| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,845.0 |
2,887.0 |
42.0 |
1.5% |
2,772.0 |
| High |
2,883.0 |
2,888.0 |
5.0 |
0.2% |
2,833.0 |
| Low |
2,837.0 |
2,857.0 |
20.0 |
0.7% |
2,757.0 |
| Close |
2,863.0 |
2,882.0 |
19.0 |
0.7% |
2,816.0 |
| Range |
46.0 |
31.0 |
-15.0 |
-32.6% |
76.0 |
| ATR |
54.2 |
52.5 |
-1.7 |
-3.1% |
0.0 |
| Volume |
947,905 |
1,269,049 |
321,144 |
33.9% |
577,869 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.7 |
2,956.3 |
2,899.1 |
|
| R3 |
2,937.7 |
2,925.3 |
2,890.5 |
|
| R2 |
2,906.7 |
2,906.7 |
2,887.7 |
|
| R1 |
2,894.3 |
2,894.3 |
2,884.8 |
2,885.0 |
| PP |
2,875.7 |
2,875.7 |
2,875.7 |
2,871.0 |
| S1 |
2,863.3 |
2,863.3 |
2,879.2 |
2,854.0 |
| S2 |
2,844.7 |
2,844.7 |
2,876.3 |
|
| S3 |
2,813.7 |
2,832.3 |
2,873.5 |
|
| S4 |
2,782.7 |
2,801.3 |
2,865.0 |
|
|
| 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 |
2,888.0 |
2,770.0 |
118.0 |
4.1% |
41.8 |
1.5% |
95% |
True |
False |
796,955 |
| 10 |
2,888.0 |
2,673.0 |
215.0 |
7.5% |
43.7 |
1.5% |
97% |
True |
False |
435,507 |
| 20 |
2,888.0 |
2,626.0 |
262.0 |
9.1% |
47.0 |
1.6% |
98% |
True |
False |
223,475 |
| 40 |
2,888.0 |
2,505.0 |
383.0 |
13.3% |
51.2 |
1.8% |
98% |
True |
False |
112,667 |
| 60 |
2,888.0 |
2,241.0 |
647.0 |
22.4% |
51.3 |
1.8% |
99% |
True |
False |
75,570 |
| 80 |
2,888.0 |
2,241.0 |
647.0 |
22.4% |
51.2 |
1.8% |
99% |
True |
False |
59,842 |
| 100 |
2,888.0 |
2,221.0 |
667.0 |
23.1% |
52.1 |
1.8% |
99% |
True |
False |
48,526 |
| 120 |
2,888.0 |
1,915.0 |
973.0 |
33.8% |
53.1 |
1.8% |
99% |
True |
False |
40,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,019.8 |
|
2.618 |
2,969.2 |
|
1.618 |
2,938.2 |
|
1.000 |
2,919.0 |
|
0.618 |
2,907.2 |
|
HIGH |
2,888.0 |
|
0.618 |
2,876.2 |
|
0.500 |
2,872.5 |
|
0.382 |
2,868.8 |
|
LOW |
2,857.0 |
|
0.618 |
2,837.8 |
|
1.000 |
2,826.0 |
|
1.618 |
2,806.8 |
|
2.618 |
2,775.8 |
|
4.250 |
2,725.3 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.8 |
2,869.7 |
| PP |
2,875.7 |
2,857.3 |
| S1 |
2,872.5 |
2,845.0 |
|