| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,876.0 |
2,874.0 |
-2.0 |
-0.1% |
2,784.0 |
| High |
2,879.0 |
2,895.0 |
16.0 |
0.6% |
2,899.0 |
| Low |
2,835.0 |
2,862.0 |
27.0 |
1.0% |
2,770.0 |
| Close |
2,860.0 |
2,869.0 |
9.0 |
0.3% |
2,878.0 |
| Range |
44.0 |
33.0 |
-11.0 |
-25.0% |
129.0 |
| ATR |
50.9 |
49.8 |
-1.1 |
-2.2% |
0.0 |
| Volume |
915,001 |
802,920 |
-112,081 |
-12.2% |
5,027,393 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.3 |
2,954.7 |
2,887.2 |
|
| R3 |
2,941.3 |
2,921.7 |
2,878.1 |
|
| R2 |
2,908.3 |
2,908.3 |
2,875.1 |
|
| R1 |
2,888.7 |
2,888.7 |
2,872.0 |
2,882.0 |
| PP |
2,875.3 |
2,875.3 |
2,875.3 |
2,872.0 |
| S1 |
2,855.7 |
2,855.7 |
2,866.0 |
2,849.0 |
| S2 |
2,842.3 |
2,842.3 |
2,863.0 |
|
| S3 |
2,809.3 |
2,822.7 |
2,859.9 |
|
| S4 |
2,776.3 |
2,789.7 |
2,850.9 |
|
|
| 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 |
2,835.0 |
64.0 |
2.2% |
38.2 |
1.3% |
53% |
False |
False |
1,047,266 |
| 10 |
2,899.0 |
2,757.0 |
142.0 |
4.9% |
42.8 |
1.5% |
79% |
False |
False |
725,197 |
| 20 |
2,899.0 |
2,660.0 |
239.0 |
8.3% |
44.4 |
1.5% |
87% |
False |
False |
373,415 |
| 40 |
2,899.0 |
2,540.0 |
359.0 |
12.5% |
49.9 |
1.7% |
92% |
False |
False |
187,924 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
50.1 |
1.7% |
95% |
False |
False |
125,616 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
50.4 |
1.8% |
95% |
False |
False |
97,412 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
51.8 |
1.8% |
95% |
False |
False |
78,697 |
| 120 |
2,899.0 |
2,031.0 |
868.0 |
30.3% |
52.2 |
1.8% |
97% |
False |
False |
65,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.3 |
|
2.618 |
2,981.4 |
|
1.618 |
2,948.4 |
|
1.000 |
2,928.0 |
|
0.618 |
2,915.4 |
|
HIGH |
2,895.0 |
|
0.618 |
2,882.4 |
|
0.500 |
2,878.5 |
|
0.382 |
2,874.6 |
|
LOW |
2,862.0 |
|
0.618 |
2,841.6 |
|
1.000 |
2,829.0 |
|
1.618 |
2,808.6 |
|
2.618 |
2,775.6 |
|
4.250 |
2,721.8 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.5 |
2,868.3 |
| PP |
2,875.3 |
2,867.7 |
| S1 |
2,872.2 |
2,867.0 |
|