Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,007.6 |
991.8 |
-15.8 |
-1.6% |
1,007.4 |
High |
1,019.8 |
999.0 |
-20.8 |
-2.0% |
1,020.5 |
Low |
990.7 |
984.7 |
-6.0 |
-0.6% |
984.7 |
Close |
997.6 |
990.3 |
-7.3 |
-0.7% |
990.3 |
Range |
29.1 |
14.3 |
-14.8 |
-50.9% |
35.8 |
ATR |
16.2 |
16.1 |
-0.1 |
-0.9% |
0.0 |
Volume |
9,995 |
7,158 |
-2,837 |
-28.4% |
30,472 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.2 |
1,026.6 |
998.2 |
|
R3 |
1,019.9 |
1,012.3 |
994.2 |
|
R2 |
1,005.6 |
1,005.6 |
992.9 |
|
R1 |
998.0 |
998.0 |
991.6 |
994.7 |
PP |
991.3 |
991.3 |
991.3 |
989.7 |
S1 |
983.7 |
983.7 |
989.0 |
980.4 |
S2 |
977.0 |
977.0 |
987.7 |
|
S3 |
962.7 |
969.4 |
986.4 |
|
S4 |
948.4 |
955.1 |
982.4 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.9 |
1,083.9 |
1,010.0 |
|
R3 |
1,070.1 |
1,048.1 |
1,000.1 |
|
R2 |
1,034.3 |
1,034.3 |
996.9 |
|
R1 |
1,012.3 |
1,012.3 |
993.6 |
1,005.4 |
PP |
998.5 |
998.5 |
998.5 |
995.1 |
S1 |
976.5 |
976.5 |
987.0 |
969.6 |
S2 |
962.7 |
962.7 |
983.7 |
|
S3 |
926.9 |
940.7 |
980.5 |
|
S4 |
891.1 |
904.9 |
970.6 |
|
|
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 |
984.7 |
35.8 |
3.6% |
16.8 |
1.7% |
16% |
False |
True |
6,094 |
10 |
1,024.7 |
984.7 |
40.0 |
4.0% |
15.9 |
1.6% |
14% |
False |
True |
5,788 |
20 |
1,024.7 |
943.1 |
81.6 |
8.2% |
16.5 |
1.7% |
58% |
False |
False |
5,255 |
40 |
1,024.7 |
930.2 |
94.5 |
9.5% |
15.4 |
1.6% |
64% |
False |
False |
5,417 |
60 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.3 |
1.4% |
71% |
False |
False |
4,930 |
80 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.6 |
1.5% |
71% |
False |
False |
4,087 |
100 |
1,024.7 |
902.8 |
121.9 |
12.3% |
14.4 |
1.5% |
72% |
False |
False |
3,498 |
120 |
1,024.7 |
870.0 |
154.7 |
15.6% |
14.1 |
1.4% |
78% |
False |
False |
3,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.8 |
2.618 |
1,036.4 |
1.618 |
1,022.1 |
1.000 |
1,013.3 |
0.618 |
1,007.8 |
HIGH |
999.0 |
0.618 |
993.5 |
0.500 |
991.9 |
0.382 |
990.2 |
LOW |
984.7 |
0.618 |
975.9 |
1.000 |
970.4 |
1.618 |
961.6 |
2.618 |
947.3 |
4.250 |
923.9 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
991.9 |
1,002.3 |
PP |
991.3 |
998.3 |
S1 |
990.8 |
994.3 |
|