Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,007.4 |
1,004.5 |
-2.9 |
-0.3% |
1,005.9 |
High |
1,007.4 |
1,020.5 |
13.1 |
1.3% |
1,024.7 |
Low |
995.6 |
1,004.5 |
8.9 |
0.9% |
992.6 |
Close |
1,003.9 |
1,014.4 |
10.5 |
1.0% |
1,009.4 |
Range |
11.8 |
16.0 |
4.2 |
35.6% |
32.1 |
ATR |
15.4 |
15.4 |
0.1 |
0.6% |
0.0 |
Volume |
4,912 |
2,968 |
-1,944 |
-39.6% |
27,410 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.1 |
1,053.8 |
1,023.2 |
|
R3 |
1,045.1 |
1,037.8 |
1,018.8 |
|
R2 |
1,029.1 |
1,029.1 |
1,017.3 |
|
R1 |
1,021.8 |
1,021.8 |
1,015.9 |
1,025.5 |
PP |
1,013.1 |
1,013.1 |
1,013.1 |
1,015.0 |
S1 |
1,005.8 |
1,005.8 |
1,012.9 |
1,009.5 |
S2 |
997.1 |
997.1 |
1,011.5 |
|
S3 |
981.1 |
989.8 |
1,010.0 |
|
S4 |
965.1 |
973.8 |
1,005.6 |
|
|
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 |
995.6 |
29.1 |
2.9% |
13.9 |
1.4% |
65% |
False |
False |
4,044 |
10 |
1,024.7 |
982.2 |
42.5 |
4.2% |
15.2 |
1.5% |
76% |
False |
False |
5,426 |
20 |
1,024.7 |
940.0 |
84.7 |
8.3% |
15.3 |
1.5% |
88% |
False |
False |
4,663 |
40 |
1,024.7 |
926.5 |
98.2 |
9.7% |
15.1 |
1.5% |
90% |
False |
False |
5,603 |
60 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.1 |
1.4% |
91% |
False |
False |
4,628 |
80 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.6 |
1.4% |
91% |
False |
False |
3,833 |
100 |
1,024.7 |
886.0 |
138.7 |
13.7% |
14.3 |
1.4% |
93% |
False |
False |
3,308 |
120 |
1,024.7 |
870.0 |
154.7 |
15.3% |
14.2 |
1.4% |
93% |
False |
False |
2,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.5 |
2.618 |
1,062.4 |
1.618 |
1,046.4 |
1.000 |
1,036.5 |
0.618 |
1,030.4 |
HIGH |
1,020.5 |
0.618 |
1,014.4 |
0.500 |
1,012.5 |
0.382 |
1,010.6 |
LOW |
1,004.5 |
0.618 |
994.6 |
1.000 |
988.5 |
1.618 |
978.6 |
2.618 |
962.6 |
4.250 |
936.5 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,013.8 |
1,012.3 |
PP |
1,013.1 |
1,010.2 |
S1 |
1,012.5 |
1,008.1 |
|