Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
994.4 |
990.5 |
-3.9 |
-0.4% |
1,007.4 |
High |
996.3 |
995.7 |
-0.6 |
-0.1% |
1,020.5 |
Low |
985.6 |
984.7 |
-0.9 |
-0.1% |
984.7 |
Close |
992.5 |
993.1 |
0.6 |
0.1% |
990.3 |
Range |
10.7 |
11.0 |
0.3 |
2.8% |
35.8 |
ATR |
15.7 |
15.4 |
-0.3 |
-2.1% |
0.0 |
Volume |
7,428 |
6,999 |
-429 |
-5.8% |
30,472 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.2 |
1,019.6 |
999.2 |
|
R3 |
1,013.2 |
1,008.6 |
996.1 |
|
R2 |
1,002.2 |
1,002.2 |
995.1 |
|
R1 |
997.6 |
997.6 |
994.1 |
999.9 |
PP |
991.2 |
991.2 |
991.2 |
992.3 |
S1 |
986.6 |
986.6 |
992.1 |
988.9 |
S2 |
980.2 |
980.2 |
991.1 |
|
S3 |
969.2 |
975.6 |
990.1 |
|
S4 |
958.2 |
964.6 |
987.1 |
|
|
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 |
1,019.8 |
984.7 |
35.1 |
3.5% |
15.6 |
1.6% |
24% |
False |
True |
7,403 |
10 |
1,024.7 |
984.7 |
40.0 |
4.0% |
14.7 |
1.5% |
21% |
False |
True |
5,724 |
20 |
1,024.7 |
946.4 |
78.3 |
7.9% |
16.1 |
1.6% |
60% |
False |
False |
5,710 |
40 |
1,024.7 |
930.2 |
94.5 |
9.5% |
14.9 |
1.5% |
67% |
False |
False |
5,289 |
60 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.2 |
1.4% |
73% |
False |
False |
5,138 |
80 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.2 |
1.4% |
73% |
False |
False |
4,235 |
100 |
1,024.7 |
906.4 |
118.3 |
11.9% |
14.4 |
1.5% |
73% |
False |
False |
3,631 |
120 |
1,024.7 |
870.0 |
154.7 |
15.6% |
14.0 |
1.4% |
80% |
False |
False |
3,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,042.5 |
2.618 |
1,024.5 |
1.618 |
1,013.5 |
1.000 |
1,006.7 |
0.618 |
1,002.5 |
HIGH |
995.7 |
0.618 |
991.5 |
0.500 |
990.2 |
0.382 |
988.9 |
LOW |
984.7 |
0.618 |
977.9 |
1.000 |
973.7 |
1.618 |
966.9 |
2.618 |
955.9 |
4.250 |
938.0 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
992.1 |
992.7 |
PP |
991.2 |
992.3 |
S1 |
990.2 |
991.9 |
|