| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,831.0 |
2,827.0 |
-4.0 |
-0.1% |
2,785.0 |
| High |
2,843.0 |
2,849.0 |
6.0 |
0.2% |
2,849.0 |
| Low |
2,794.0 |
2,817.0 |
23.0 |
0.8% |
2,772.0 |
| Close |
2,818.0 |
2,831.0 |
13.0 |
0.5% |
2,831.0 |
| Range |
49.0 |
32.0 |
-17.0 |
-34.7% |
77.0 |
| ATR |
58.6 |
56.7 |
-1.9 |
-3.2% |
0.0 |
| Volume |
1,034,209 |
1,126,389 |
92,180 |
8.9% |
4,127,397 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.3 |
2,911.7 |
2,848.6 |
|
| R3 |
2,896.3 |
2,879.7 |
2,839.8 |
|
| R2 |
2,864.3 |
2,864.3 |
2,836.9 |
|
| R1 |
2,847.7 |
2,847.7 |
2,833.9 |
2,856.0 |
| PP |
2,832.3 |
2,832.3 |
2,832.3 |
2,836.5 |
| S1 |
2,815.7 |
2,815.7 |
2,828.1 |
2,824.0 |
| S2 |
2,800.3 |
2,800.3 |
2,825.1 |
|
| S3 |
2,768.3 |
2,783.7 |
2,822.2 |
|
| S4 |
2,736.3 |
2,751.7 |
2,813.4 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.3 |
3,016.7 |
2,873.4 |
|
| R3 |
2,971.3 |
2,939.7 |
2,852.2 |
|
| R2 |
2,894.3 |
2,894.3 |
2,845.1 |
|
| R1 |
2,862.7 |
2,862.7 |
2,838.1 |
2,878.5 |
| PP |
2,817.3 |
2,817.3 |
2,817.3 |
2,825.3 |
| S1 |
2,785.7 |
2,785.7 |
2,823.9 |
2,801.5 |
| S2 |
2,740.3 |
2,740.3 |
2,816.9 |
|
| S3 |
2,663.3 |
2,708.7 |
2,809.8 |
|
| S4 |
2,586.3 |
2,631.7 |
2,788.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,707.0 |
142.0 |
5.0% |
45.8 |
1.6% |
87% |
True |
False |
1,045,411 |
| 10 |
2,849.0 |
2,674.0 |
175.0 |
6.2% |
48.3 |
1.7% |
90% |
True |
False |
1,094,721 |
| 20 |
2,849.0 |
2,583.0 |
266.0 |
9.4% |
52.7 |
1.9% |
93% |
True |
False |
1,080,248 |
| 40 |
2,849.0 |
2,453.0 |
396.0 |
14.0% |
53.9 |
1.9% |
95% |
True |
False |
1,017,563 |
| 60 |
2,849.0 |
2,252.0 |
597.0 |
21.1% |
56.5 |
2.0% |
97% |
True |
False |
1,035,949 |
| 80 |
2,849.0 |
2,252.0 |
597.0 |
21.1% |
56.0 |
2.0% |
97% |
True |
False |
824,567 |
| 100 |
2,849.0 |
2,142.0 |
707.0 |
25.0% |
57.6 |
2.0% |
97% |
True |
False |
660,063 |
| 120 |
2,849.0 |
1,918.0 |
931.0 |
32.9% |
60.1 |
2.1% |
98% |
True |
False |
550,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.0 |
|
2.618 |
2,932.8 |
|
1.618 |
2,900.8 |
|
1.000 |
2,881.0 |
|
0.618 |
2,868.8 |
|
HIGH |
2,849.0 |
|
0.618 |
2,836.8 |
|
0.500 |
2,833.0 |
|
0.382 |
2,829.2 |
|
LOW |
2,817.0 |
|
0.618 |
2,797.2 |
|
1.000 |
2,785.0 |
|
1.618 |
2,765.2 |
|
2.618 |
2,733.2 |
|
4.250 |
2,681.0 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.0 |
2,824.2 |
| PP |
2,832.3 |
2,817.3 |
| S1 |
2,831.7 |
2,810.5 |
|