| 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 |
1,694.50 |
1,717.50 |
23.00 |
1.4% |
1,633.00 |
| High |
1,723.50 |
1,730.50 |
7.00 |
0.4% |
1,689.00 |
| Low |
1,693.00 |
1,712.25 |
19.25 |
1.1% |
1,631.75 |
| Close |
1,717.75 |
1,720.00 |
2.25 |
0.1% |
1,683.50 |
| Range |
30.50 |
18.25 |
-12.25 |
-40.2% |
57.25 |
| ATR |
28.74 |
27.99 |
-0.75 |
-2.6% |
0.00 |
| Volume |
328,788 |
326,862 |
-1,926 |
-0.6% |
271,759 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,775.75 |
1,766.00 |
1,730.00 |
|
| R3 |
1,757.50 |
1,747.75 |
1,725.00 |
|
| R2 |
1,739.25 |
1,739.25 |
1,723.25 |
|
| R1 |
1,729.50 |
1,729.50 |
1,721.75 |
1,734.50 |
| PP |
1,721.00 |
1,721.00 |
1,721.00 |
1,723.25 |
| S1 |
1,711.25 |
1,711.25 |
1,718.25 |
1,716.00 |
| S2 |
1,702.75 |
1,702.75 |
1,716.75 |
|
| S3 |
1,684.50 |
1,693.00 |
1,715.00 |
|
| S4 |
1,666.25 |
1,674.75 |
1,710.00 |
|
|
| 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 |
1,730.50 |
1,665.25 |
65.25 |
3.8% |
23.00 |
1.3% |
84% |
True |
False |
283,070 |
| 10 |
1,730.50 |
1,582.50 |
148.00 |
8.6% |
25.50 |
1.5% |
93% |
True |
False |
146,382 |
| 20 |
1,730.50 |
1,582.50 |
148.00 |
8.6% |
28.50 |
1.7% |
93% |
True |
False |
73,938 |
| 40 |
1,730.50 |
1,554.50 |
176.00 |
10.2% |
29.00 |
1.7% |
94% |
True |
False |
37,119 |
| 60 |
1,730.50 |
1,391.25 |
339.25 |
19.7% |
27.75 |
1.6% |
97% |
True |
False |
24,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,808.00 |
|
2.618 |
1,778.25 |
|
1.618 |
1,760.00 |
|
1.000 |
1,748.75 |
|
0.618 |
1,741.75 |
|
HIGH |
1,730.50 |
|
0.618 |
1,723.50 |
|
0.500 |
1,721.50 |
|
0.382 |
1,719.25 |
|
LOW |
1,712.25 |
|
0.618 |
1,701.00 |
|
1.000 |
1,694.00 |
|
1.618 |
1,682.75 |
|
2.618 |
1,664.50 |
|
4.250 |
1,634.75 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.50 |
1,715.00 |
| PP |
1,721.00 |
1,710.00 |
| S1 |
1,720.50 |
1,705.00 |
|