| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
9,789.82 |
9,784.75 |
-5.07 |
-0.1% |
9,598.08 |
| High |
9,854.58 |
9,847.71 |
-6.87 |
-0.1% |
9,854.58 |
| Low |
9,749.46 |
9,784.68 |
35.22 |
0.4% |
9,535.96 |
| Close |
9,783.92 |
9,820.20 |
36.28 |
0.4% |
9,820.20 |
| Range |
105.12 |
63.03 |
-42.09 |
-40.0% |
318.62 |
| ATR |
119.86 |
115.85 |
-4.00 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,006.62 |
9,976.44 |
9,854.87 |
|
| R3 |
9,943.59 |
9,913.41 |
9,837.53 |
|
| R2 |
9,880.56 |
9,880.56 |
9,831.76 |
|
| R1 |
9,850.38 |
9,850.38 |
9,825.98 |
9,865.47 |
| PP |
9,817.53 |
9,817.53 |
9,817.53 |
9,825.08 |
| S1 |
9,787.35 |
9,787.35 |
9,814.42 |
9,802.44 |
| S2 |
9,754.50 |
9,754.50 |
9,808.64 |
|
| S3 |
9,691.47 |
9,724.32 |
9,802.87 |
|
| S4 |
9,628.44 |
9,661.29 |
9,785.53 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,692.77 |
10,575.11 |
9,995.44 |
|
| R3 |
10,374.15 |
10,256.49 |
9,907.82 |
|
| R2 |
10,055.53 |
10,055.53 |
9,878.61 |
|
| R1 |
9,937.87 |
9,937.87 |
9,849.41 |
9,996.70 |
| PP |
9,736.91 |
9,736.91 |
9,736.91 |
9,766.33 |
| S1 |
9,619.25 |
9,619.25 |
9,790.99 |
9,678.08 |
| S2 |
9,418.29 |
9,418.29 |
9,761.79 |
|
| S3 |
9,099.67 |
9,300.63 |
9,732.58 |
|
| S4 |
8,781.05 |
8,982.01 |
9,644.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,854.58 |
9,535.96 |
318.62 |
3.2% |
103.32 |
1.1% |
89% |
False |
False |
|
| 10 |
9,854.58 |
9,321.63 |
532.95 |
5.4% |
101.59 |
1.0% |
94% |
False |
False |
|
| 20 |
9,854.58 |
9,252.93 |
601.65 |
6.1% |
116.04 |
1.2% |
94% |
False |
False |
|
| 40 |
9,854.58 |
9,007.39 |
847.19 |
8.6% |
120.22 |
1.2% |
96% |
False |
False |
|
| 60 |
9,854.58 |
8,087.19 |
1,767.39 |
18.0% |
127.58 |
1.3% |
98% |
False |
False |
|
| 80 |
9,854.58 |
8,087.19 |
1,767.39 |
18.0% |
132.51 |
1.3% |
98% |
False |
False |
|
| 100 |
9,854.58 |
8,017.91 |
1,836.67 |
18.7% |
140.19 |
1.4% |
98% |
False |
False |
|
| 120 |
9,854.58 |
7,483.87 |
2,370.71 |
24.1% |
148.13 |
1.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,115.59 |
|
2.618 |
10,012.72 |
|
1.618 |
9,949.69 |
|
1.000 |
9,910.74 |
|
0.618 |
9,886.66 |
|
HIGH |
9,847.71 |
|
0.618 |
9,823.63 |
|
0.500 |
9,816.20 |
|
0.382 |
9,808.76 |
|
LOW |
9,784.68 |
|
0.618 |
9,745.73 |
|
1.000 |
9,721.65 |
|
1.618 |
9,682.70 |
|
2.618 |
9,619.67 |
|
4.250 |
9,516.80 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,818.87 |
9,802.43 |
| PP |
9,817.53 |
9,784.65 |
| S1 |
9,816.20 |
9,766.88 |
|