| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,827.0 |
2,806.0 |
-21.0 |
-0.7% |
2,876.0 |
| High |
2,835.0 |
2,899.0 |
64.0 |
2.3% |
2,898.0 |
| Low |
2,804.0 |
2,792.0 |
-12.0 |
-0.4% |
2,804.0 |
| Close |
2,823.0 |
2,882.0 |
59.0 |
2.1% |
2,823.0 |
| Range |
31.0 |
107.0 |
76.0 |
245.2% |
94.0 |
| ATR |
50.2 |
54.3 |
4.1 |
8.1% |
0.0 |
| Volume |
1,135,155 |
1,189,236 |
54,081 |
4.8% |
5,347,438 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.7 |
3,137.3 |
2,940.9 |
|
| R3 |
3,071.7 |
3,030.3 |
2,911.4 |
|
| R2 |
2,964.7 |
2,964.7 |
2,901.6 |
|
| R1 |
2,923.3 |
2,923.3 |
2,891.8 |
2,944.0 |
| PP |
2,857.7 |
2,857.7 |
2,857.7 |
2,868.0 |
| S1 |
2,816.3 |
2,816.3 |
2,872.2 |
2,837.0 |
| S2 |
2,750.7 |
2,750.7 |
2,862.4 |
|
| S3 |
2,643.7 |
2,709.3 |
2,852.6 |
|
| S4 |
2,536.7 |
2,602.3 |
2,823.2 |
|
|
| 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 |
2,899.0 |
2,792.0 |
107.0 |
3.7% |
59.4 |
2.1% |
84% |
True |
True |
1,124,334 |
| 10 |
2,899.0 |
2,792.0 |
107.0 |
3.7% |
49.7 |
1.7% |
84% |
True |
True |
1,092,640 |
| 20 |
2,899.0 |
2,660.0 |
239.0 |
8.3% |
48.9 |
1.7% |
93% |
True |
False |
612,323 |
| 40 |
2,899.0 |
2,570.0 |
329.0 |
11.4% |
50.9 |
1.8% |
95% |
True |
False |
308,285 |
| 60 |
2,899.0 |
2,241.0 |
658.0 |
22.8% |
51.0 |
1.8% |
97% |
True |
False |
205,887 |
| 80 |
2,899.0 |
2,241.0 |
658.0 |
22.8% |
51.4 |
1.8% |
97% |
True |
False |
157,410 |
| 100 |
2,899.0 |
2,241.0 |
658.0 |
22.8% |
52.0 |
1.8% |
97% |
True |
False |
126,845 |
| 120 |
2,899.0 |
2,031.0 |
868.0 |
30.1% |
52.6 |
1.8% |
98% |
True |
False |
105,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,353.8 |
|
2.618 |
3,179.1 |
|
1.618 |
3,072.1 |
|
1.000 |
3,006.0 |
|
0.618 |
2,965.1 |
|
HIGH |
2,899.0 |
|
0.618 |
2,858.1 |
|
0.500 |
2,845.5 |
|
0.382 |
2,832.9 |
|
LOW |
2,792.0 |
|
0.618 |
2,725.9 |
|
1.000 |
2,685.0 |
|
1.618 |
2,618.9 |
|
2.618 |
2,511.9 |
|
4.250 |
2,337.3 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.8 |
2,869.8 |
| PP |
2,857.7 |
2,857.7 |
| S1 |
2,845.5 |
2,845.5 |
|