| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,816.0 |
2,815.0 |
-1.0 |
0.0% |
2,772.0 |
| High |
2,828.0 |
2,833.0 |
5.0 |
0.2% |
2,833.0 |
| Low |
2,779.0 |
2,802.0 |
23.0 |
0.8% |
2,757.0 |
| Close |
2,803.0 |
2,816.0 |
13.0 |
0.5% |
2,816.0 |
| Range |
49.0 |
31.0 |
-18.0 |
-36.7% |
76.0 |
| ATR |
56.2 |
54.4 |
-1.8 |
-3.2% |
0.0 |
| Volume |
89,361 |
258,843 |
169,482 |
189.7% |
577,869 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.0 |
2,894.0 |
2,833.1 |
|
| R3 |
2,879.0 |
2,863.0 |
2,824.5 |
|
| R2 |
2,848.0 |
2,848.0 |
2,821.7 |
|
| R1 |
2,832.0 |
2,832.0 |
2,818.8 |
2,840.0 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,821.0 |
| S1 |
2,801.0 |
2,801.0 |
2,813.2 |
2,809.0 |
| S2 |
2,786.0 |
2,786.0 |
2,810.3 |
|
| S3 |
2,755.0 |
2,770.0 |
2,807.5 |
|
| S4 |
2,724.0 |
2,739.0 |
2,799.0 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.0 |
2,999.0 |
2,857.8 |
|
| R3 |
2,954.0 |
2,923.0 |
2,836.9 |
|
| R2 |
2,878.0 |
2,878.0 |
2,829.9 |
|
| R1 |
2,847.0 |
2,847.0 |
2,823.0 |
2,862.5 |
| PP |
2,802.0 |
2,802.0 |
2,802.0 |
2,809.8 |
| S1 |
2,771.0 |
2,771.0 |
2,809.0 |
2,786.5 |
| S2 |
2,726.0 |
2,726.0 |
2,802.1 |
|
| S3 |
2,650.0 |
2,695.0 |
2,795.1 |
|
| S4 |
2,574.0 |
2,619.0 |
2,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,833.0 |
2,695.0 |
138.0 |
4.9% |
44.4 |
1.6% |
88% |
True |
False |
121,920 |
| 10 |
2,833.0 |
2,660.0 |
173.0 |
6.1% |
46.0 |
1.6% |
90% |
True |
False |
69,359 |
| 20 |
2,833.0 |
2,570.0 |
263.0 |
9.3% |
50.0 |
1.8% |
94% |
True |
False |
37,397 |
| 40 |
2,833.0 |
2,441.0 |
392.0 |
13.9% |
50.3 |
1.8% |
96% |
True |
False |
19,543 |
| 60 |
2,833.0 |
2,241.0 |
592.0 |
21.0% |
52.1 |
1.8% |
97% |
True |
False |
13,721 |
| 80 |
2,833.0 |
2,241.0 |
592.0 |
21.0% |
51.7 |
1.8% |
97% |
True |
False |
13,452 |
| 100 |
2,833.0 |
2,176.0 |
657.0 |
23.3% |
52.2 |
1.9% |
97% |
True |
False |
11,309 |
| 120 |
2,833.0 |
1,915.0 |
918.0 |
32.6% |
53.1 |
1.9% |
98% |
True |
False |
9,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.8 |
|
2.618 |
2,914.2 |
|
1.618 |
2,883.2 |
|
1.000 |
2,864.0 |
|
0.618 |
2,852.2 |
|
HIGH |
2,833.0 |
|
0.618 |
2,821.2 |
|
0.500 |
2,817.5 |
|
0.382 |
2,813.8 |
|
LOW |
2,802.0 |
|
0.618 |
2,782.8 |
|
1.000 |
2,771.0 |
|
1.618 |
2,751.8 |
|
2.618 |
2,720.8 |
|
4.250 |
2,670.3 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,817.5 |
2,809.0 |
| PP |
2,817.0 |
2,802.0 |
| S1 |
2,816.5 |
2,795.0 |
|