| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
9,706.68 |
9,663.23 |
-43.45 |
-0.4% |
9,818.61 |
| High |
9,735.93 |
9,823.67 |
87.74 |
0.9% |
9,917.99 |
| Low |
9,641.01 |
9,663.23 |
22.22 |
0.2% |
9,641.01 |
| Close |
9,665.19 |
9,789.36 |
124.17 |
1.3% |
9,665.19 |
| Range |
94.92 |
160.44 |
65.52 |
69.0% |
276.98 |
| ATR |
116.01 |
119.19 |
3.17 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,240.07 |
10,175.16 |
9,877.60 |
|
| R3 |
10,079.63 |
10,014.72 |
9,833.48 |
|
| R2 |
9,919.19 |
9,919.19 |
9,818.77 |
|
| R1 |
9,854.28 |
9,854.28 |
9,804.07 |
9,886.74 |
| PP |
9,758.75 |
9,758.75 |
9,758.75 |
9,774.98 |
| S1 |
9,693.84 |
9,693.84 |
9,774.65 |
9,726.30 |
| S2 |
9,598.31 |
9,598.31 |
9,759.95 |
|
| S3 |
9,437.87 |
9,533.40 |
9,745.24 |
|
| S4 |
9,277.43 |
9,372.96 |
9,701.12 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,572.34 |
10,395.74 |
9,817.53 |
|
| R3 |
10,295.36 |
10,118.76 |
9,741.36 |
|
| R2 |
10,018.38 |
10,018.38 |
9,715.97 |
|
| R1 |
9,841.78 |
9,841.78 |
9,690.58 |
9,791.59 |
| PP |
9,741.40 |
9,741.40 |
9,741.40 |
9,716.30 |
| S1 |
9,564.80 |
9,564.80 |
9,639.80 |
9,514.61 |
| S2 |
9,464.42 |
9,464.42 |
9,614.41 |
|
| S3 |
9,187.44 |
9,287.82 |
9,589.02 |
|
| S4 |
8,910.46 |
9,010.84 |
9,512.85 |
|
|
| 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 |
9,641.01 |
276.98 |
2.8% |
128.67 |
1.3% |
54% |
False |
False |
|
| 10 |
9,917.99 |
9,580.93 |
337.06 |
3.4% |
115.76 |
1.2% |
62% |
False |
False |
|
| 20 |
9,917.99 |
9,252.93 |
665.06 |
6.8% |
114.54 |
1.2% |
81% |
False |
False |
|
| 40 |
9,917.99 |
9,116.52 |
801.47 |
8.2% |
122.63 |
1.3% |
84% |
False |
False |
|
| 60 |
9,917.99 |
8,087.19 |
1,830.80 |
18.7% |
124.44 |
1.3% |
93% |
False |
False |
|
| 80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.7% |
129.79 |
1.3% |
93% |
False |
False |
|
| 100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.7% |
137.92 |
1.4% |
93% |
False |
False |
|
| 120 |
9,917.99 |
7,750.85 |
2,167.14 |
22.1% |
143.41 |
1.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,505.54 |
|
2.618 |
10,243.70 |
|
1.618 |
10,083.26 |
|
1.000 |
9,984.11 |
|
0.618 |
9,922.82 |
|
HIGH |
9,823.67 |
|
0.618 |
9,762.38 |
|
0.500 |
9,743.45 |
|
0.382 |
9,724.52 |
|
LOW |
9,663.23 |
|
0.618 |
9,564.08 |
|
1.000 |
9,502.79 |
|
1.618 |
9,403.64 |
|
2.618 |
9,243.20 |
|
4.250 |
8,981.36 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,774.06 |
9,770.35 |
| PP |
9,758.75 |
9,751.35 |
| S1 |
9,743.45 |
9,732.34 |
|