| 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 |
2,815.0 |
2,784.0 |
-31.0 |
-1.1% |
2,772.0 |
| High |
2,833.0 |
2,829.0 |
-4.0 |
-0.1% |
2,833.0 |
| Low |
2,802.0 |
2,770.0 |
-32.0 |
-1.1% |
2,757.0 |
| Close |
2,816.0 |
2,814.0 |
-2.0 |
-0.1% |
2,816.0 |
| Range |
31.0 |
59.0 |
28.0 |
90.3% |
76.0 |
| ATR |
54.4 |
54.7 |
0.3 |
0.6% |
0.0 |
| Volume |
258,843 |
637,660 |
378,817 |
146.4% |
577,869 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.3 |
2,956.7 |
2,846.5 |
|
| R3 |
2,922.3 |
2,897.7 |
2,830.2 |
|
| R2 |
2,863.3 |
2,863.3 |
2,824.8 |
|
| R1 |
2,838.7 |
2,838.7 |
2,819.4 |
2,851.0 |
| PP |
2,804.3 |
2,804.3 |
2,804.3 |
2,810.5 |
| S1 |
2,779.7 |
2,779.7 |
2,808.6 |
2,792.0 |
| S2 |
2,745.3 |
2,745.3 |
2,803.2 |
|
| S3 |
2,686.3 |
2,720.7 |
2,797.8 |
|
| S4 |
2,627.3 |
2,661.7 |
2,781.6 |
|
|
| 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 |
2,757.0 |
76.0 |
2.7% |
44.8 |
1.6% |
75% |
False |
False |
243,105 |
| 10 |
2,833.0 |
2,660.0 |
173.0 |
6.1% |
48.1 |
1.7% |
89% |
False |
False |
132,006 |
| 20 |
2,833.0 |
2,570.0 |
263.0 |
9.3% |
49.7 |
1.8% |
93% |
False |
False |
69,259 |
| 40 |
2,833.0 |
2,472.0 |
361.0 |
12.8% |
50.9 |
1.8% |
95% |
False |
False |
35,479 |
| 60 |
2,833.0 |
2,241.0 |
592.0 |
21.0% |
52.4 |
1.9% |
97% |
False |
False |
24,120 |
| 80 |
2,833.0 |
2,241.0 |
592.0 |
21.0% |
52.0 |
1.8% |
97% |
False |
False |
21,420 |
| 100 |
2,833.0 |
2,176.0 |
657.0 |
23.3% |
52.4 |
1.9% |
97% |
False |
False |
17,658 |
| 120 |
2,833.0 |
1,915.0 |
918.0 |
32.6% |
53.1 |
1.9% |
98% |
False |
False |
14,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,079.8 |
|
2.618 |
2,983.5 |
|
1.618 |
2,924.5 |
|
1.000 |
2,888.0 |
|
0.618 |
2,865.5 |
|
HIGH |
2,829.0 |
|
0.618 |
2,806.5 |
|
0.500 |
2,799.5 |
|
0.382 |
2,792.5 |
|
LOW |
2,770.0 |
|
0.618 |
2,733.5 |
|
1.000 |
2,711.0 |
|
1.618 |
2,674.5 |
|
2.618 |
2,615.5 |
|
4.250 |
2,519.3 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.2 |
2,809.8 |
| PP |
2,804.3 |
2,805.7 |
| S1 |
2,799.5 |
2,801.5 |
|