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 |
5,735.0 |
5,720.0 |
-15.0 |
-0.3% |
5,570.0 |
High |
5,749.0 |
5,744.5 |
-4.5 |
-0.1% |
5,749.0 |
Low |
5,696.0 |
5,702.5 |
6.5 |
0.1% |
5,532.0 |
Close |
5,737.5 |
5,736.9 |
-0.6 |
0.0% |
5,736.9 |
Range |
53.0 |
42.0 |
-11.0 |
-20.8% |
217.0 |
ATR |
105.9 |
101.3 |
-4.6 |
-4.3% |
0.0 |
Volume |
174,565 |
35,692 |
-138,873 |
-79.6% |
715,525 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,854.0 |
5,837.4 |
5,760.0 |
|
R3 |
5,812.0 |
5,795.4 |
5,748.5 |
|
R2 |
5,770.0 |
5,770.0 |
5,744.6 |
|
R1 |
5,753.4 |
5,753.4 |
5,740.8 |
5,761.7 |
PP |
5,728.0 |
5,728.0 |
5,728.0 |
5,732.1 |
S1 |
5,711.4 |
5,711.4 |
5,733.1 |
5,719.7 |
S2 |
5,686.0 |
5,686.0 |
5,729.2 |
|
S3 |
5,644.0 |
5,669.4 |
5,725.4 |
|
S4 |
5,602.0 |
5,627.4 |
5,713.8 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,323.6 |
6,247.3 |
5,856.3 |
|
R3 |
6,106.6 |
6,030.3 |
5,796.6 |
|
R2 |
5,889.6 |
5,889.6 |
5,776.7 |
|
R1 |
5,813.3 |
5,813.3 |
5,756.8 |
5,851.5 |
PP |
5,672.6 |
5,672.6 |
5,672.6 |
5,691.7 |
S1 |
5,596.3 |
5,596.3 |
5,717.0 |
5,634.5 |
S2 |
5,455.6 |
5,455.6 |
5,697.1 |
|
S3 |
5,238.6 |
5,379.3 |
5,677.2 |
|
S4 |
5,021.6 |
5,162.3 |
5,617.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,749.0 |
5,532.0 |
217.0 |
3.8% |
72.2 |
1.3% |
94% |
False |
False |
143,105 |
10 |
5,749.0 |
5,321.0 |
428.0 |
7.5% |
79.6 |
1.4% |
97% |
False |
False |
142,059 |
20 |
5,749.0 |
5,263.5 |
485.5 |
8.5% |
94.2 |
1.6% |
98% |
False |
False |
138,850 |
40 |
5,749.0 |
5,147.5 |
601.5 |
10.5% |
106.6 |
1.9% |
98% |
False |
False |
132,557 |
60 |
5,749.0 |
4,521.0 |
1,228.0 |
21.4% |
110.4 |
1.9% |
99% |
False |
False |
134,457 |
80 |
5,749.0 |
4,521.0 |
1,228.0 |
21.4% |
109.3 |
1.9% |
99% |
False |
False |
110,574 |
100 |
5,749.0 |
4,521.0 |
1,228.0 |
21.4% |
112.2 |
2.0% |
99% |
False |
False |
88,613 |
120 |
5,749.0 |
3,984.5 |
1,764.5 |
30.8% |
115.1 |
2.0% |
99% |
False |
False |
73,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,923.0 |
2.618 |
5,854.5 |
1.618 |
5,812.5 |
1.000 |
5,786.5 |
0.618 |
5,770.5 |
HIGH |
5,744.5 |
0.618 |
5,728.5 |
0.500 |
5,723.5 |
0.382 |
5,718.5 |
LOW |
5,702.5 |
0.618 |
5,676.5 |
1.000 |
5,660.5 |
1.618 |
5,634.5 |
2.618 |
5,592.5 |
4.250 |
5,524.0 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,732.4 |
5,723.0 |
PP |
5,728.0 |
5,709.1 |
S1 |
5,723.5 |
5,695.3 |
|