| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,899.0 |
2,888.0 |
-11.0 |
-0.4% |
2,799.0 |
| High |
2,904.0 |
2,907.0 |
3.0 |
0.1% |
2,907.0 |
| Low |
2,874.0 |
2,879.0 |
5.0 |
0.2% |
2,785.0 |
| Close |
2,899.0 |
2,904.0 |
5.0 |
0.2% |
2,904.0 |
| Range |
30.0 |
28.0 |
-2.0 |
-6.7% |
122.0 |
| ATR |
54.1 |
52.2 |
-1.9 |
-3.4% |
0.0 |
| Volume |
1,872,942 |
230,095 |
-1,642,847 |
-87.7% |
7,265,501 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.7 |
2,970.3 |
2,919.4 |
|
| R3 |
2,952.7 |
2,942.3 |
2,911.7 |
|
| R2 |
2,924.7 |
2,924.7 |
2,909.1 |
|
| R1 |
2,914.3 |
2,914.3 |
2,906.6 |
2,919.5 |
| PP |
2,896.7 |
2,896.7 |
2,896.7 |
2,899.3 |
| S1 |
2,886.3 |
2,886.3 |
2,901.4 |
2,891.5 |
| S2 |
2,868.7 |
2,868.7 |
2,898.9 |
|
| S3 |
2,840.7 |
2,858.3 |
2,896.3 |
|
| S4 |
2,812.7 |
2,830.3 |
2,888.6 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,231.3 |
3,189.7 |
2,971.1 |
|
| R3 |
3,109.3 |
3,067.7 |
2,937.6 |
|
| R2 |
2,987.3 |
2,987.3 |
2,926.4 |
|
| R1 |
2,945.7 |
2,945.7 |
2,915.2 |
2,966.5 |
| PP |
2,865.3 |
2,865.3 |
2,865.3 |
2,875.8 |
| S1 |
2,823.7 |
2,823.7 |
2,892.8 |
2,844.5 |
| S2 |
2,743.3 |
2,743.3 |
2,881.6 |
|
| S3 |
2,621.3 |
2,701.7 |
2,870.5 |
|
| S4 |
2,499.3 |
2,579.7 |
2,836.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,907.0 |
2,785.0 |
122.0 |
4.2% |
40.8 |
1.4% |
98% |
True |
False |
1,453,100 |
| 10 |
2,907.0 |
2,707.0 |
200.0 |
6.9% |
43.3 |
1.5% |
99% |
True |
False |
1,249,256 |
| 20 |
2,907.0 |
2,648.0 |
259.0 |
8.9% |
48.7 |
1.7% |
99% |
True |
False |
1,184,995 |
| 40 |
2,907.0 |
2,551.0 |
356.0 |
12.3% |
52.9 |
1.8% |
99% |
True |
False |
1,080,525 |
| 60 |
2,907.0 |
2,252.0 |
655.0 |
22.6% |
54.9 |
1.9% |
100% |
True |
False |
1,065,689 |
| 80 |
2,907.0 |
2,252.0 |
655.0 |
22.6% |
54.8 |
1.9% |
100% |
True |
False |
915,200 |
| 100 |
2,907.0 |
2,225.0 |
682.0 |
23.5% |
56.8 |
2.0% |
100% |
True |
False |
732,658 |
| 120 |
2,907.0 |
1,918.0 |
989.0 |
34.1% |
59.0 |
2.0% |
100% |
True |
False |
610,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.0 |
|
2.618 |
2,980.3 |
|
1.618 |
2,952.3 |
|
1.000 |
2,935.0 |
|
0.618 |
2,924.3 |
|
HIGH |
2,907.0 |
|
0.618 |
2,896.3 |
|
0.500 |
2,893.0 |
|
0.382 |
2,889.7 |
|
LOW |
2,879.0 |
|
0.618 |
2,861.7 |
|
1.000 |
2,851.0 |
|
1.618 |
2,833.7 |
|
2.618 |
2,805.7 |
|
4.250 |
2,760.0 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.3 |
2,895.8 |
| PP |
2,896.7 |
2,887.7 |
| S1 |
2,893.0 |
2,879.5 |
|