| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,772.0 |
2,760.0 |
-12.0 |
-0.4% |
2,772.0 |
| High |
2,788.0 |
2,813.0 |
25.0 |
0.9% |
2,780.0 |
| Low |
2,759.0 |
2,757.0 |
-2.0 |
-0.1% |
2,660.0 |
| Close |
2,771.0 |
2,803.0 |
32.0 |
1.2% |
2,718.0 |
| Range |
29.0 |
56.0 |
27.0 |
93.1% |
120.0 |
| ATR |
56.8 |
56.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
71,208 |
158,457 |
87,249 |
122.5% |
104,539 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.0 |
2,937.0 |
2,833.8 |
|
| R3 |
2,903.0 |
2,881.0 |
2,818.4 |
|
| R2 |
2,847.0 |
2,847.0 |
2,813.3 |
|
| R1 |
2,825.0 |
2,825.0 |
2,808.1 |
2,836.0 |
| PP |
2,791.0 |
2,791.0 |
2,791.0 |
2,796.5 |
| S1 |
2,769.0 |
2,769.0 |
2,797.9 |
2,780.0 |
| S2 |
2,735.0 |
2,735.0 |
2,792.7 |
|
| S3 |
2,679.0 |
2,713.0 |
2,787.6 |
|
| S4 |
2,623.0 |
2,657.0 |
2,772.2 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.3 |
3,018.7 |
2,784.0 |
|
| R3 |
2,959.3 |
2,898.7 |
2,751.0 |
|
| R2 |
2,839.3 |
2,839.3 |
2,740.0 |
|
| R1 |
2,778.7 |
2,778.7 |
2,729.0 |
2,749.0 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,704.5 |
| S1 |
2,658.7 |
2,658.7 |
2,707.0 |
2,629.0 |
| S2 |
2,599.3 |
2,599.3 |
2,696.0 |
|
| S3 |
2,479.3 |
2,538.7 |
2,685.0 |
|
| S4 |
2,359.3 |
2,418.7 |
2,652.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,813.0 |
2,660.0 |
153.0 |
5.5% |
44.0 |
1.6% |
93% |
True |
False |
59,763 |
| 10 |
2,816.0 |
2,660.0 |
156.0 |
5.6% |
45.2 |
1.6% |
92% |
False |
False |
36,947 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
8.8% |
51.8 |
1.8% |
95% |
False |
False |
20,431 |
| 40 |
2,816.0 |
2,373.0 |
443.0 |
15.8% |
51.5 |
1.8% |
97% |
False |
False |
10,869 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
20.5% |
52.5 |
1.9% |
98% |
False |
False |
9,543 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
20.5% |
52.0 |
1.9% |
98% |
False |
False |
9,318 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
25.7% |
53.0 |
1.9% |
98% |
False |
False |
7,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.0 |
|
2.618 |
2,959.6 |
|
1.618 |
2,903.6 |
|
1.000 |
2,869.0 |
|
0.618 |
2,847.6 |
|
HIGH |
2,813.0 |
|
0.618 |
2,791.6 |
|
0.500 |
2,785.0 |
|
0.382 |
2,778.4 |
|
LOW |
2,757.0 |
|
0.618 |
2,722.4 |
|
1.000 |
2,701.0 |
|
1.618 |
2,666.4 |
|
2.618 |
2,610.4 |
|
4.250 |
2,519.0 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.0 |
2,786.7 |
| PP |
2,791.0 |
2,770.3 |
| S1 |
2,785.0 |
2,754.0 |
|