| 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 |
9,626.42 |
9,683.71 |
57.29 |
0.6% |
9,440.13 |
| High |
9,713.71 |
9,799.72 |
86.01 |
0.9% |
9,649.85 |
| Low |
9,580.93 |
9,679.18 |
98.25 |
1.0% |
9,439.98 |
| Close |
9,683.41 |
9,791.71 |
108.30 |
1.1% |
9,605.41 |
| Range |
132.78 |
120.54 |
-12.24 |
-9.2% |
209.87 |
| ATR |
121.03 |
120.99 |
-0.03 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,118.49 |
10,075.64 |
9,858.01 |
|
| R3 |
9,997.95 |
9,955.10 |
9,824.86 |
|
| R2 |
9,877.41 |
9,877.41 |
9,813.81 |
|
| R1 |
9,834.56 |
9,834.56 |
9,802.76 |
9,855.99 |
| PP |
9,756.87 |
9,756.87 |
9,756.87 |
9,767.58 |
| S1 |
9,714.02 |
9,714.02 |
9,780.66 |
9,735.45 |
| S2 |
9,636.33 |
9,636.33 |
9,769.61 |
|
| S3 |
9,515.79 |
9,593.48 |
9,758.56 |
|
| S4 |
9,395.25 |
9,472.94 |
9,725.41 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,194.69 |
10,109.92 |
9,720.84 |
|
| R3 |
9,984.82 |
9,900.05 |
9,663.12 |
|
| R2 |
9,774.95 |
9,774.95 |
9,643.89 |
|
| R1 |
9,690.18 |
9,690.18 |
9,624.65 |
9,732.57 |
| PP |
9,565.08 |
9,565.08 |
9,565.08 |
9,586.27 |
| S1 |
9,480.31 |
9,480.31 |
9,586.17 |
9,522.70 |
| S2 |
9,355.21 |
9,355.21 |
9,566.93 |
|
| S3 |
9,145.34 |
9,270.44 |
9,547.70 |
|
| S4 |
8,935.47 |
9,060.57 |
9,489.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,799.72 |
9,508.22 |
291.50 |
3.0% |
110.31 |
1.1% |
97% |
True |
False |
|
| 10 |
9,799.72 |
9,252.93 |
546.79 |
5.6% |
101.37 |
1.0% |
99% |
True |
False |
|
| 20 |
9,799.72 |
9,131.94 |
667.78 |
6.8% |
121.49 |
1.2% |
99% |
True |
False |
|
| 40 |
9,799.72 |
8,860.32 |
939.40 |
9.6% |
124.01 |
1.3% |
99% |
True |
False |
|
| 60 |
9,799.72 |
8,087.19 |
1,712.53 |
17.5% |
128.99 |
1.3% |
100% |
True |
False |
|
| 80 |
9,799.72 |
8,087.19 |
1,712.53 |
17.5% |
136.36 |
1.4% |
100% |
True |
False |
|
| 100 |
9,799.72 |
7,938.98 |
1,860.74 |
19.0% |
141.39 |
1.4% |
100% |
True |
False |
|
| 120 |
9,799.72 |
7,437.59 |
2,362.13 |
24.1% |
151.08 |
1.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,312.02 |
|
2.618 |
10,115.29 |
|
1.618 |
9,994.75 |
|
1.000 |
9,920.26 |
|
0.618 |
9,874.21 |
|
HIGH |
9,799.72 |
|
0.618 |
9,753.67 |
|
0.500 |
9,739.45 |
|
0.382 |
9,725.23 |
|
LOW |
9,679.18 |
|
0.618 |
9,604.69 |
|
1.000 |
9,558.64 |
|
1.618 |
9,484.15 |
|
2.618 |
9,363.61 |
|
4.250 |
9,166.89 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,774.29 |
9,750.42 |
| PP |
9,756.87 |
9,709.13 |
| S1 |
9,739.45 |
9,667.84 |
|