| 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 |
1,681.50 |
1,688.50 |
7.00 |
0.4% |
1,633.00 |
| High |
1,691.75 |
1,702.00 |
10.25 |
0.6% |
1,689.00 |
| Low |
1,665.25 |
1,679.75 |
14.50 |
0.9% |
1,631.75 |
| Close |
1,688.00 |
1,695.00 |
7.00 |
0.4% |
1,683.50 |
| Range |
26.50 |
22.25 |
-4.25 |
-16.0% |
57.25 |
| ATR |
29.09 |
28.60 |
-0.49 |
-1.7% |
0.00 |
| Volume |
287,428 |
245,248 |
-42,180 |
-14.7% |
271,759 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,759.00 |
1,749.25 |
1,707.25 |
|
| R3 |
1,736.75 |
1,727.00 |
1,701.00 |
|
| R2 |
1,714.50 |
1,714.50 |
1,699.00 |
|
| R1 |
1,704.75 |
1,704.75 |
1,697.00 |
1,709.50 |
| PP |
1,692.25 |
1,692.25 |
1,692.25 |
1,694.75 |
| S1 |
1,682.50 |
1,682.50 |
1,693.00 |
1,687.50 |
| S2 |
1,670.00 |
1,670.00 |
1,691.00 |
|
| S3 |
1,647.75 |
1,660.25 |
1,689.00 |
|
| S4 |
1,625.50 |
1,638.00 |
1,682.75 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,839.75 |
1,819.00 |
1,715.00 |
|
| R3 |
1,782.50 |
1,761.75 |
1,699.25 |
|
| R2 |
1,725.25 |
1,725.25 |
1,694.00 |
|
| R1 |
1,704.50 |
1,704.50 |
1,688.75 |
1,715.00 |
| PP |
1,668.00 |
1,668.00 |
1,668.00 |
1,673.25 |
| S1 |
1,647.25 |
1,647.25 |
1,678.25 |
1,657.50 |
| S2 |
1,610.75 |
1,610.75 |
1,673.00 |
|
| S3 |
1,553.50 |
1,590.00 |
1,667.75 |
|
| S4 |
1,496.25 |
1,532.75 |
1,652.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,702.00 |
1,643.25 |
58.75 |
3.5% |
24.25 |
1.4% |
88% |
True |
False |
160,541 |
| 10 |
1,702.00 |
1,582.50 |
119.50 |
7.1% |
28.25 |
1.7% |
94% |
True |
False |
81,128 |
| 20 |
1,702.00 |
1,562.75 |
139.25 |
8.2% |
28.75 |
1.7% |
95% |
True |
False |
41,179 |
| 40 |
1,702.00 |
1,527.00 |
175.00 |
10.3% |
29.25 |
1.7% |
96% |
True |
False |
20,745 |
| 60 |
1,702.00 |
1,391.25 |
310.75 |
18.3% |
27.75 |
1.6% |
98% |
True |
False |
13,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,796.50 |
|
2.618 |
1,760.25 |
|
1.618 |
1,738.00 |
|
1.000 |
1,724.25 |
|
0.618 |
1,715.75 |
|
HIGH |
1,702.00 |
|
0.618 |
1,693.50 |
|
0.500 |
1,691.00 |
|
0.382 |
1,688.25 |
|
LOW |
1,679.75 |
|
0.618 |
1,666.00 |
|
1.000 |
1,657.50 |
|
1.618 |
1,643.75 |
|
2.618 |
1,621.50 |
|
4.250 |
1,585.25 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,693.50 |
1,691.25 |
| PP |
1,692.25 |
1,687.50 |
| S1 |
1,691.00 |
1,683.50 |
|