| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,799.0 |
2,836.0 |
37.0 |
1.3% |
2,785.0 |
| High |
2,844.0 |
2,859.0 |
15.0 |
0.5% |
2,849.0 |
| Low |
2,785.0 |
2,818.0 |
33.0 |
1.2% |
2,772.0 |
| Close |
2,830.0 |
2,839.0 |
9.0 |
0.3% |
2,831.0 |
| Range |
59.0 |
41.0 |
-18.0 |
-30.5% |
77.0 |
| ATR |
56.8 |
55.7 |
-1.1 |
-2.0% |
0.0 |
| Volume |
1,563,970 |
1,846,467 |
282,497 |
18.1% |
4,127,397 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.7 |
2,941.3 |
2,861.6 |
|
| R3 |
2,920.7 |
2,900.3 |
2,850.3 |
|
| R2 |
2,879.7 |
2,879.7 |
2,846.5 |
|
| R1 |
2,859.3 |
2,859.3 |
2,842.8 |
2,869.5 |
| PP |
2,838.7 |
2,838.7 |
2,838.7 |
2,843.8 |
| S1 |
2,818.3 |
2,818.3 |
2,835.2 |
2,828.5 |
| S2 |
2,797.7 |
2,797.7 |
2,831.5 |
|
| S3 |
2,756.7 |
2,777.3 |
2,827.7 |
|
| S4 |
2,715.7 |
2,736.3 |
2,816.5 |
|
|
| 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 |
2,859.0 |
2,772.0 |
87.0 |
3.1% |
47.6 |
1.7% |
77% |
True |
False |
1,341,293 |
| 10 |
2,859.0 |
2,674.0 |
185.0 |
6.5% |
51.2 |
1.8% |
89% |
True |
False |
1,269,719 |
| 20 |
2,859.0 |
2,584.0 |
275.0 |
9.7% |
50.2 |
1.8% |
93% |
True |
False |
1,134,510 |
| 40 |
2,859.0 |
2,493.0 |
366.0 |
12.9% |
54.8 |
1.9% |
95% |
True |
False |
1,060,708 |
| 60 |
2,859.0 |
2,252.0 |
607.0 |
21.4% |
56.6 |
2.0% |
97% |
True |
False |
1,054,126 |
| 80 |
2,859.0 |
2,252.0 |
607.0 |
21.4% |
56.0 |
2.0% |
97% |
True |
False |
867,086 |
| 100 |
2,859.0 |
2,186.0 |
673.0 |
23.7% |
57.4 |
2.0% |
97% |
True |
False |
694,159 |
| 120 |
2,859.0 |
1,918.0 |
941.0 |
33.1% |
59.6 |
2.1% |
98% |
True |
False |
578,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.3 |
|
2.618 |
2,966.3 |
|
1.618 |
2,925.3 |
|
1.000 |
2,900.0 |
|
0.618 |
2,884.3 |
|
HIGH |
2,859.0 |
|
0.618 |
2,843.3 |
|
0.500 |
2,838.5 |
|
0.382 |
2,833.7 |
|
LOW |
2,818.0 |
|
0.618 |
2,792.7 |
|
1.000 |
2,777.0 |
|
1.618 |
2,751.7 |
|
2.618 |
2,710.7 |
|
4.250 |
2,643.8 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.8 |
2,833.3 |
| PP |
2,838.7 |
2,827.7 |
| S1 |
2,838.5 |
2,822.0 |
|