| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,784.0 |
2,818.0 |
34.0 |
1.2% |
2,772.0 |
| High |
2,829.0 |
2,844.0 |
15.0 |
0.5% |
2,833.0 |
| Low |
2,770.0 |
2,802.0 |
32.0 |
1.2% |
2,757.0 |
| Close |
2,814.0 |
2,824.0 |
10.0 |
0.4% |
2,816.0 |
| Range |
59.0 |
42.0 |
-17.0 |
-28.8% |
76.0 |
| ATR |
54.7 |
53.8 |
-0.9 |
-1.7% |
0.0 |
| Volume |
637,660 |
871,320 |
233,660 |
36.6% |
577,869 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,928.7 |
2,847.1 |
|
| R3 |
2,907.3 |
2,886.7 |
2,835.6 |
|
| R2 |
2,865.3 |
2,865.3 |
2,831.7 |
|
| R1 |
2,844.7 |
2,844.7 |
2,827.9 |
2,855.0 |
| PP |
2,823.3 |
2,823.3 |
2,823.3 |
2,828.5 |
| S1 |
2,802.7 |
2,802.7 |
2,820.2 |
2,813.0 |
| S2 |
2,781.3 |
2,781.3 |
2,816.3 |
|
| S3 |
2,739.3 |
2,760.7 |
2,812.5 |
|
| S4 |
2,697.3 |
2,718.7 |
2,800.9 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.0 |
2,999.0 |
2,857.8 |
|
| R3 |
2,954.0 |
2,923.0 |
2,836.9 |
|
| R2 |
2,878.0 |
2,878.0 |
2,829.9 |
|
| R1 |
2,847.0 |
2,847.0 |
2,823.0 |
2,862.5 |
| PP |
2,802.0 |
2,802.0 |
2,802.0 |
2,809.8 |
| S1 |
2,771.0 |
2,771.0 |
2,809.0 |
2,786.5 |
| S2 |
2,726.0 |
2,726.0 |
2,802.1 |
|
| S3 |
2,650.0 |
2,695.0 |
2,795.1 |
|
| S4 |
2,574.0 |
2,619.0 |
2,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,844.0 |
2,757.0 |
87.0 |
3.1% |
47.4 |
1.7% |
77% |
True |
False |
403,128 |
| 10 |
2,844.0 |
2,660.0 |
184.0 |
6.5% |
49.6 |
1.8% |
89% |
True |
False |
218,921 |
| 20 |
2,844.0 |
2,570.0 |
274.0 |
9.7% |
47.8 |
1.7% |
93% |
True |
False |
112,758 |
| 40 |
2,844.0 |
2,485.0 |
359.0 |
12.7% |
51.4 |
1.8% |
94% |
True |
False |
57,250 |
| 60 |
2,844.0 |
2,241.0 |
603.0 |
21.4% |
51.8 |
1.8% |
97% |
True |
False |
38,628 |
| 80 |
2,844.0 |
2,241.0 |
603.0 |
21.4% |
52.0 |
1.8% |
97% |
True |
False |
32,309 |
| 100 |
2,844.0 |
2,176.0 |
668.0 |
23.7% |
52.4 |
1.9% |
97% |
True |
False |
26,370 |
| 120 |
2,844.0 |
1,915.0 |
929.0 |
32.9% |
53.0 |
1.9% |
98% |
True |
False |
22,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.5 |
|
2.618 |
2,954.0 |
|
1.618 |
2,912.0 |
|
1.000 |
2,886.0 |
|
0.618 |
2,870.0 |
|
HIGH |
2,844.0 |
|
0.618 |
2,828.0 |
|
0.500 |
2,823.0 |
|
0.382 |
2,818.0 |
|
LOW |
2,802.0 |
|
0.618 |
2,776.0 |
|
1.000 |
2,760.0 |
|
1.618 |
2,734.0 |
|
2.618 |
2,692.0 |
|
4.250 |
2,623.5 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.7 |
2,818.3 |
| PP |
2,823.3 |
2,812.7 |
| S1 |
2,823.0 |
2,807.0 |
|