| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,845.0 |
27.0 |
1.0% |
2,772.0 |
| High |
2,844.0 |
2,883.0 |
39.0 |
1.4% |
2,833.0 |
| Low |
2,802.0 |
2,837.0 |
35.0 |
1.2% |
2,757.0 |
| Close |
2,824.0 |
2,863.0 |
39.0 |
1.4% |
2,816.0 |
| Range |
42.0 |
46.0 |
4.0 |
9.5% |
76.0 |
| ATR |
53.8 |
54.2 |
0.4 |
0.7% |
0.0 |
| Volume |
871,320 |
947,905 |
76,585 |
8.8% |
577,869 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.0 |
2,977.0 |
2,888.3 |
|
| R3 |
2,953.0 |
2,931.0 |
2,875.7 |
|
| R2 |
2,907.0 |
2,907.0 |
2,871.4 |
|
| R1 |
2,885.0 |
2,885.0 |
2,867.2 |
2,896.0 |
| PP |
2,861.0 |
2,861.0 |
2,861.0 |
2,866.5 |
| S1 |
2,839.0 |
2,839.0 |
2,858.8 |
2,850.0 |
| S2 |
2,815.0 |
2,815.0 |
2,854.6 |
|
| S3 |
2,769.0 |
2,793.0 |
2,850.4 |
|
| S4 |
2,723.0 |
2,747.0 |
2,837.7 |
|
|
| 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 |
2,883.0 |
2,770.0 |
113.0 |
3.9% |
45.4 |
1.6% |
82% |
True |
False |
561,017 |
| 10 |
2,883.0 |
2,660.0 |
223.0 |
7.8% |
44.7 |
1.6% |
91% |
True |
False |
310,390 |
| 20 |
2,883.0 |
2,570.0 |
313.0 |
10.9% |
48.4 |
1.7% |
94% |
True |
False |
160,108 |
| 40 |
2,883.0 |
2,485.0 |
398.0 |
13.9% |
51.3 |
1.8% |
95% |
True |
False |
80,943 |
| 60 |
2,883.0 |
2,241.0 |
642.0 |
22.4% |
52.0 |
1.8% |
97% |
True |
False |
54,422 |
| 80 |
2,883.0 |
2,241.0 |
642.0 |
22.4% |
51.4 |
1.8% |
97% |
True |
False |
43,997 |
| 100 |
2,883.0 |
2,176.0 |
707.0 |
24.7% |
52.3 |
1.8% |
97% |
True |
False |
35,839 |
| 120 |
2,883.0 |
1,915.0 |
968.0 |
33.8% |
53.0 |
1.9% |
98% |
True |
False |
30,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.5 |
|
2.618 |
3,003.4 |
|
1.618 |
2,957.4 |
|
1.000 |
2,929.0 |
|
0.618 |
2,911.4 |
|
HIGH |
2,883.0 |
|
0.618 |
2,865.4 |
|
0.500 |
2,860.0 |
|
0.382 |
2,854.6 |
|
LOW |
2,837.0 |
|
0.618 |
2,808.6 |
|
1.000 |
2,791.0 |
|
1.618 |
2,762.6 |
|
2.618 |
2,716.6 |
|
4.250 |
2,641.5 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,862.0 |
2,850.8 |
| PP |
2,861.0 |
2,838.7 |
| S1 |
2,860.0 |
2,826.5 |
|