| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
9,830.63 |
9,749.99 |
-80.64 |
-0.8% |
9,598.08 |
| High |
9,917.99 |
9,805.39 |
-112.60 |
-1.1% |
9,854.58 |
| Low |
9,740.84 |
9,666.03 |
-74.81 |
-0.8% |
9,535.96 |
| Close |
9,748.55 |
9,707.44 |
-41.11 |
-0.4% |
9,820.20 |
| Range |
177.15 |
139.36 |
-37.79 |
-21.3% |
318.62 |
| ATR |
115.96 |
117.63 |
1.67 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,144.37 |
10,065.26 |
9,784.09 |
|
| R3 |
10,005.01 |
9,925.90 |
9,745.76 |
|
| R2 |
9,865.65 |
9,865.65 |
9,732.99 |
|
| R1 |
9,786.54 |
9,786.54 |
9,720.21 |
9,756.42 |
| PP |
9,726.29 |
9,726.29 |
9,726.29 |
9,711.22 |
| S1 |
9,647.18 |
9,647.18 |
9,694.67 |
9,617.06 |
| S2 |
9,586.93 |
9,586.93 |
9,681.89 |
|
| S3 |
9,447.57 |
9,507.82 |
9,669.12 |
|
| S4 |
9,308.21 |
9,368.46 |
9,630.79 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,692.77 |
10,575.11 |
9,995.44 |
|
| R3 |
10,374.15 |
10,256.49 |
9,907.82 |
|
| R2 |
10,055.53 |
10,055.53 |
9,878.61 |
|
| R1 |
9,937.87 |
9,937.87 |
9,849.41 |
9,996.70 |
| PP |
9,736.91 |
9,736.91 |
9,736.91 |
9,766.33 |
| S1 |
9,619.25 |
9,619.25 |
9,790.99 |
9,678.08 |
| S2 |
9,418.29 |
9,418.29 |
9,761.79 |
|
| S3 |
9,099.67 |
9,300.63 |
9,732.58 |
|
| S4 |
8,781.05 |
8,982.01 |
9,644.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,917.99 |
9,666.03 |
251.96 |
2.6% |
108.77 |
1.1% |
16% |
False |
True |
|
| 10 |
9,917.99 |
9,535.96 |
382.03 |
3.9% |
107.57 |
1.1% |
45% |
False |
False |
|
| 20 |
9,917.99 |
9,252.93 |
665.06 |
6.9% |
116.00 |
1.2% |
68% |
False |
False |
|
| 40 |
9,917.99 |
9,072.61 |
845.38 |
8.7% |
122.73 |
1.3% |
75% |
False |
False |
|
| 60 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
126.10 |
1.3% |
88% |
False |
False |
|
| 80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
129.83 |
1.3% |
88% |
False |
False |
|
| 100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
137.48 |
1.4% |
88% |
False |
False |
|
| 120 |
9,917.99 |
7,750.85 |
2,167.14 |
22.3% |
144.29 |
1.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,397.67 |
|
2.618 |
10,170.23 |
|
1.618 |
10,030.87 |
|
1.000 |
9,944.75 |
|
0.618 |
9,891.51 |
|
HIGH |
9,805.39 |
|
0.618 |
9,752.15 |
|
0.500 |
9,735.71 |
|
0.382 |
9,719.27 |
|
LOW |
9,666.03 |
|
0.618 |
9,579.91 |
|
1.000 |
9,526.67 |
|
1.618 |
9,440.55 |
|
2.618 |
9,301.19 |
|
4.250 |
9,073.75 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,735.71 |
9,792.01 |
| PP |
9,726.29 |
9,763.82 |
| S1 |
9,716.86 |
9,735.63 |
|