| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,887.0 |
2,872.0 |
-15.0 |
-0.5% |
2,784.0 |
| High |
2,888.0 |
2,899.0 |
11.0 |
0.4% |
2,899.0 |
| Low |
2,857.0 |
2,862.0 |
5.0 |
0.2% |
2,770.0 |
| Close |
2,882.0 |
2,878.0 |
-4.0 |
-0.1% |
2,878.0 |
| Range |
31.0 |
37.0 |
6.0 |
19.4% |
129.0 |
| ATR |
52.5 |
51.4 |
-1.1 |
-2.1% |
0.0 |
| Volume |
1,269,049 |
1,301,459 |
32,410 |
2.6% |
5,027,393 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.7 |
2,971.3 |
2,898.4 |
|
| R3 |
2,953.7 |
2,934.3 |
2,888.2 |
|
| R2 |
2,916.7 |
2,916.7 |
2,884.8 |
|
| R1 |
2,897.3 |
2,897.3 |
2,881.4 |
2,907.0 |
| PP |
2,879.7 |
2,879.7 |
2,879.7 |
2,884.5 |
| S1 |
2,860.3 |
2,860.3 |
2,874.6 |
2,870.0 |
| S2 |
2,842.7 |
2,842.7 |
2,871.2 |
|
| S3 |
2,805.7 |
2,823.3 |
2,867.8 |
|
| S4 |
2,768.7 |
2,786.3 |
2,857.7 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.0 |
3,186.0 |
2,949.0 |
|
| R3 |
3,107.0 |
3,057.0 |
2,913.5 |
|
| R2 |
2,978.0 |
2,978.0 |
2,901.7 |
|
| R1 |
2,928.0 |
2,928.0 |
2,889.8 |
2,953.0 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,861.5 |
| S1 |
2,799.0 |
2,799.0 |
2,866.2 |
2,824.0 |
| S2 |
2,720.0 |
2,720.0 |
2,854.4 |
|
| S3 |
2,591.0 |
2,670.0 |
2,842.5 |
|
| S4 |
2,462.0 |
2,541.0 |
2,807.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,770.0 |
129.0 |
4.5% |
43.0 |
1.5% |
84% |
True |
False |
1,005,478 |
| 10 |
2,899.0 |
2,695.0 |
204.0 |
7.1% |
43.7 |
1.5% |
90% |
True |
False |
563,699 |
| 20 |
2,899.0 |
2,636.0 |
263.0 |
9.1% |
47.2 |
1.6% |
92% |
True |
False |
288,283 |
| 40 |
2,899.0 |
2,540.0 |
359.0 |
12.5% |
50.1 |
1.7% |
94% |
True |
False |
145,117 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
50.8 |
1.8% |
97% |
True |
False |
97,206 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
51.1 |
1.8% |
97% |
True |
False |
76,094 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
52.0 |
1.8% |
97% |
True |
False |
61,527 |
| 120 |
2,899.0 |
1,930.0 |
969.0 |
33.7% |
52.9 |
1.8% |
98% |
True |
False |
51,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.3 |
|
2.618 |
2,995.9 |
|
1.618 |
2,958.9 |
|
1.000 |
2,936.0 |
|
0.618 |
2,921.9 |
|
HIGH |
2,899.0 |
|
0.618 |
2,884.9 |
|
0.500 |
2,880.5 |
|
0.382 |
2,876.1 |
|
LOW |
2,862.0 |
|
0.618 |
2,839.1 |
|
1.000 |
2,825.0 |
|
1.618 |
2,802.1 |
|
2.618 |
2,765.1 |
|
4.250 |
2,704.8 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.5 |
2,874.7 |
| PP |
2,879.7 |
2,871.3 |
| S1 |
2,878.8 |
2,868.0 |
|