| 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 |
5,566.0 |
5,570.5 |
4.5 |
0.1% |
5,452.5 |
| High |
5,584.5 |
5,579.5 |
-5.0 |
-0.1% |
5,513.5 |
| Low |
5,541.0 |
5,535.0 |
-6.0 |
-0.1% |
5,360.0 |
| Close |
5,576.0 |
5,557.0 |
-19.0 |
-0.3% |
5,506.5 |
| Range |
43.5 |
44.5 |
1.0 |
2.3% |
153.5 |
| ATR |
83.3 |
80.5 |
-2.8 |
-3.3% |
0.0 |
| Volume |
317,858 |
212,378 |
-105,480 |
-33.2% |
489,091 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,690.5 |
5,668.5 |
5,581.5 |
|
| R3 |
5,646.0 |
5,624.0 |
5,569.0 |
|
| R2 |
5,601.5 |
5,601.5 |
5,565.0 |
|
| R1 |
5,579.5 |
5,579.5 |
5,561.0 |
5,568.0 |
| PP |
5,557.0 |
5,557.0 |
5,557.0 |
5,551.5 |
| S1 |
5,535.0 |
5,535.0 |
5,553.0 |
5,524.0 |
| S2 |
5,512.5 |
5,512.5 |
5,549.0 |
|
| S3 |
5,468.0 |
5,490.5 |
5,545.0 |
|
| S4 |
5,423.5 |
5,446.0 |
5,532.5 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,920.5 |
5,867.0 |
5,591.0 |
|
| R3 |
5,767.0 |
5,713.5 |
5,548.5 |
|
| R2 |
5,613.5 |
5,613.5 |
5,534.5 |
|
| R1 |
5,560.0 |
5,560.0 |
5,520.5 |
5,587.0 |
| PP |
5,460.0 |
5,460.0 |
5,460.0 |
5,473.5 |
| S1 |
5,406.5 |
5,406.5 |
5,492.5 |
5,433.0 |
| S2 |
5,306.5 |
5,306.5 |
5,478.5 |
|
| S3 |
5,153.0 |
5,253.0 |
5,464.5 |
|
| S4 |
4,999.5 |
5,099.5 |
5,422.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,584.5 |
5,411.0 |
173.5 |
3.1% |
52.5 |
0.9% |
84% |
False |
False |
200,803 |
| 10 |
5,584.5 |
5,338.0 |
246.5 |
4.4% |
57.0 |
1.0% |
89% |
False |
False |
144,074 |
| 20 |
5,584.5 |
5,062.0 |
522.5 |
9.4% |
79.5 |
1.4% |
95% |
False |
False |
123,094 |
| 40 |
5,584.5 |
5,062.0 |
522.5 |
9.4% |
82.5 |
1.5% |
95% |
False |
False |
105,536 |
| 60 |
5,584.5 |
4,757.0 |
827.5 |
14.9% |
90.5 |
1.6% |
97% |
False |
False |
104,292 |
| 80 |
5,584.5 |
4,757.0 |
827.5 |
14.9% |
93.5 |
1.7% |
97% |
False |
False |
91,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,768.5 |
|
2.618 |
5,696.0 |
|
1.618 |
5,651.5 |
|
1.000 |
5,624.0 |
|
0.618 |
5,607.0 |
|
HIGH |
5,579.5 |
|
0.618 |
5,562.5 |
|
0.500 |
5,557.0 |
|
0.382 |
5,552.0 |
|
LOW |
5,535.0 |
|
0.618 |
5,507.5 |
|
1.000 |
5,490.5 |
|
1.618 |
5,463.0 |
|
2.618 |
5,418.5 |
|
4.250 |
5,346.0 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,557.0 |
5,557.5 |
| PP |
5,557.0 |
5,557.5 |
| S1 |
5,557.0 |
5,557.0 |
|