| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,863.0 |
2,827.0 |
-36.0 |
-1.3% |
2,876.0 |
| High |
2,895.0 |
2,835.0 |
-60.0 |
-2.1% |
2,898.0 |
| Low |
2,810.0 |
2,804.0 |
-6.0 |
-0.2% |
2,804.0 |
| Close |
2,828.0 |
2,823.0 |
-5.0 |
-0.2% |
2,823.0 |
| Range |
85.0 |
31.0 |
-54.0 |
-63.5% |
94.0 |
| ATR |
51.7 |
50.2 |
-1.5 |
-2.9% |
0.0 |
| Volume |
1,615,007 |
1,135,155 |
-479,852 |
-29.7% |
5,347,438 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.7 |
2,899.3 |
2,840.1 |
|
| R3 |
2,882.7 |
2,868.3 |
2,831.5 |
|
| R2 |
2,851.7 |
2,851.7 |
2,828.7 |
|
| R1 |
2,837.3 |
2,837.3 |
2,825.8 |
2,829.0 |
| PP |
2,820.7 |
2,820.7 |
2,820.7 |
2,816.5 |
| S1 |
2,806.3 |
2,806.3 |
2,820.2 |
2,798.0 |
| S2 |
2,789.7 |
2,789.7 |
2,817.3 |
|
| S3 |
2,758.7 |
2,775.3 |
2,814.5 |
|
| S4 |
2,727.7 |
2,744.3 |
2,806.0 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.7 |
3,067.3 |
2,874.7 |
|
| R3 |
3,029.7 |
2,973.3 |
2,848.9 |
|
| R2 |
2,935.7 |
2,935.7 |
2,840.2 |
|
| R1 |
2,879.3 |
2,879.3 |
2,831.6 |
2,860.5 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,832.3 |
| S1 |
2,785.3 |
2,785.3 |
2,814.4 |
2,766.5 |
| S2 |
2,747.7 |
2,747.7 |
2,805.8 |
|
| S3 |
2,653.7 |
2,691.3 |
2,797.2 |
|
| S4 |
2,559.7 |
2,597.3 |
2,771.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,898.0 |
2,804.0 |
94.0 |
3.3% |
46.8 |
1.7% |
20% |
False |
True |
1,069,487 |
| 10 |
2,899.0 |
2,770.0 |
129.0 |
4.6% |
44.9 |
1.6% |
41% |
False |
False |
1,037,483 |
| 20 |
2,899.0 |
2,660.0 |
239.0 |
8.5% |
45.5 |
1.6% |
68% |
False |
False |
553,421 |
| 40 |
2,899.0 |
2,570.0 |
329.0 |
11.7% |
49.2 |
1.7% |
77% |
False |
False |
278,566 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
23.3% |
49.6 |
1.8% |
88% |
False |
False |
186,070 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
23.3% |
50.8 |
1.8% |
88% |
False |
False |
142,685 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
23.3% |
51.5 |
1.8% |
88% |
False |
False |
114,965 |
| 120 |
2,899.0 |
2,031.0 |
868.0 |
30.7% |
52.0 |
1.8% |
91% |
False |
False |
95,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.8 |
|
2.618 |
2,916.2 |
|
1.618 |
2,885.2 |
|
1.000 |
2,866.0 |
|
0.618 |
2,854.2 |
|
HIGH |
2,835.0 |
|
0.618 |
2,823.2 |
|
0.500 |
2,819.5 |
|
0.382 |
2,815.8 |
|
LOW |
2,804.0 |
|
0.618 |
2,784.8 |
|
1.000 |
2,773.0 |
|
1.618 |
2,753.8 |
|
2.618 |
2,722.8 |
|
4.250 |
2,672.3 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,821.8 |
2,851.0 |
| PP |
2,820.7 |
2,841.7 |
| S1 |
2,819.5 |
2,832.3 |
|