| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,037.00 |
1,036.00 |
-1.00 |
-0.1% |
1,010.25 |
| High |
1,043.75 |
1,045.25 |
1.50 |
0.1% |
1,043.75 |
| Low |
1,033.50 |
1,025.50 |
-8.00 |
-0.8% |
1,008.25 |
| Close |
1,037.25 |
1,043.50 |
6.25 |
0.6% |
1,037.25 |
| Range |
10.25 |
19.75 |
9.50 |
92.7% |
35.50 |
| ATR |
16.84 |
17.05 |
0.21 |
1.2% |
0.00 |
| Volume |
1,510,627 |
1,760,936 |
250,309 |
16.6% |
2,029,370 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,097.25 |
1,090.25 |
1,054.25 |
|
| R3 |
1,077.50 |
1,070.50 |
1,049.00 |
|
| R2 |
1,057.75 |
1,057.75 |
1,047.00 |
|
| R1 |
1,050.75 |
1,050.75 |
1,045.25 |
1,054.25 |
| PP |
1,038.00 |
1,038.00 |
1,038.00 |
1,040.00 |
| S1 |
1,031.00 |
1,031.00 |
1,041.75 |
1,034.50 |
| S2 |
1,018.25 |
1,018.25 |
1,040.00 |
|
| S3 |
998.50 |
1,011.25 |
1,038.00 |
|
| S4 |
978.75 |
991.50 |
1,032.75 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,136.25 |
1,122.25 |
1,056.75 |
|
| R3 |
1,100.75 |
1,086.75 |
1,047.00 |
|
| R2 |
1,065.25 |
1,065.25 |
1,043.75 |
|
| R1 |
1,051.25 |
1,051.25 |
1,040.50 |
1,058.25 |
| PP |
1,029.75 |
1,029.75 |
1,029.75 |
1,033.25 |
| S1 |
1,015.75 |
1,015.75 |
1,034.00 |
1,022.75 |
| S2 |
994.25 |
994.25 |
1,030.75 |
|
| S3 |
958.75 |
980.25 |
1,027.50 |
|
| S4 |
923.25 |
944.75 |
1,017.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,045.25 |
1,008.25 |
37.00 |
3.5% |
15.50 |
1.5% |
95% |
True |
False |
758,061 |
| 10 |
1,045.25 |
986.50 |
58.75 |
5.6% |
16.50 |
1.6% |
97% |
True |
False |
392,161 |
| 20 |
1,045.25 |
971.25 |
74.00 |
7.1% |
17.50 |
1.7% |
98% |
True |
False |
199,353 |
| 40 |
1,045.25 |
929.75 |
115.50 |
11.1% |
17.50 |
1.7% |
98% |
True |
False |
100,761 |
| 60 |
1,045.25 |
861.25 |
184.00 |
17.6% |
17.50 |
1.7% |
99% |
True |
False |
67,800 |
| 80 |
1,045.25 |
861.25 |
184.00 |
17.6% |
17.25 |
1.6% |
99% |
True |
False |
50,880 |
| 100 |
1,045.25 |
833.50 |
211.75 |
20.3% |
17.50 |
1.7% |
99% |
True |
False |
40,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,129.25 |
|
2.618 |
1,097.00 |
|
1.618 |
1,077.25 |
|
1.000 |
1,065.00 |
|
0.618 |
1,057.50 |
|
HIGH |
1,045.25 |
|
0.618 |
1,037.75 |
|
0.500 |
1,035.50 |
|
0.382 |
1,033.00 |
|
LOW |
1,025.50 |
|
0.618 |
1,013.25 |
|
1.000 |
1,005.75 |
|
1.618 |
993.50 |
|
2.618 |
973.75 |
|
4.250 |
941.50 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,040.75 |
1,040.50 |
| PP |
1,038.00 |
1,037.25 |
| S1 |
1,035.50 |
1,034.00 |
|