| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,874.0 |
2,870.0 |
-4.0 |
-0.1% |
2,784.0 |
| High |
2,895.0 |
2,898.0 |
3.0 |
0.1% |
2,899.0 |
| Low |
2,862.0 |
2,857.0 |
-5.0 |
-0.2% |
2,770.0 |
| Close |
2,869.0 |
2,872.0 |
3.0 |
0.1% |
2,878.0 |
| Range |
33.0 |
41.0 |
8.0 |
24.2% |
129.0 |
| ATR |
49.8 |
49.1 |
-0.6 |
-1.3% |
0.0 |
| Volume |
802,920 |
879,355 |
76,435 |
9.5% |
5,027,393 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.7 |
2,976.3 |
2,894.6 |
|
| R3 |
2,957.7 |
2,935.3 |
2,883.3 |
|
| R2 |
2,916.7 |
2,916.7 |
2,879.5 |
|
| R1 |
2,894.3 |
2,894.3 |
2,875.8 |
2,905.5 |
| PP |
2,875.7 |
2,875.7 |
2,875.7 |
2,881.3 |
| S1 |
2,853.3 |
2,853.3 |
2,868.2 |
2,864.5 |
| S2 |
2,834.7 |
2,834.7 |
2,864.5 |
|
| S3 |
2,793.7 |
2,812.3 |
2,860.7 |
|
| S4 |
2,752.7 |
2,771.3 |
2,849.5 |
|
|
| 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% |
37.2 |
1.3% |
58% |
False |
False |
1,033,556 |
| 10 |
2,899.0 |
2,770.0 |
129.0 |
4.5% |
41.3 |
1.4% |
79% |
False |
False |
797,287 |
| 20 |
2,899.0 |
2,660.0 |
239.0 |
8.3% |
43.3 |
1.5% |
89% |
False |
False |
417,117 |
| 40 |
2,899.0 |
2,540.0 |
359.0 |
12.5% |
49.4 |
1.7% |
92% |
False |
False |
209,866 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
49.9 |
1.7% |
96% |
False |
False |
140,259 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
50.4 |
1.8% |
96% |
False |
False |
108,363 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
22.9% |
51.8 |
1.8% |
96% |
False |
False |
87,488 |
| 120 |
2,899.0 |
2,031.0 |
868.0 |
30.2% |
51.8 |
1.8% |
97% |
False |
False |
73,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072.3 |
|
2.618 |
3,005.3 |
|
1.618 |
2,964.3 |
|
1.000 |
2,939.0 |
|
0.618 |
2,923.3 |
|
HIGH |
2,898.0 |
|
0.618 |
2,882.3 |
|
0.500 |
2,877.5 |
|
0.382 |
2,872.7 |
|
LOW |
2,857.0 |
|
0.618 |
2,831.7 |
|
1.000 |
2,816.0 |
|
1.618 |
2,790.7 |
|
2.618 |
2,749.7 |
|
4.250 |
2,682.8 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,877.5 |
2,870.2 |
| PP |
2,875.7 |
2,868.3 |
| S1 |
2,873.8 |
2,866.5 |
|