| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,004.5 |
1,015.2 |
10.7 |
1.1% |
1,005.9 |
| High |
1,020.5 |
1,019.0 |
-1.5 |
-0.1% |
1,024.7 |
| Low |
1,004.5 |
1,006.1 |
1.6 |
0.2% |
992.6 |
| Close |
1,014.4 |
1,013.1 |
-1.3 |
-0.1% |
1,009.4 |
| Range |
16.0 |
12.9 |
-3.1 |
-19.4% |
32.1 |
| ATR |
15.4 |
15.3 |
-0.2 |
-1.2% |
0.0 |
| Volume |
2,968 |
5,439 |
2,471 |
83.3% |
27,410 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,051.4 |
1,045.2 |
1,020.2 |
|
| R3 |
1,038.5 |
1,032.3 |
1,016.6 |
|
| R2 |
1,025.6 |
1,025.6 |
1,015.5 |
|
| R1 |
1,019.4 |
1,019.4 |
1,014.3 |
1,016.1 |
| PP |
1,012.7 |
1,012.7 |
1,012.7 |
1,011.1 |
| S1 |
1,006.5 |
1,006.5 |
1,011.9 |
1,003.2 |
| S2 |
999.8 |
999.8 |
1,010.7 |
|
| S3 |
986.9 |
993.6 |
1,009.6 |
|
| S4 |
974.0 |
980.7 |
1,006.0 |
|
|
| 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 |
995.6 |
29.1 |
2.9% |
13.4 |
1.3% |
60% |
False |
False |
4,484 |
| 10 |
1,024.7 |
982.2 |
42.5 |
4.2% |
15.0 |
1.5% |
73% |
False |
False |
5,186 |
| 20 |
1,024.7 |
940.0 |
84.7 |
8.4% |
15.4 |
1.5% |
86% |
False |
False |
4,766 |
| 40 |
1,024.7 |
926.5 |
98.2 |
9.7% |
14.9 |
1.5% |
88% |
False |
False |
5,598 |
| 60 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.2 |
1.4% |
90% |
False |
False |
4,677 |
| 80 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.6 |
1.4% |
90% |
False |
False |
3,894 |
| 100 |
1,024.7 |
890.0 |
134.7 |
13.3% |
14.4 |
1.4% |
91% |
False |
False |
3,359 |
| 120 |
1,024.7 |
870.0 |
154.7 |
15.3% |
14.0 |
1.4% |
93% |
False |
False |
2,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,073.8 |
|
2.618 |
1,052.8 |
|
1.618 |
1,039.9 |
|
1.000 |
1,031.9 |
|
0.618 |
1,027.0 |
|
HIGH |
1,019.0 |
|
0.618 |
1,014.1 |
|
0.500 |
1,012.6 |
|
0.382 |
1,011.0 |
|
LOW |
1,006.1 |
|
0.618 |
998.1 |
|
1.000 |
993.2 |
|
1.618 |
985.2 |
|
2.618 |
972.3 |
|
4.250 |
951.3 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,012.9 |
1,011.4 |
| PP |
1,012.7 |
1,009.7 |
| S1 |
1,012.6 |
1,008.1 |
|