| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,882.0 |
2,859.0 |
-23.0 |
-0.8% |
2,876.0 |
| High |
2,897.0 |
2,879.0 |
-18.0 |
-0.6% |
2,898.0 |
| Low |
2,832.0 |
2,781.0 |
-51.0 |
-1.8% |
2,804.0 |
| Close |
2,857.0 |
2,800.0 |
-57.0 |
-2.0% |
2,823.0 |
| Range |
65.0 |
98.0 |
33.0 |
50.8% |
94.0 |
| ATR |
54.1 |
57.2 |
3.1 |
5.8% |
0.0 |
| Volume |
1,350,411 |
1,489,451 |
139,040 |
10.3% |
5,347,438 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,114.0 |
3,055.0 |
2,853.9 |
|
| R3 |
3,016.0 |
2,957.0 |
2,827.0 |
|
| R2 |
2,918.0 |
2,918.0 |
2,818.0 |
|
| R1 |
2,859.0 |
2,859.0 |
2,809.0 |
2,839.5 |
| PP |
2,820.0 |
2,820.0 |
2,820.0 |
2,810.3 |
| S1 |
2,761.0 |
2,761.0 |
2,791.0 |
2,741.5 |
| S2 |
2,722.0 |
2,722.0 |
2,782.0 |
|
| S3 |
2,624.0 |
2,663.0 |
2,773.1 |
|
| S4 |
2,526.0 |
2,565.0 |
2,746.1 |
|
|
| 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 |
2,781.0 |
125.0 |
4.5% |
68.2 |
2.4% |
15% |
False |
True |
1,243,081 |
| 10 |
2,906.0 |
2,781.0 |
125.0 |
4.5% |
58.1 |
2.1% |
15% |
False |
True |
1,172,914 |
| 20 |
2,906.0 |
2,673.0 |
233.0 |
8.3% |
50.9 |
1.8% |
55% |
False |
False |
804,211 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
12.0% |
52.2 |
1.9% |
68% |
False |
False |
405,469 |
| 60 |
2,906.0 |
2,241.0 |
665.0 |
23.8% |
51.9 |
1.9% |
84% |
False |
False |
270,715 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.8% |
52.4 |
1.9% |
84% |
False |
False |
205,610 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.8% |
52.0 |
1.9% |
84% |
False |
False |
165,538 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
28.9% |
52.9 |
1.9% |
87% |
False |
False |
138,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,295.5 |
|
2.618 |
3,135.6 |
|
1.618 |
3,037.6 |
|
1.000 |
2,977.0 |
|
0.618 |
2,939.6 |
|
HIGH |
2,879.0 |
|
0.618 |
2,841.6 |
|
0.500 |
2,830.0 |
|
0.382 |
2,818.4 |
|
LOW |
2,781.0 |
|
0.618 |
2,720.4 |
|
1.000 |
2,683.0 |
|
1.618 |
2,622.4 |
|
2.618 |
2,524.4 |
|
4.250 |
2,364.5 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.0 |
2,843.5 |
| PP |
2,820.0 |
2,829.0 |
| S1 |
2,810.0 |
2,814.5 |
|