| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,857.0 |
21.0 |
0.7% |
2,785.0 |
| High |
2,859.0 |
2,898.0 |
39.0 |
1.4% |
2,849.0 |
| Low |
2,818.0 |
2,852.0 |
34.0 |
1.2% |
2,772.0 |
| Close |
2,839.0 |
2,878.0 |
39.0 |
1.4% |
2,831.0 |
| Range |
41.0 |
46.0 |
5.0 |
12.2% |
77.0 |
| ATR |
55.7 |
55.9 |
0.2 |
0.4% |
0.0 |
| Volume |
1,846,467 |
1,752,027 |
-94,440 |
-5.1% |
4,127,397 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.0 |
2,992.0 |
2,903.3 |
|
| R3 |
2,968.0 |
2,946.0 |
2,890.7 |
|
| R2 |
2,922.0 |
2,922.0 |
2,886.4 |
|
| R1 |
2,900.0 |
2,900.0 |
2,882.2 |
2,911.0 |
| PP |
2,876.0 |
2,876.0 |
2,876.0 |
2,881.5 |
| S1 |
2,854.0 |
2,854.0 |
2,873.8 |
2,865.0 |
| S2 |
2,830.0 |
2,830.0 |
2,869.6 |
|
| S3 |
2,784.0 |
2,808.0 |
2,865.4 |
|
| S4 |
2,738.0 |
2,762.0 |
2,852.7 |
|
|
| 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 |
2,898.0 |
2,785.0 |
113.0 |
3.9% |
45.4 |
1.6% |
82% |
True |
False |
1,464,612 |
| 10 |
2,898.0 |
2,674.0 |
224.0 |
7.8% |
45.9 |
1.6% |
91% |
True |
False |
1,274,296 |
| 20 |
2,898.0 |
2,584.0 |
314.0 |
10.9% |
50.7 |
1.8% |
94% |
True |
False |
1,178,307 |
| 40 |
2,898.0 |
2,493.0 |
405.0 |
14.1% |
54.7 |
1.9% |
95% |
True |
False |
1,077,602 |
| 60 |
2,898.0 |
2,252.0 |
646.0 |
22.4% |
55.8 |
1.9% |
97% |
True |
False |
1,066,428 |
| 80 |
2,898.0 |
2,252.0 |
646.0 |
22.4% |
55.9 |
1.9% |
97% |
True |
False |
888,981 |
| 100 |
2,898.0 |
2,186.0 |
712.0 |
24.7% |
57.2 |
2.0% |
97% |
True |
False |
711,653 |
| 120 |
2,898.0 |
1,918.0 |
980.0 |
34.1% |
59.4 |
2.1% |
98% |
True |
False |
593,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,093.5 |
|
2.618 |
3,018.4 |
|
1.618 |
2,972.4 |
|
1.000 |
2,944.0 |
|
0.618 |
2,926.4 |
|
HIGH |
2,898.0 |
|
0.618 |
2,880.4 |
|
0.500 |
2,875.0 |
|
0.382 |
2,869.6 |
|
LOW |
2,852.0 |
|
0.618 |
2,823.6 |
|
1.000 |
2,806.0 |
|
1.618 |
2,777.6 |
|
2.618 |
2,731.6 |
|
4.250 |
2,656.5 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,877.0 |
2,865.8 |
| PP |
2,876.0 |
2,853.7 |
| S1 |
2,875.0 |
2,841.5 |
|