| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,817.0 |
2,838.0 |
21.0 |
0.7% |
2,748.0 |
| High |
2,840.0 |
2,878.0 |
38.0 |
1.3% |
2,830.0 |
| Low |
2,800.0 |
2,833.0 |
33.0 |
1.2% |
2,748.0 |
| Close |
2,819.0 |
2,858.0 |
39.0 |
1.4% |
2,812.0 |
| Range |
40.0 |
45.0 |
5.0 |
12.5% |
82.0 |
| ATR |
46.0 |
47.0 |
0.9 |
2.0% |
0.0 |
| Volume |
17,842 |
37,269 |
19,427 |
108.9% |
18,941 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.3 |
2,969.7 |
2,882.8 |
|
| R3 |
2,946.3 |
2,924.7 |
2,870.4 |
|
| R2 |
2,901.3 |
2,901.3 |
2,866.3 |
|
| R1 |
2,879.7 |
2,879.7 |
2,862.1 |
2,890.5 |
| PP |
2,856.3 |
2,856.3 |
2,856.3 |
2,861.8 |
| S1 |
2,834.7 |
2,834.7 |
2,853.9 |
2,845.5 |
| S2 |
2,811.3 |
2,811.3 |
2,849.8 |
|
| S3 |
2,766.3 |
2,789.7 |
2,845.6 |
|
| S4 |
2,721.3 |
2,744.7 |
2,833.3 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
3,009.3 |
2,857.1 |
|
| R3 |
2,960.7 |
2,927.3 |
2,834.6 |
|
| R2 |
2,878.7 |
2,878.7 |
2,827.0 |
|
| R1 |
2,845.3 |
2,845.3 |
2,819.5 |
2,862.0 |
| PP |
2,796.7 |
2,796.7 |
2,796.7 |
2,805.0 |
| S1 |
2,763.3 |
2,763.3 |
2,804.5 |
2,780.0 |
| S2 |
2,714.7 |
2,714.7 |
2,797.0 |
|
| S3 |
2,632.7 |
2,681.3 |
2,789.5 |
|
| S4 |
2,550.7 |
2,599.3 |
2,766.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.0 |
2,767.0 |
111.0 |
3.9% |
44.6 |
1.6% |
82% |
True |
False |
14,670 |
| 10 |
2,878.0 |
2,684.0 |
194.0 |
6.8% |
38.0 |
1.3% |
90% |
True |
False |
8,309 |
| 20 |
2,878.0 |
2,624.0 |
254.0 |
8.9% |
40.6 |
1.4% |
92% |
True |
False |
4,232 |
| 40 |
2,878.0 |
2,506.0 |
372.0 |
13.0% |
38.0 |
1.3% |
95% |
True |
False |
2,246 |
| 60 |
2,878.0 |
2,250.0 |
628.0 |
22.0% |
37.0 |
1.3% |
97% |
True |
False |
1,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.3 |
|
2.618 |
2,995.8 |
|
1.618 |
2,950.8 |
|
1.000 |
2,923.0 |
|
0.618 |
2,905.8 |
|
HIGH |
2,878.0 |
|
0.618 |
2,860.8 |
|
0.500 |
2,855.5 |
|
0.382 |
2,850.2 |
|
LOW |
2,833.0 |
|
0.618 |
2,805.2 |
|
1.000 |
2,788.0 |
|
1.618 |
2,760.2 |
|
2.618 |
2,715.2 |
|
4.250 |
2,641.8 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.2 |
2,846.2 |
| PP |
2,856.3 |
2,834.3 |
| S1 |
2,855.5 |
2,822.5 |
|