| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,005.0 |
1,016.1 |
11.1 |
1.1% |
1,007.7 |
| High |
1,021.5 |
1,020.4 |
-1.1 |
-0.1% |
1,025.8 |
| Low |
1,004.2 |
1,007.2 |
3.0 |
0.3% |
993.0 |
| Close |
1,015.5 |
1,014.4 |
-1.1 |
-0.1% |
1,010.3 |
| Range |
17.3 |
13.2 |
-4.1 |
-23.7% |
32.8 |
| ATR |
15.8 |
15.7 |
-0.2 |
-1.2% |
0.0 |
| Volume |
89,712 |
92,090 |
2,378 |
2.7% |
563,206 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,053.6 |
1,047.2 |
1,021.7 |
|
| R3 |
1,040.4 |
1,034.0 |
1,018.0 |
|
| R2 |
1,027.2 |
1,027.2 |
1,016.8 |
|
| R1 |
1,020.8 |
1,020.8 |
1,015.6 |
1,017.4 |
| PP |
1,014.0 |
1,014.0 |
1,014.0 |
1,012.3 |
| S1 |
1,007.6 |
1,007.6 |
1,013.2 |
1,004.2 |
| S2 |
1,000.8 |
1,000.8 |
1,012.0 |
|
| S3 |
987.6 |
994.4 |
1,010.8 |
|
| S4 |
974.4 |
981.2 |
1,007.1 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.1 |
1,092.0 |
1,028.3 |
|
| R3 |
1,075.3 |
1,059.2 |
1,019.3 |
|
| R2 |
1,042.5 |
1,042.5 |
1,016.3 |
|
| R1 |
1,026.4 |
1,026.4 |
1,013.3 |
1,034.5 |
| PP |
1,009.7 |
1,009.7 |
1,009.7 |
1,013.7 |
| S1 |
993.6 |
993.6 |
1,007.3 |
1,001.7 |
| S2 |
976.9 |
976.9 |
1,004.3 |
|
| S3 |
944.1 |
960.8 |
1,001.3 |
|
| S4 |
911.3 |
928.0 |
992.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,025.8 |
996.3 |
29.5 |
2.9% |
14.0 |
1.4% |
61% |
False |
False |
102,191 |
| 10 |
1,025.8 |
983.2 |
42.6 |
4.2% |
15.5 |
1.5% |
73% |
False |
False |
110,363 |
| 20 |
1,025.8 |
941.2 |
84.6 |
8.3% |
15.9 |
1.6% |
87% |
False |
False |
108,278 |
| 40 |
1,025.8 |
927.6 |
98.2 |
9.7% |
15.2 |
1.5% |
88% |
False |
False |
93,814 |
| 60 |
1,025.8 |
907.6 |
118.2 |
11.7% |
14.6 |
1.4% |
90% |
False |
False |
68,036 |
| 80 |
1,025.8 |
907.6 |
118.2 |
11.7% |
15.1 |
1.5% |
90% |
False |
False |
51,841 |
| 100 |
1,025.8 |
891.4 |
134.4 |
13.2% |
15.1 |
1.5% |
92% |
False |
False |
42,246 |
| 120 |
1,025.8 |
869.5 |
156.3 |
15.4% |
15.2 |
1.5% |
93% |
False |
False |
35,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,076.5 |
|
2.618 |
1,055.0 |
|
1.618 |
1,041.8 |
|
1.000 |
1,033.6 |
|
0.618 |
1,028.6 |
|
HIGH |
1,020.4 |
|
0.618 |
1,015.4 |
|
0.500 |
1,013.8 |
|
0.382 |
1,012.2 |
|
LOW |
1,007.2 |
|
0.618 |
999.0 |
|
1.000 |
994.0 |
|
1.618 |
985.8 |
|
2.618 |
972.6 |
|
4.250 |
951.1 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,014.2 |
1,012.6 |
| PP |
1,014.0 |
1,010.7 |
| S1 |
1,013.8 |
1,008.9 |
|