| 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 |
999.7 |
1,012.2 |
12.5 |
1.3% |
996.8 |
| High |
1,015.5 |
1,012.4 |
-3.1 |
-0.3% |
1,015.5 |
| Low |
999.6 |
998.1 |
-1.5 |
-0.2% |
985.8 |
| Close |
1,008.7 |
1,003.4 |
-5.3 |
-0.5% |
1,008.7 |
| Range |
15.9 |
14.3 |
-1.6 |
-10.1% |
29.7 |
| ATR |
14.3 |
14.3 |
0.0 |
0.0% |
0.0 |
| Volume |
2,950 |
967 |
-1,983 |
-67.2% |
6,906 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,047.5 |
1,039.8 |
1,011.3 |
|
| R3 |
1,033.2 |
1,025.5 |
1,007.3 |
|
| R2 |
1,018.9 |
1,018.9 |
1,006.0 |
|
| R1 |
1,011.2 |
1,011.2 |
1,004.7 |
1,007.9 |
| PP |
1,004.6 |
1,004.6 |
1,004.6 |
1,003.0 |
| S1 |
996.9 |
996.9 |
1,002.1 |
993.6 |
| S2 |
990.3 |
990.3 |
1,000.8 |
|
| S3 |
976.0 |
982.6 |
999.5 |
|
| S4 |
961.7 |
968.3 |
995.5 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,092.4 |
1,080.3 |
1,025.0 |
|
| R3 |
1,062.7 |
1,050.6 |
1,016.9 |
|
| R2 |
1,033.0 |
1,033.0 |
1,014.1 |
|
| R1 |
1,020.9 |
1,020.9 |
1,011.4 |
1,027.0 |
| PP |
1,003.3 |
1,003.3 |
1,003.3 |
1,006.4 |
| S1 |
991.2 |
991.2 |
1,006.0 |
997.3 |
| S2 |
973.6 |
973.6 |
1,003.3 |
|
| S3 |
943.9 |
961.5 |
1,000.5 |
|
| S4 |
914.2 |
931.8 |
992.4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,073.2 |
|
2.618 |
1,049.8 |
|
1.618 |
1,035.5 |
|
1.000 |
1,026.7 |
|
0.618 |
1,021.2 |
|
HIGH |
1,012.4 |
|
0.618 |
1,006.9 |
|
0.500 |
1,005.3 |
|
0.382 |
1,003.6 |
|
LOW |
998.1 |
|
0.618 |
989.3 |
|
1.000 |
983.8 |
|
1.618 |
975.0 |
|
2.618 |
960.7 |
|
4.250 |
937.3 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,005.3 |
1,002.5 |
| PP |
1,004.6 |
1,001.6 |
| S1 |
1,004.0 |
1,000.7 |
|