| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,785.0 |
2,778.0 |
-7.0 |
-0.3% |
2,786.0 |
| High |
2,803.0 |
2,829.0 |
26.0 |
0.9% |
2,797.0 |
| Low |
2,773.0 |
2,772.0 |
-1.0 |
0.0% |
2,674.0 |
| Close |
2,787.0 |
2,819.0 |
32.0 |
1.1% |
2,733.0 |
| Range |
30.0 |
57.0 |
27.0 |
90.0% |
123.0 |
| ATR |
59.5 |
59.3 |
-0.2 |
-0.3% |
0.0 |
| Volume |
831,369 |
1,135,430 |
304,061 |
36.6% |
5,903,641 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.7 |
2,955.3 |
2,850.4 |
|
| R3 |
2,920.7 |
2,898.3 |
2,834.7 |
|
| R2 |
2,863.7 |
2,863.7 |
2,829.5 |
|
| R1 |
2,841.3 |
2,841.3 |
2,824.2 |
2,852.5 |
| PP |
2,806.7 |
2,806.7 |
2,806.7 |
2,812.3 |
| S1 |
2,784.3 |
2,784.3 |
2,813.8 |
2,795.5 |
| S2 |
2,749.7 |
2,749.7 |
2,808.6 |
|
| S3 |
2,692.7 |
2,727.3 |
2,803.3 |
|
| S4 |
2,635.7 |
2,670.3 |
2,787.7 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.7 |
3,041.3 |
2,800.7 |
|
| R3 |
2,980.7 |
2,918.3 |
2,766.8 |
|
| R2 |
2,857.7 |
2,857.7 |
2,755.6 |
|
| R1 |
2,795.3 |
2,795.3 |
2,744.3 |
2,765.0 |
| PP |
2,734.7 |
2,734.7 |
2,734.7 |
2,719.5 |
| S1 |
2,672.3 |
2,672.3 |
2,721.7 |
2,642.0 |
| S2 |
2,611.7 |
2,611.7 |
2,710.5 |
|
| S3 |
2,488.7 |
2,549.3 |
2,699.2 |
|
| S4 |
2,365.7 |
2,426.3 |
2,665.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,829.0 |
2,674.0 |
155.0 |
5.5% |
46.4 |
1.6% |
94% |
True |
False |
1,083,980 |
| 10 |
2,833.0 |
2,674.0 |
159.0 |
5.6% |
48.2 |
1.7% |
91% |
False |
False |
1,076,504 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
8.9% |
54.9 |
1.9% |
94% |
False |
False |
1,069,405 |
| 40 |
2,833.0 |
2,383.0 |
450.0 |
16.0% |
55.3 |
2.0% |
97% |
False |
False |
1,028,080 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
20.6% |
57.1 |
2.0% |
98% |
False |
False |
1,040,627 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
20.6% |
56.2 |
2.0% |
98% |
False |
False |
797,598 |
| 100 |
2,833.0 |
2,110.0 |
723.0 |
25.6% |
58.7 |
2.1% |
98% |
False |
False |
638,462 |
| 120 |
2,833.0 |
1,918.0 |
915.0 |
32.5% |
60.3 |
2.1% |
98% |
False |
False |
533,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.3 |
|
2.618 |
2,978.2 |
|
1.618 |
2,921.2 |
|
1.000 |
2,886.0 |
|
0.618 |
2,864.2 |
|
HIGH |
2,829.0 |
|
0.618 |
2,807.2 |
|
0.500 |
2,800.5 |
|
0.382 |
2,793.8 |
|
LOW |
2,772.0 |
|
0.618 |
2,736.8 |
|
1.000 |
2,715.0 |
|
1.618 |
2,679.8 |
|
2.618 |
2,622.8 |
|
4.250 |
2,529.8 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.8 |
2,802.0 |
| PP |
2,806.7 |
2,785.0 |
| S1 |
2,800.5 |
2,768.0 |
|