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 |
1,015.2 |
1,007.6 |
-7.6 |
-0.7% |
1,005.9 |
High |
1,019.0 |
1,019.8 |
0.8 |
0.1% |
1,024.7 |
Low |
1,006.1 |
990.7 |
-15.4 |
-1.5% |
992.6 |
Close |
1,013.1 |
997.6 |
-15.5 |
-1.5% |
1,009.4 |
Range |
12.9 |
29.1 |
16.2 |
125.6% |
32.1 |
ATR |
15.3 |
16.2 |
1.0 |
6.5% |
0.0 |
Volume |
5,439 |
9,995 |
4,556 |
83.8% |
27,410 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.0 |
1,072.9 |
1,013.6 |
|
R3 |
1,060.9 |
1,043.8 |
1,005.6 |
|
R2 |
1,031.8 |
1,031.8 |
1,002.9 |
|
R1 |
1,014.7 |
1,014.7 |
1,000.3 |
1,008.7 |
PP |
1,002.7 |
1,002.7 |
1,002.7 |
999.7 |
S1 |
985.6 |
985.6 |
994.9 |
979.6 |
S2 |
973.6 |
973.6 |
992.3 |
|
S3 |
944.5 |
956.5 |
989.6 |
|
S4 |
915.4 |
927.4 |
981.6 |
|
|
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 |
1,020.5 |
990.7 |
29.8 |
3.0% |
16.3 |
1.6% |
23% |
False |
True |
5,431 |
10 |
1,024.7 |
990.7 |
34.0 |
3.4% |
16.2 |
1.6% |
20% |
False |
True |
5,715 |
20 |
1,024.7 |
941.5 |
83.2 |
8.3% |
16.3 |
1.6% |
67% |
False |
False |
5,072 |
40 |
1,024.7 |
929.8 |
94.9 |
9.5% |
15.2 |
1.5% |
71% |
False |
False |
5,503 |
60 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.3 |
1.4% |
77% |
False |
False |
4,827 |
80 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.7 |
1.5% |
77% |
False |
False |
4,005 |
100 |
1,024.7 |
898.0 |
126.7 |
12.7% |
14.5 |
1.5% |
79% |
False |
False |
3,442 |
120 |
1,024.7 |
870.0 |
154.7 |
15.5% |
14.1 |
1.4% |
82% |
False |
False |
2,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.5 |
2.618 |
1,096.0 |
1.618 |
1,066.9 |
1.000 |
1,048.9 |
0.618 |
1,037.8 |
HIGH |
1,019.8 |
0.618 |
1,008.7 |
0.500 |
1,005.3 |
0.382 |
1,001.8 |
LOW |
990.7 |
0.618 |
972.7 |
1.000 |
961.6 |
1.618 |
943.6 |
2.618 |
914.5 |
4.250 |
867.0 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,005.3 |
1,005.6 |
PP |
1,002.7 |
1,002.9 |
S1 |
1,000.2 |
1,000.3 |
|