Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
991.8 |
994.4 |
2.6 |
0.3% |
1,007.4 |
High |
999.0 |
996.3 |
-2.7 |
-0.3% |
1,020.5 |
Low |
984.7 |
985.6 |
0.9 |
0.1% |
984.7 |
Close |
990.3 |
992.5 |
2.2 |
0.2% |
990.3 |
Range |
14.3 |
10.7 |
-3.6 |
-25.2% |
35.8 |
ATR |
16.1 |
15.7 |
-0.4 |
-2.4% |
0.0 |
Volume |
7,158 |
7,428 |
270 |
3.8% |
30,472 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,023.6 |
1,018.7 |
998.4 |
|
R3 |
1,012.9 |
1,008.0 |
995.4 |
|
R2 |
1,002.2 |
1,002.2 |
994.5 |
|
R1 |
997.3 |
997.3 |
993.5 |
994.4 |
PP |
991.5 |
991.5 |
991.5 |
990.0 |
S1 |
986.6 |
986.6 |
991.5 |
983.7 |
S2 |
980.8 |
980.8 |
990.5 |
|
S3 |
970.1 |
975.9 |
989.6 |
|
S4 |
959.4 |
965.2 |
986.6 |
|
|
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% |
16.6 |
1.7% |
22% |
False |
False |
6,597 |
10 |
1,024.7 |
984.7 |
40.0 |
4.0% |
15.4 |
1.6% |
20% |
False |
False |
5,771 |
20 |
1,024.7 |
943.1 |
81.6 |
8.2% |
16.4 |
1.6% |
61% |
False |
False |
5,501 |
40 |
1,024.7 |
930.2 |
94.5 |
9.5% |
15.0 |
1.5% |
66% |
False |
False |
5,399 |
60 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.2 |
1.4% |
73% |
False |
False |
5,040 |
80 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.5 |
1.5% |
73% |
False |
False |
4,166 |
100 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.4 |
1.5% |
73% |
False |
False |
3,565 |
120 |
1,024.7 |
870.0 |
154.7 |
15.6% |
14.1 |
1.4% |
79% |
False |
False |
3,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,041.8 |
2.618 |
1,024.3 |
1.618 |
1,013.6 |
1.000 |
1,007.0 |
0.618 |
1,002.9 |
HIGH |
996.3 |
0.618 |
992.2 |
0.500 |
991.0 |
0.382 |
989.7 |
LOW |
985.6 |
0.618 |
979.0 |
1.000 |
974.9 |
1.618 |
968.3 |
2.618 |
957.6 |
4.250 |
940.1 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
992.0 |
1,002.3 |
PP |
991.5 |
999.0 |
S1 |
991.0 |
995.8 |
|