| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,888.0 |
2,882.0 |
-6.0 |
-0.2% |
2,876.0 |
| High |
2,906.0 |
2,897.0 |
-9.0 |
-0.3% |
2,898.0 |
| Low |
2,866.0 |
2,832.0 |
-34.0 |
-1.2% |
2,804.0 |
| Close |
2,880.0 |
2,857.0 |
-23.0 |
-0.8% |
2,823.0 |
| Range |
40.0 |
65.0 |
25.0 |
62.5% |
94.0 |
| ATR |
53.3 |
54.1 |
0.8 |
1.6% |
0.0 |
| Volume |
1,051,154 |
1,350,411 |
299,257 |
28.5% |
5,347,438 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.0 |
3,022.0 |
2,892.8 |
|
| R3 |
2,992.0 |
2,957.0 |
2,874.9 |
|
| R2 |
2,927.0 |
2,927.0 |
2,868.9 |
|
| R1 |
2,892.0 |
2,892.0 |
2,863.0 |
2,877.0 |
| PP |
2,862.0 |
2,862.0 |
2,862.0 |
2,854.5 |
| S1 |
2,827.0 |
2,827.0 |
2,851.0 |
2,812.0 |
| S2 |
2,797.0 |
2,797.0 |
2,845.1 |
|
| S3 |
2,732.0 |
2,762.0 |
2,839.1 |
|
| S4 |
2,667.0 |
2,697.0 |
2,821.3 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.7 |
3,067.3 |
2,874.7 |
|
| R3 |
3,029.7 |
2,973.3 |
2,848.9 |
|
| R2 |
2,935.7 |
2,935.7 |
2,840.2 |
|
| R1 |
2,879.3 |
2,879.3 |
2,831.6 |
2,860.5 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,832.3 |
| S1 |
2,785.3 |
2,785.3 |
2,814.4 |
2,766.5 |
| S2 |
2,747.7 |
2,747.7 |
2,805.8 |
|
| S3 |
2,653.7 |
2,691.3 |
2,797.2 |
|
| S4 |
2,559.7 |
2,597.3 |
2,771.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,906.0 |
2,792.0 |
114.0 |
4.0% |
65.6 |
2.3% |
57% |
False |
False |
1,268,192 |
| 10 |
2,906.0 |
2,792.0 |
114.0 |
4.0% |
51.4 |
1.8% |
57% |
False |
False |
1,150,874 |
| 20 |
2,906.0 |
2,660.0 |
246.0 |
8.6% |
48.1 |
1.7% |
80% |
False |
False |
730,632 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
11.8% |
51.2 |
1.8% |
85% |
False |
False |
368,236 |
| 60 |
2,906.0 |
2,241.0 |
665.0 |
23.3% |
51.0 |
1.8% |
93% |
False |
False |
245,899 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.3% |
51.9 |
1.8% |
93% |
False |
False |
187,156 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.3% |
52.0 |
1.8% |
93% |
False |
False |
150,664 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
28.4% |
52.5 |
1.8% |
94% |
False |
False |
125,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.3 |
|
2.618 |
3,067.2 |
|
1.618 |
3,002.2 |
|
1.000 |
2,962.0 |
|
0.618 |
2,937.2 |
|
HIGH |
2,897.0 |
|
0.618 |
2,872.2 |
|
0.500 |
2,864.5 |
|
0.382 |
2,856.8 |
|
LOW |
2,832.0 |
|
0.618 |
2,791.8 |
|
1.000 |
2,767.0 |
|
1.618 |
2,726.8 |
|
2.618 |
2,661.8 |
|
4.250 |
2,555.8 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.5 |
2,854.3 |
| PP |
2,862.0 |
2,851.7 |
| S1 |
2,859.5 |
2,849.0 |
|