| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1,036.00 |
1,043.25 |
7.25 |
0.7% |
1,010.25 |
| High |
1,045.25 |
1,052.00 |
6.75 |
0.6% |
1,043.75 |
| Low |
1,025.50 |
1,038.25 |
12.75 |
1.2% |
1,008.25 |
| Close |
1,043.50 |
1,046.00 |
2.50 |
0.2% |
1,037.25 |
| Range |
19.75 |
13.75 |
-6.00 |
-30.4% |
35.50 |
| ATR |
17.05 |
16.81 |
-0.24 |
-1.4% |
0.00 |
| Volume |
1,760,936 |
1,946,759 |
185,823 |
10.6% |
2,029,370 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.75 |
1,080.00 |
1,053.50 |
|
| R3 |
1,073.00 |
1,066.25 |
1,049.75 |
|
| R2 |
1,059.25 |
1,059.25 |
1,048.50 |
|
| R1 |
1,052.50 |
1,052.50 |
1,047.25 |
1,056.00 |
| PP |
1,045.50 |
1,045.50 |
1,045.50 |
1,047.00 |
| S1 |
1,038.75 |
1,038.75 |
1,044.75 |
1,042.00 |
| S2 |
1,031.75 |
1,031.75 |
1,043.50 |
|
| S3 |
1,018.00 |
1,025.00 |
1,042.25 |
|
| S4 |
1,004.25 |
1,011.25 |
1,038.50 |
|
|
| 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 |
1,052.00 |
1,014.75 |
37.25 |
3.6% |
15.50 |
1.5% |
84% |
True |
False |
1,138,147 |
| 10 |
1,052.00 |
986.50 |
65.50 |
6.3% |
16.25 |
1.5% |
91% |
True |
False |
585,517 |
| 20 |
1,052.00 |
972.00 |
80.00 |
7.6% |
16.75 |
1.6% |
93% |
True |
False |
296,392 |
| 40 |
1,052.00 |
935.50 |
116.50 |
11.1% |
17.25 |
1.7% |
95% |
True |
False |
149,385 |
| 60 |
1,052.00 |
861.25 |
190.75 |
18.2% |
17.25 |
1.6% |
97% |
True |
False |
100,226 |
| 80 |
1,052.00 |
861.25 |
190.75 |
18.2% |
17.25 |
1.6% |
97% |
True |
False |
75,214 |
| 100 |
1,052.00 |
833.50 |
218.50 |
20.9% |
17.50 |
1.7% |
97% |
True |
False |
60,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,110.50 |
|
2.618 |
1,088.00 |
|
1.618 |
1,074.25 |
|
1.000 |
1,065.75 |
|
0.618 |
1,060.50 |
|
HIGH |
1,052.00 |
|
0.618 |
1,046.75 |
|
0.500 |
1,045.00 |
|
0.382 |
1,043.50 |
|
LOW |
1,038.25 |
|
0.618 |
1,029.75 |
|
1.000 |
1,024.50 |
|
1.618 |
1,016.00 |
|
2.618 |
1,002.25 |
|
4.250 |
979.75 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,045.75 |
1,043.50 |
| PP |
1,045.50 |
1,041.25 |
| S1 |
1,045.00 |
1,038.75 |
|