| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,806.0 |
2,888.0 |
82.0 |
2.9% |
2,876.0 |
| High |
2,899.0 |
2,906.0 |
7.0 |
0.2% |
2,898.0 |
| Low |
2,792.0 |
2,866.0 |
74.0 |
2.7% |
2,804.0 |
| Close |
2,882.0 |
2,880.0 |
-2.0 |
-0.1% |
2,823.0 |
| Range |
107.0 |
40.0 |
-67.0 |
-62.6% |
94.0 |
| ATR |
54.3 |
53.3 |
-1.0 |
-1.9% |
0.0 |
| Volume |
1,189,236 |
1,051,154 |
-138,082 |
-11.6% |
5,347,438 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.0 |
2,982.0 |
2,902.0 |
|
| R3 |
2,964.0 |
2,942.0 |
2,891.0 |
|
| R2 |
2,924.0 |
2,924.0 |
2,887.3 |
|
| R1 |
2,902.0 |
2,902.0 |
2,883.7 |
2,893.0 |
| PP |
2,884.0 |
2,884.0 |
2,884.0 |
2,879.5 |
| S1 |
2,862.0 |
2,862.0 |
2,876.3 |
2,853.0 |
| S2 |
2,844.0 |
2,844.0 |
2,872.7 |
|
| S3 |
2,804.0 |
2,822.0 |
2,869.0 |
|
| S4 |
2,764.0 |
2,782.0 |
2,858.0 |
|
|
| 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 |
2,906.0 |
2,792.0 |
114.0 |
4.0% |
60.8 |
2.1% |
77% |
True |
False |
1,173,981 |
| 10 |
2,906.0 |
2,792.0 |
114.0 |
4.0% |
49.5 |
1.7% |
77% |
True |
False |
1,110,624 |
| 20 |
2,906.0 |
2,660.0 |
246.0 |
8.5% |
49.6 |
1.7% |
89% |
True |
False |
664,772 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
11.7% |
50.4 |
1.8% |
92% |
True |
False |
334,480 |
| 60 |
2,906.0 |
2,241.0 |
665.0 |
23.1% |
51.1 |
1.8% |
96% |
True |
False |
223,404 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.1% |
51.4 |
1.8% |
96% |
True |
False |
170,514 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.1% |
51.8 |
1.8% |
96% |
True |
False |
137,348 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
28.1% |
52.4 |
1.8% |
97% |
True |
False |
114,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.0 |
|
2.618 |
3,010.7 |
|
1.618 |
2,970.7 |
|
1.000 |
2,946.0 |
|
0.618 |
2,930.7 |
|
HIGH |
2,906.0 |
|
0.618 |
2,890.7 |
|
0.500 |
2,886.0 |
|
0.382 |
2,881.3 |
|
LOW |
2,866.0 |
|
0.618 |
2,841.3 |
|
1.000 |
2,826.0 |
|
1.618 |
2,801.3 |
|
2.618 |
2,761.3 |
|
4.250 |
2,696.0 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.0 |
2,869.7 |
| PP |
2,884.0 |
2,859.3 |
| S1 |
2,882.0 |
2,849.0 |
|