| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,877.0 |
2,862.0 |
-15.0 |
-0.5% |
2,868.0 |
| High |
2,892.0 |
2,871.0 |
-21.0 |
-0.7% |
2,891.0 |
| Low |
2,834.0 |
2,776.0 |
-58.0 |
-2.0% |
2,799.0 |
| Close |
2,853.0 |
2,795.0 |
-58.0 |
-2.0% |
2,818.0 |
| Range |
58.0 |
95.0 |
37.0 |
63.8% |
92.0 |
| ATR |
48.6 |
51.9 |
3.3 |
6.8% |
0.0 |
| Volume |
284 |
4,503 |
4,219 |
1,485.6% |
2,484 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.0 |
3,042.0 |
2,847.3 |
|
| R3 |
3,004.0 |
2,947.0 |
2,821.1 |
|
| R2 |
2,909.0 |
2,909.0 |
2,812.4 |
|
| R1 |
2,852.0 |
2,852.0 |
2,803.7 |
2,833.0 |
| PP |
2,814.0 |
2,814.0 |
2,814.0 |
2,804.5 |
| S1 |
2,757.0 |
2,757.0 |
2,786.3 |
2,738.0 |
| S2 |
2,719.0 |
2,719.0 |
2,777.6 |
|
| S3 |
2,624.0 |
2,662.0 |
2,768.9 |
|
| S4 |
2,529.0 |
2,567.0 |
2,742.8 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,057.0 |
2,868.6 |
|
| R3 |
3,020.0 |
2,965.0 |
2,843.3 |
|
| R2 |
2,928.0 |
2,928.0 |
2,834.9 |
|
| R1 |
2,873.0 |
2,873.0 |
2,826.4 |
2,854.5 |
| PP |
2,836.0 |
2,836.0 |
2,836.0 |
2,826.8 |
| S1 |
2,781.0 |
2,781.0 |
2,809.6 |
2,762.5 |
| S2 |
2,744.0 |
2,744.0 |
2,801.1 |
|
| S3 |
2,652.0 |
2,689.0 |
2,792.7 |
|
| S4 |
2,560.0 |
2,597.0 |
2,767.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,896.0 |
2,776.0 |
120.0 |
4.3% |
63.8 |
2.3% |
16% |
False |
True |
1,235 |
| 10 |
2,896.0 |
2,776.0 |
120.0 |
4.3% |
53.6 |
1.9% |
16% |
False |
True |
1,703 |
| 20 |
2,896.0 |
2,702.0 |
194.0 |
6.9% |
46.5 |
1.7% |
48% |
False |
False |
6,897 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.7% |
43.6 |
1.6% |
69% |
False |
False |
3,542 |
| 60 |
2,896.0 |
2,250.0 |
646.0 |
23.1% |
39.2 |
1.4% |
84% |
False |
False |
2,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,274.8 |
|
2.618 |
3,119.7 |
|
1.618 |
3,024.7 |
|
1.000 |
2,966.0 |
|
0.618 |
2,929.7 |
|
HIGH |
2,871.0 |
|
0.618 |
2,834.7 |
|
0.500 |
2,823.5 |
|
0.382 |
2,812.3 |
|
LOW |
2,776.0 |
|
0.618 |
2,717.3 |
|
1.000 |
2,681.0 |
|
1.618 |
2,622.3 |
|
2.618 |
2,527.3 |
|
4.250 |
2,372.3 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.5 |
2,836.0 |
| PP |
2,814.0 |
2,822.3 |
| S1 |
2,804.5 |
2,808.7 |
|