| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5,704.0 |
5,712.0 |
8.0 |
0.1% |
5,569.0 |
| High |
5,754.0 |
5,756.5 |
2.5 |
0.0% |
5,764.0 |
| Low |
5,692.0 |
5,671.5 |
-20.5 |
-0.4% |
5,535.0 |
| Close |
5,708.5 |
5,696.0 |
-12.5 |
-0.2% |
5,718.0 |
| Range |
62.0 |
85.0 |
23.0 |
37.1% |
229.0 |
| ATR |
97.0 |
96.1 |
-0.9 |
-0.9% |
0.0 |
| Volume |
116,128 |
130,925 |
14,797 |
12.7% |
375,678 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,963.0 |
5,914.5 |
5,742.8 |
|
| R3 |
5,878.0 |
5,829.5 |
5,719.4 |
|
| R2 |
5,793.0 |
5,793.0 |
5,711.6 |
|
| R1 |
5,744.5 |
5,744.5 |
5,703.8 |
5,726.3 |
| PP |
5,708.0 |
5,708.0 |
5,708.0 |
5,698.9 |
| S1 |
5,659.5 |
5,659.5 |
5,688.2 |
5,641.3 |
| S2 |
5,623.0 |
5,623.0 |
5,680.4 |
|
| S3 |
5,538.0 |
5,574.5 |
5,672.6 |
|
| S4 |
5,453.0 |
5,489.5 |
5,649.3 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,359.3 |
6,267.7 |
5,844.0 |
|
| R3 |
6,130.3 |
6,038.7 |
5,781.0 |
|
| R2 |
5,901.3 |
5,901.3 |
5,760.0 |
|
| R1 |
5,809.7 |
5,809.7 |
5,739.0 |
5,855.5 |
| PP |
5,672.3 |
5,672.3 |
5,672.3 |
5,695.3 |
| S1 |
5,580.7 |
5,580.7 |
5,697.0 |
5,626.5 |
| S2 |
5,443.3 |
5,443.3 |
5,676.0 |
|
| S3 |
5,214.3 |
5,351.7 |
5,655.0 |
|
| S4 |
4,985.3 |
5,122.7 |
5,592.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,764.0 |
5,617.0 |
147.0 |
2.6% |
71.3 |
1.3% |
54% |
False |
False |
126,049 |
| 10 |
5,764.0 |
5,535.0 |
229.0 |
4.0% |
74.7 |
1.3% |
70% |
False |
False |
78,825 |
| 20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
84.4 |
1.5% |
86% |
False |
False |
41,505 |
| 40 |
5,764.0 |
5,152.5 |
611.5 |
10.7% |
97.3 |
1.7% |
89% |
False |
False |
21,349 |
| 60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.5% |
99.6 |
1.7% |
94% |
False |
False |
14,431 |
| 80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.5% |
102.0 |
1.8% |
94% |
False |
False |
11,269 |
| 100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.5% |
104.1 |
1.8% |
94% |
False |
False |
9,064 |
| 120 |
5,764.0 |
4,266.5 |
1,497.5 |
26.3% |
103.7 |
1.8% |
95% |
False |
False |
7,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,117.8 |
|
2.618 |
5,979.0 |
|
1.618 |
5,894.0 |
|
1.000 |
5,841.5 |
|
0.618 |
5,809.0 |
|
HIGH |
5,756.5 |
|
0.618 |
5,724.0 |
|
0.500 |
5,714.0 |
|
0.382 |
5,704.0 |
|
LOW |
5,671.5 |
|
0.618 |
5,619.0 |
|
1.000 |
5,586.5 |
|
1.618 |
5,534.0 |
|
2.618 |
5,449.0 |
|
4.250 |
5,310.3 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,714.0 |
5,692.9 |
| PP |
5,708.0 |
5,689.8 |
| S1 |
5,702.0 |
5,686.8 |
|