| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,778.0 |
2,831.0 |
53.0 |
1.9% |
2,786.0 |
| High |
2,829.0 |
2,843.0 |
14.0 |
0.5% |
2,797.0 |
| Low |
2,772.0 |
2,794.0 |
22.0 |
0.8% |
2,674.0 |
| Close |
2,819.0 |
2,818.0 |
-1.0 |
0.0% |
2,733.0 |
| Range |
57.0 |
49.0 |
-8.0 |
-14.0% |
123.0 |
| ATR |
59.3 |
58.6 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,135,430 |
1,034,209 |
-101,221 |
-8.9% |
5,903,641 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.3 |
2,940.7 |
2,845.0 |
|
| R3 |
2,916.3 |
2,891.7 |
2,831.5 |
|
| R2 |
2,867.3 |
2,867.3 |
2,827.0 |
|
| R1 |
2,842.7 |
2,842.7 |
2,822.5 |
2,830.5 |
| PP |
2,818.3 |
2,818.3 |
2,818.3 |
2,812.3 |
| S1 |
2,793.7 |
2,793.7 |
2,813.5 |
2,781.5 |
| S2 |
2,769.3 |
2,769.3 |
2,809.0 |
|
| S3 |
2,720.3 |
2,744.7 |
2,804.5 |
|
| S4 |
2,671.3 |
2,695.7 |
2,791.1 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.7 |
3,041.3 |
2,800.7 |
|
| R3 |
2,980.7 |
2,918.3 |
2,766.8 |
|
| R2 |
2,857.7 |
2,857.7 |
2,755.6 |
|
| R1 |
2,795.3 |
2,795.3 |
2,744.3 |
2,765.0 |
| PP |
2,734.7 |
2,734.7 |
2,734.7 |
2,719.5 |
| S1 |
2,672.3 |
2,672.3 |
2,721.7 |
2,642.0 |
| S2 |
2,611.7 |
2,611.7 |
2,710.5 |
|
| S3 |
2,488.7 |
2,549.3 |
2,699.2 |
|
| S4 |
2,365.7 |
2,426.3 |
2,665.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,843.0 |
2,688.0 |
155.0 |
5.5% |
47.6 |
1.7% |
84% |
True |
False |
1,028,302 |
| 10 |
2,843.0 |
2,674.0 |
169.0 |
6.0% |
49.7 |
1.8% |
85% |
True |
False |
1,079,353 |
| 20 |
2,843.0 |
2,583.0 |
260.0 |
9.2% |
53.5 |
1.9% |
90% |
True |
False |
1,074,824 |
| 40 |
2,843.0 |
2,434.0 |
409.0 |
14.5% |
54.6 |
1.9% |
94% |
True |
False |
1,021,786 |
| 60 |
2,843.0 |
2,252.0 |
591.0 |
21.0% |
57.0 |
2.0% |
96% |
True |
False |
1,038,633 |
| 80 |
2,843.0 |
2,252.0 |
591.0 |
21.0% |
56.3 |
2.0% |
96% |
True |
False |
810,515 |
| 100 |
2,843.0 |
2,110.0 |
733.0 |
26.0% |
58.2 |
2.1% |
97% |
True |
False |
648,801 |
| 120 |
2,843.0 |
1,918.0 |
925.0 |
32.8% |
60.2 |
2.1% |
97% |
True |
False |
541,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.3 |
|
2.618 |
2,971.3 |
|
1.618 |
2,922.3 |
|
1.000 |
2,892.0 |
|
0.618 |
2,873.3 |
|
HIGH |
2,843.0 |
|
0.618 |
2,824.3 |
|
0.500 |
2,818.5 |
|
0.382 |
2,812.7 |
|
LOW |
2,794.0 |
|
0.618 |
2,763.7 |
|
1.000 |
2,745.0 |
|
1.618 |
2,714.7 |
|
2.618 |
2,665.7 |
|
4.250 |
2,585.8 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,818.5 |
2,814.5 |
| PP |
2,818.3 |
2,811.0 |
| S1 |
2,818.2 |
2,807.5 |
|