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 |
1,018.6 |
1,014.5 |
-4.1 |
-0.4% |
1,005.9 |
High |
1,024.7 |
1,018.5 |
-6.2 |
-0.6% |
1,024.7 |
Low |
1,010.0 |
1,006.7 |
-3.3 |
-0.3% |
992.6 |
Close |
1,012.6 |
1,009.4 |
-3.2 |
-0.3% |
1,009.4 |
Range |
14.7 |
11.8 |
-2.9 |
-19.7% |
32.1 |
ATR |
15.8 |
15.5 |
-0.3 |
-1.8% |
0.0 |
Volume |
5,259 |
3,843 |
-1,416 |
-26.9% |
27,410 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,046.9 |
1,040.0 |
1,015.9 |
|
R3 |
1,035.1 |
1,028.2 |
1,012.6 |
|
R2 |
1,023.3 |
1,023.3 |
1,011.6 |
|
R1 |
1,016.4 |
1,016.4 |
1,010.5 |
1,014.0 |
PP |
1,011.5 |
1,011.5 |
1,011.5 |
1,010.3 |
S1 |
1,004.6 |
1,004.6 |
1,008.3 |
1,002.2 |
S2 |
999.7 |
999.7 |
1,007.2 |
|
S3 |
987.9 |
992.8 |
1,006.2 |
|
S4 |
976.1 |
981.0 |
1,002.9 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.2 |
1,089.4 |
1,027.1 |
|
R3 |
1,073.1 |
1,057.3 |
1,018.2 |
|
R2 |
1,041.0 |
1,041.0 |
1,015.3 |
|
R1 |
1,025.2 |
1,025.2 |
1,012.3 |
1,033.1 |
PP |
1,008.9 |
1,008.9 |
1,008.9 |
1,012.9 |
S1 |
993.1 |
993.1 |
1,006.5 |
1,001.0 |
S2 |
976.8 |
976.8 |
1,003.5 |
|
S3 |
944.7 |
961.0 |
1,000.6 |
|
S4 |
912.6 |
928.9 |
991.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,024.7 |
992.6 |
32.1 |
3.2% |
15.0 |
1.5% |
52% |
False |
False |
5,482 |
10 |
1,024.7 |
982.2 |
42.5 |
4.2% |
15.2 |
1.5% |
64% |
False |
False |
5,667 |
20 |
1,024.7 |
934.7 |
90.0 |
8.9% |
16.1 |
1.6% |
83% |
False |
False |
4,642 |
40 |
1,024.7 |
926.5 |
98.2 |
9.7% |
14.9 |
1.5% |
84% |
False |
False |
5,538 |
60 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.0 |
1.4% |
87% |
False |
False |
4,571 |
80 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.8 |
1.5% |
87% |
False |
False |
3,774 |
100 |
1,024.7 |
885.0 |
139.7 |
13.8% |
14.3 |
1.4% |
89% |
False |
False |
3,235 |
120 |
1,024.7 |
870.0 |
154.7 |
15.3% |
14.1 |
1.4% |
90% |
False |
False |
2,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.7 |
2.618 |
1,049.4 |
1.618 |
1,037.6 |
1.000 |
1,030.3 |
0.618 |
1,025.8 |
HIGH |
1,018.5 |
0.618 |
1,014.0 |
0.500 |
1,012.6 |
0.382 |
1,011.2 |
LOW |
1,006.7 |
0.618 |
999.4 |
1.000 |
994.9 |
1.618 |
987.6 |
2.618 |
975.8 |
4.250 |
956.6 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,012.6 |
1,015.7 |
PP |
1,011.5 |
1,013.6 |
S1 |
1,010.5 |
1,011.5 |
|