| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
2,867.0 |
-14.0 |
-0.5% |
2,780.0 |
| High |
2,883.0 |
2,895.0 |
12.0 |
0.4% |
2,895.0 |
| Low |
2,853.0 |
2,859.0 |
6.0 |
0.2% |
2,767.0 |
| Close |
2,878.0 |
2,875.0 |
-3.0 |
-0.1% |
2,875.0 |
| Range |
30.0 |
36.0 |
6.0 |
20.0% |
128.0 |
| ATR |
45.8 |
45.1 |
-0.7 |
-1.5% |
0.0 |
| Volume |
37,869 |
9,503 |
-28,366 |
-74.9% |
111,282 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.3 |
2,965.7 |
2,894.8 |
|
| R3 |
2,948.3 |
2,929.7 |
2,884.9 |
|
| R2 |
2,912.3 |
2,912.3 |
2,881.6 |
|
| R1 |
2,893.7 |
2,893.7 |
2,878.3 |
2,903.0 |
| PP |
2,876.3 |
2,876.3 |
2,876.3 |
2,881.0 |
| S1 |
2,857.7 |
2,857.7 |
2,871.7 |
2,867.0 |
| S2 |
2,840.3 |
2,840.3 |
2,868.4 |
|
| S3 |
2,804.3 |
2,821.7 |
2,865.1 |
|
| S4 |
2,768.3 |
2,785.7 |
2,855.2 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,229.7 |
3,180.3 |
2,945.4 |
|
| R3 |
3,101.7 |
3,052.3 |
2,910.2 |
|
| R2 |
2,973.7 |
2,973.7 |
2,898.5 |
|
| R1 |
2,924.3 |
2,924.3 |
2,886.7 |
2,949.0 |
| PP |
2,845.7 |
2,845.7 |
2,845.7 |
2,858.0 |
| S1 |
2,796.3 |
2,796.3 |
2,863.3 |
2,821.0 |
| S2 |
2,717.7 |
2,717.7 |
2,851.5 |
|
| S3 |
2,589.7 |
2,668.3 |
2,839.8 |
|
| S4 |
2,461.7 |
2,540.3 |
2,804.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,895.0 |
2,767.0 |
128.0 |
4.5% |
41.8 |
1.5% |
84% |
True |
False |
22,256 |
| 10 |
2,895.0 |
2,748.0 |
147.0 |
5.1% |
38.5 |
1.3% |
86% |
True |
False |
13,022 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
7.9% |
37.3 |
1.3% |
91% |
True |
False |
6,576 |
| 40 |
2,895.0 |
2,558.0 |
337.0 |
11.7% |
37.0 |
1.3% |
94% |
True |
False |
3,423 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.4% |
36.7 |
1.3% |
97% |
True |
False |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.0 |
|
2.618 |
2,989.2 |
|
1.618 |
2,953.2 |
|
1.000 |
2,931.0 |
|
0.618 |
2,917.2 |
|
HIGH |
2,895.0 |
|
0.618 |
2,881.2 |
|
0.500 |
2,877.0 |
|
0.382 |
2,872.8 |
|
LOW |
2,859.0 |
|
0.618 |
2,836.8 |
|
1.000 |
2,823.0 |
|
1.618 |
2,800.8 |
|
2.618 |
2,764.8 |
|
4.250 |
2,706.0 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,877.0 |
2,871.3 |
| PP |
2,876.3 |
2,867.7 |
| S1 |
2,875.7 |
2,864.0 |
|