| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,872.0 |
2,876.0 |
4.0 |
0.1% |
2,784.0 |
| High |
2,899.0 |
2,879.0 |
-20.0 |
-0.7% |
2,899.0 |
| Low |
2,862.0 |
2,835.0 |
-27.0 |
-0.9% |
2,770.0 |
| Close |
2,878.0 |
2,860.0 |
-18.0 |
-0.6% |
2,878.0 |
| Range |
37.0 |
44.0 |
7.0 |
18.9% |
129.0 |
| ATR |
51.4 |
50.9 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,301,459 |
915,001 |
-386,458 |
-29.7% |
5,027,393 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.0 |
2,969.0 |
2,884.2 |
|
| R3 |
2,946.0 |
2,925.0 |
2,872.1 |
|
| R2 |
2,902.0 |
2,902.0 |
2,868.1 |
|
| R1 |
2,881.0 |
2,881.0 |
2,864.0 |
2,869.5 |
| PP |
2,858.0 |
2,858.0 |
2,858.0 |
2,852.3 |
| S1 |
2,837.0 |
2,837.0 |
2,856.0 |
2,825.5 |
| S2 |
2,814.0 |
2,814.0 |
2,851.9 |
|
| S3 |
2,770.0 |
2,793.0 |
2,847.9 |
|
| S4 |
2,726.0 |
2,749.0 |
2,835.8 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.0 |
3,186.0 |
2,949.0 |
|
| R3 |
3,107.0 |
3,057.0 |
2,913.5 |
|
| R2 |
2,978.0 |
2,978.0 |
2,901.7 |
|
| R1 |
2,928.0 |
2,928.0 |
2,889.8 |
2,953.0 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,861.5 |
| S1 |
2,799.0 |
2,799.0 |
2,866.2 |
2,824.0 |
| S2 |
2,720.0 |
2,720.0 |
2,854.4 |
|
| S3 |
2,591.0 |
2,670.0 |
2,842.5 |
|
| S4 |
2,462.0 |
2,541.0 |
2,807.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,802.0 |
97.0 |
3.4% |
40.0 |
1.4% |
60% |
False |
False |
1,060,946 |
| 10 |
2,899.0 |
2,757.0 |
142.0 |
5.0% |
42.4 |
1.5% |
73% |
False |
False |
652,026 |
| 20 |
2,899.0 |
2,660.0 |
239.0 |
8.4% |
44.4 |
1.6% |
84% |
False |
False |
333,343 |
| 40 |
2,899.0 |
2,540.0 |
359.0 |
12.6% |
50.2 |
1.8% |
89% |
False |
False |
167,861 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
23.0% |
50.6 |
1.8% |
94% |
False |
False |
112,247 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
23.0% |
50.7 |
1.8% |
94% |
False |
False |
87,432 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
23.0% |
51.9 |
1.8% |
94% |
False |
False |
70,670 |
| 120 |
2,899.0 |
1,930.0 |
969.0 |
33.9% |
52.8 |
1.8% |
96% |
False |
False |
59,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,066.0 |
|
2.618 |
2,994.2 |
|
1.618 |
2,950.2 |
|
1.000 |
2,923.0 |
|
0.618 |
2,906.2 |
|
HIGH |
2,879.0 |
|
0.618 |
2,862.2 |
|
0.500 |
2,857.0 |
|
0.382 |
2,851.8 |
|
LOW |
2,835.0 |
|
0.618 |
2,807.8 |
|
1.000 |
2,791.0 |
|
1.618 |
2,763.8 |
|
2.618 |
2,719.8 |
|
4.250 |
2,648.0 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,859.0 |
2,867.0 |
| PP |
2,858.0 |
2,864.7 |
| S1 |
2,857.0 |
2,862.3 |
|