| 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 |
1,018.3 |
1,014.5 |
-3.8 |
-0.4% |
1,007.7 |
| High |
1,025.8 |
1,019.5 |
-6.3 |
-0.6% |
1,025.8 |
| Low |
1,010.6 |
1,007.4 |
-3.2 |
-0.3% |
993.0 |
| Close |
1,013.5 |
1,010.3 |
-3.2 |
-0.3% |
1,010.3 |
| Range |
15.2 |
12.1 |
-3.1 |
-20.4% |
32.8 |
| ATR |
16.1 |
15.9 |
-0.3 |
-1.8% |
0.0 |
| Volume |
115,086 |
111,116 |
-3,970 |
-3.4% |
563,206 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,048.7 |
1,041.6 |
1,017.0 |
|
| R3 |
1,036.6 |
1,029.5 |
1,013.6 |
|
| R2 |
1,024.5 |
1,024.5 |
1,012.5 |
|
| R1 |
1,017.4 |
1,017.4 |
1,011.4 |
1,014.9 |
| PP |
1,012.4 |
1,012.4 |
1,012.4 |
1,011.2 |
| S1 |
1,005.3 |
1,005.3 |
1,009.2 |
1,002.8 |
| S2 |
1,000.3 |
1,000.3 |
1,008.1 |
|
| S3 |
988.2 |
993.2 |
1,007.0 |
|
| S4 |
976.1 |
981.1 |
1,003.6 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.1 |
1,092.0 |
1,028.3 |
|
| R3 |
1,075.3 |
1,059.2 |
1,019.3 |
|
| R2 |
1,042.5 |
1,042.5 |
1,016.3 |
|
| R1 |
1,026.4 |
1,026.4 |
1,013.3 |
1,034.5 |
| PP |
1,009.7 |
1,009.7 |
1,009.7 |
1,013.7 |
| S1 |
993.6 |
993.6 |
1,007.3 |
1,001.7 |
| S2 |
976.9 |
976.9 |
1,004.3 |
|
| S3 |
944.1 |
960.8 |
1,001.3 |
|
| S4 |
911.3 |
928.0 |
992.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,025.8 |
993.0 |
32.8 |
3.2% |
15.5 |
1.5% |
53% |
False |
False |
112,641 |
| 10 |
1,025.8 |
983.2 |
42.6 |
4.2% |
15.7 |
1.6% |
64% |
False |
False |
126,522 |
| 20 |
1,025.8 |
935.7 |
90.1 |
8.9% |
16.6 |
1.6% |
83% |
False |
False |
104,671 |
| 40 |
1,025.8 |
927.6 |
98.2 |
9.7% |
15.2 |
1.5% |
84% |
False |
False |
89,532 |
| 60 |
1,025.8 |
907.6 |
118.2 |
11.7% |
14.4 |
1.4% |
87% |
False |
False |
63,420 |
| 80 |
1,025.8 |
907.6 |
118.2 |
11.7% |
15.3 |
1.5% |
87% |
False |
False |
48,462 |
| 100 |
1,025.8 |
884.6 |
141.2 |
14.0% |
15.1 |
1.5% |
89% |
False |
False |
39,454 |
| 120 |
1,025.8 |
869.5 |
156.3 |
15.5% |
15.3 |
1.5% |
90% |
False |
False |
33,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,070.9 |
|
2.618 |
1,051.2 |
|
1.618 |
1,039.1 |
|
1.000 |
1,031.6 |
|
0.618 |
1,027.0 |
|
HIGH |
1,019.5 |
|
0.618 |
1,014.9 |
|
0.500 |
1,013.5 |
|
0.382 |
1,012.0 |
|
LOW |
1,007.4 |
|
0.618 |
999.9 |
|
1.000 |
995.3 |
|
1.618 |
987.8 |
|
2.618 |
975.7 |
|
4.250 |
956.0 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,013.5 |
1,016.6 |
| PP |
1,012.4 |
1,014.5 |
| S1 |
1,011.4 |
1,012.4 |
|