| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,827.0 |
2,799.0 |
-28.0 |
-1.0% |
2,785.0 |
| High |
2,849.0 |
2,844.0 |
-5.0 |
-0.2% |
2,849.0 |
| Low |
2,817.0 |
2,785.0 |
-32.0 |
-1.1% |
2,772.0 |
| Close |
2,831.0 |
2,830.0 |
-1.0 |
0.0% |
2,831.0 |
| Range |
32.0 |
59.0 |
27.0 |
84.4% |
77.0 |
| ATR |
56.7 |
56.8 |
0.2 |
0.3% |
0.0 |
| Volume |
1,126,389 |
1,563,970 |
437,581 |
38.8% |
4,127,397 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,972.3 |
2,862.5 |
|
| R3 |
2,937.7 |
2,913.3 |
2,846.2 |
|
| R2 |
2,878.7 |
2,878.7 |
2,840.8 |
|
| R1 |
2,854.3 |
2,854.3 |
2,835.4 |
2,866.5 |
| PP |
2,819.7 |
2,819.7 |
2,819.7 |
2,825.8 |
| S1 |
2,795.3 |
2,795.3 |
2,824.6 |
2,807.5 |
| S2 |
2,760.7 |
2,760.7 |
2,819.2 |
|
| S3 |
2,701.7 |
2,736.3 |
2,813.8 |
|
| S4 |
2,642.7 |
2,677.3 |
2,797.6 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.3 |
3,016.7 |
2,873.4 |
|
| R3 |
2,971.3 |
2,939.7 |
2,852.2 |
|
| R2 |
2,894.3 |
2,894.3 |
2,845.1 |
|
| R1 |
2,862.7 |
2,862.7 |
2,838.1 |
2,878.5 |
| PP |
2,817.3 |
2,817.3 |
2,817.3 |
2,825.3 |
| S1 |
2,785.7 |
2,785.7 |
2,823.9 |
2,801.5 |
| S2 |
2,740.3 |
2,740.3 |
2,816.9 |
|
| S3 |
2,663.3 |
2,708.7 |
2,809.8 |
|
| S4 |
2,586.3 |
2,631.7 |
2,788.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,772.0 |
77.0 |
2.7% |
45.4 |
1.6% |
75% |
False |
False |
1,138,273 |
| 10 |
2,849.0 |
2,674.0 |
175.0 |
6.2% |
50.0 |
1.8% |
89% |
False |
False |
1,159,500 |
| 20 |
2,849.0 |
2,583.0 |
266.0 |
9.4% |
52.2 |
1.8% |
93% |
False |
False |
1,113,080 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
54.6 |
1.9% |
95% |
False |
False |
1,034,110 |
| 60 |
2,849.0 |
2,252.0 |
597.0 |
21.1% |
56.6 |
2.0% |
97% |
False |
False |
1,042,705 |
| 80 |
2,849.0 |
2,252.0 |
597.0 |
21.1% |
56.0 |
2.0% |
97% |
False |
False |
844,109 |
| 100 |
2,849.0 |
2,185.0 |
664.0 |
23.5% |
57.4 |
2.0% |
97% |
False |
False |
675,698 |
| 120 |
2,849.0 |
1,918.0 |
931.0 |
32.9% |
59.8 |
2.1% |
98% |
False |
False |
563,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.8 |
|
2.618 |
2,998.5 |
|
1.618 |
2,939.5 |
|
1.000 |
2,903.0 |
|
0.618 |
2,880.5 |
|
HIGH |
2,844.0 |
|
0.618 |
2,821.5 |
|
0.500 |
2,814.5 |
|
0.382 |
2,807.5 |
|
LOW |
2,785.0 |
|
0.618 |
2,748.5 |
|
1.000 |
2,726.0 |
|
1.618 |
2,689.5 |
|
2.618 |
2,630.5 |
|
4.250 |
2,534.3 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,824.8 |
2,825.7 |
| PP |
2,819.7 |
2,821.3 |
| S1 |
2,814.5 |
2,817.0 |
|