| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,857.0 |
2,899.0 |
42.0 |
1.5% |
2,785.0 |
| High |
2,898.0 |
2,904.0 |
6.0 |
0.2% |
2,849.0 |
| Low |
2,852.0 |
2,874.0 |
22.0 |
0.8% |
2,772.0 |
| Close |
2,878.0 |
2,899.0 |
21.0 |
0.7% |
2,831.0 |
| Range |
46.0 |
30.0 |
-16.0 |
-34.8% |
77.0 |
| ATR |
55.9 |
54.1 |
-1.9 |
-3.3% |
0.0 |
| Volume |
1,752,027 |
1,872,942 |
120,915 |
6.9% |
4,127,397 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.3 |
2,970.7 |
2,915.5 |
|
| R3 |
2,952.3 |
2,940.7 |
2,907.3 |
|
| R2 |
2,922.3 |
2,922.3 |
2,904.5 |
|
| R1 |
2,910.7 |
2,910.7 |
2,901.8 |
2,914.0 |
| PP |
2,892.3 |
2,892.3 |
2,892.3 |
2,894.0 |
| S1 |
2,880.7 |
2,880.7 |
2,896.3 |
2,884.0 |
| S2 |
2,862.3 |
2,862.3 |
2,893.5 |
|
| S3 |
2,832.3 |
2,850.7 |
2,890.8 |
|
| S4 |
2,802.3 |
2,820.7 |
2,882.5 |
|
|
| 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 |
2,904.0 |
2,785.0 |
119.0 |
4.1% |
41.6 |
1.4% |
96% |
True |
False |
1,632,359 |
| 10 |
2,904.0 |
2,688.0 |
216.0 |
7.5% |
44.6 |
1.5% |
98% |
True |
False |
1,330,330 |
| 20 |
2,904.0 |
2,639.0 |
265.0 |
9.1% |
49.1 |
1.7% |
98% |
True |
False |
1,220,543 |
| 40 |
2,904.0 |
2,518.0 |
386.0 |
13.3% |
54.3 |
1.9% |
99% |
True |
False |
1,102,805 |
| 60 |
2,904.0 |
2,252.0 |
652.0 |
22.5% |
55.7 |
1.9% |
99% |
True |
False |
1,080,588 |
| 80 |
2,904.0 |
2,252.0 |
652.0 |
22.5% |
55.1 |
1.9% |
99% |
True |
False |
912,365 |
| 100 |
2,904.0 |
2,186.0 |
718.0 |
24.8% |
57.0 |
2.0% |
99% |
True |
False |
730,366 |
| 120 |
2,904.0 |
1,918.0 |
986.0 |
34.0% |
59.3 |
2.0% |
99% |
True |
False |
609,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,031.5 |
|
2.618 |
2,982.5 |
|
1.618 |
2,952.5 |
|
1.000 |
2,934.0 |
|
0.618 |
2,922.5 |
|
HIGH |
2,904.0 |
|
0.618 |
2,892.5 |
|
0.500 |
2,889.0 |
|
0.382 |
2,885.5 |
|
LOW |
2,874.0 |
|
0.618 |
2,855.5 |
|
1.000 |
2,844.0 |
|
1.618 |
2,825.5 |
|
2.618 |
2,795.5 |
|
4.250 |
2,746.5 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.7 |
2,886.3 |
| PP |
2,892.3 |
2,873.7 |
| S1 |
2,889.0 |
2,861.0 |
|