| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,760.0 |
2,816.0 |
56.0 |
2.0% |
2,772.0 |
| High |
2,813.0 |
2,828.0 |
15.0 |
0.5% |
2,780.0 |
| Low |
2,757.0 |
2,779.0 |
22.0 |
0.8% |
2,660.0 |
| Close |
2,803.0 |
2,803.0 |
0.0 |
0.0% |
2,718.0 |
| Range |
56.0 |
49.0 |
-7.0 |
-12.5% |
120.0 |
| ATR |
56.8 |
56.2 |
-0.6 |
-1.0% |
0.0 |
| Volume |
158,457 |
89,361 |
-69,096 |
-43.6% |
104,539 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.3 |
2,925.7 |
2,830.0 |
|
| R3 |
2,901.3 |
2,876.7 |
2,816.5 |
|
| R2 |
2,852.3 |
2,852.3 |
2,812.0 |
|
| R1 |
2,827.7 |
2,827.7 |
2,807.5 |
2,815.5 |
| PP |
2,803.3 |
2,803.3 |
2,803.3 |
2,797.3 |
| S1 |
2,778.7 |
2,778.7 |
2,798.5 |
2,766.5 |
| S2 |
2,754.3 |
2,754.3 |
2,794.0 |
|
| S3 |
2,705.3 |
2,729.7 |
2,789.5 |
|
| S4 |
2,656.3 |
2,680.7 |
2,776.1 |
|
|
| 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 |
2,828.0 |
2,673.0 |
155.0 |
5.5% |
45.6 |
1.6% |
84% |
True |
False |
74,059 |
| 10 |
2,828.0 |
2,660.0 |
168.0 |
6.0% |
47.1 |
1.7% |
85% |
True |
False |
45,743 |
| 20 |
2,828.0 |
2,570.0 |
258.0 |
9.2% |
50.6 |
1.8% |
90% |
True |
False |
24,769 |
| 40 |
2,828.0 |
2,424.0 |
404.0 |
14.4% |
50.9 |
1.8% |
94% |
True |
False |
13,090 |
| 60 |
2,828.0 |
2,241.0 |
587.0 |
20.9% |
52.4 |
1.9% |
96% |
True |
False |
10,291 |
| 80 |
2,828.0 |
2,241.0 |
587.0 |
20.9% |
51.9 |
1.9% |
96% |
True |
False |
10,307 |
| 100 |
2,828.0 |
2,134.0 |
694.0 |
24.8% |
52.7 |
1.9% |
96% |
True |
False |
8,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,036.3 |
|
2.618 |
2,956.3 |
|
1.618 |
2,907.3 |
|
1.000 |
2,877.0 |
|
0.618 |
2,858.3 |
|
HIGH |
2,828.0 |
|
0.618 |
2,809.3 |
|
0.500 |
2,803.5 |
|
0.382 |
2,797.7 |
|
LOW |
2,779.0 |
|
0.618 |
2,748.7 |
|
1.000 |
2,730.0 |
|
1.618 |
2,699.7 |
|
2.618 |
2,650.7 |
|
4.250 |
2,570.8 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,803.5 |
2,799.5 |
| PP |
2,803.3 |
2,796.0 |
| S1 |
2,803.2 |
2,792.5 |
|