| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,014.5 |
1,007.4 |
-7.1 |
-0.7% |
1,005.9 |
| High |
1,018.5 |
1,007.4 |
-11.1 |
-1.1% |
1,024.7 |
| Low |
1,006.7 |
995.6 |
-11.1 |
-1.1% |
992.6 |
| Close |
1,009.4 |
1,003.9 |
-5.5 |
-0.5% |
1,009.4 |
| Range |
11.8 |
11.8 |
0.0 |
0.0% |
32.1 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.8% |
0.0 |
| Volume |
3,843 |
4,912 |
1,069 |
27.8% |
27,410 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,037.7 |
1,032.6 |
1,010.4 |
|
| R3 |
1,025.9 |
1,020.8 |
1,007.1 |
|
| R2 |
1,014.1 |
1,014.1 |
1,006.1 |
|
| R1 |
1,009.0 |
1,009.0 |
1,005.0 |
1,005.7 |
| PP |
1,002.3 |
1,002.3 |
1,002.3 |
1,000.6 |
| S1 |
997.2 |
997.2 |
1,002.8 |
993.9 |
| S2 |
990.5 |
990.5 |
1,001.7 |
|
| S3 |
978.7 |
985.4 |
1,000.7 |
|
| S4 |
966.9 |
973.6 |
997.4 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,105.2 |
1,089.4 |
1,027.1 |
|
| R3 |
1,073.1 |
1,057.3 |
1,018.2 |
|
| R2 |
1,041.0 |
1,041.0 |
1,015.3 |
|
| R1 |
1,025.2 |
1,025.2 |
1,012.3 |
1,033.1 |
| PP |
1,008.9 |
1,008.9 |
1,008.9 |
1,012.9 |
| S1 |
993.1 |
993.1 |
1,006.5 |
1,001.0 |
| S2 |
976.8 |
976.8 |
1,003.5 |
|
| S3 |
944.7 |
961.0 |
1,000.6 |
|
| S4 |
912.6 |
928.9 |
991.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,024.7 |
992.6 |
32.1 |
3.2% |
14.3 |
1.4% |
35% |
False |
False |
4,944 |
| 10 |
1,024.7 |
982.2 |
42.5 |
4.2% |
15.3 |
1.5% |
51% |
False |
False |
5,566 |
| 20 |
1,024.7 |
934.7 |
90.0 |
9.0% |
15.6 |
1.6% |
77% |
False |
False |
4,765 |
| 40 |
1,024.7 |
926.5 |
98.2 |
9.8% |
15.0 |
1.5% |
79% |
False |
False |
5,583 |
| 60 |
1,024.7 |
906.4 |
118.3 |
11.8% |
14.1 |
1.4% |
82% |
False |
False |
4,599 |
| 80 |
1,024.7 |
906.4 |
118.3 |
11.8% |
14.7 |
1.5% |
82% |
False |
False |
3,813 |
| 100 |
1,024.7 |
885.0 |
139.7 |
13.9% |
14.4 |
1.4% |
85% |
False |
False |
3,281 |
| 120 |
1,024.7 |
870.0 |
154.7 |
15.4% |
14.2 |
1.4% |
87% |
False |
False |
2,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,057.6 |
|
2.618 |
1,038.3 |
|
1.618 |
1,026.5 |
|
1.000 |
1,019.2 |
|
0.618 |
1,014.7 |
|
HIGH |
1,007.4 |
|
0.618 |
1,002.9 |
|
0.500 |
1,001.5 |
|
0.382 |
1,000.1 |
|
LOW |
995.6 |
|
0.618 |
988.3 |
|
1.000 |
983.8 |
|
1.618 |
976.5 |
|
2.618 |
964.7 |
|
4.250 |
945.5 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,003.1 |
1,010.2 |
| PP |
1,002.3 |
1,008.1 |
| S1 |
1,001.5 |
1,006.0 |
|