 |
4,563.7 |
4,554.5 |
| S1 |
4,528.3 |
4,528.3 |
4,558.4 |
4,510.0 |
| S2 |
4,491.7 |
4,491.7 |
4,551.8 |
|
| S3 |
4,419.7 |
4,456.3 |
4,545.2 |
|
| S4 |
4,347.7 |
4,384.3 |
4,525.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,673.0 |
4,556.0 |
117.0 |
2.5% |
34.6 |
0.7% |
86% |
True |
False |
69,068 |
| 10 |
4,673.0 |
4,507.0 |
166.0 |
3.6% |
40.1 |
0.9% |
90% |
True |
False |
49,385 |
| 20 |
4,673.0 |
4,296.0 |
377.0 |
8.1% |
44.4 |
1.0% |
96% |
True |
False |
42,550 |
| 40 |
4,673.0 |
4,296.0 |
377.0 |
8.1% |
45.6 |
1.0% |
96% |
True |
False |
35,513 |
| 60 |
4,673.0 |
4,163.0 |
510.0 |
11.0% |
48.5 |
1.0% |
97% |
True |
False |
32,231 |
| 80 |
4,673.0 |
4,163.0 |
510.0 |
11.0% |
46.0 |
1.0% |
97% |
True |
False |
28,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,830.3 |
|
2.618 |
4,769.9 |
|
1.618 |
4,732.9 |
|
1.000 |
4,710.0 |
|
0.618 |
4,695.9 |
|
HIGH |
4,673.0 |
|
0.618 |
4,658.9 |
|
0.500 |
4,654.5 |
|
0.382 |
4,650.1 |
|
LOW |
4,636.0 |
|
0.618 |
4,613.1 |
|
1.000 |
4,599.0 |
|
1.618 |
4,576.1 |
|
2.618 |
4,539.1 |
|
4.250 |
4,478.8 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,656.2 |
4,650.3 |
| PP |
4,655.3 |
4,643.7 |
| S1 |
4,654.5 |
4,637.0 |
|