Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
990.5 |
992.5 |
2.0 |
0.2% |
1,007.4 |
High |
995.7 |
1,009.0 |
13.3 |
1.3% |
1,020.5 |
Low |
984.7 |
992.5 |
7.8 |
0.8% |
984.7 |
Close |
993.1 |
1,008.0 |
14.9 |
1.5% |
990.3 |
Range |
11.0 |
16.5 |
5.5 |
50.0% |
35.8 |
ATR |
15.4 |
15.5 |
0.1 |
0.5% |
0.0 |
Volume |
6,999 |
5,742 |
-1,257 |
-18.0% |
30,472 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.7 |
1,046.8 |
1,017.1 |
|
R3 |
1,036.2 |
1,030.3 |
1,012.5 |
|
R2 |
1,019.7 |
1,019.7 |
1,011.0 |
|
R1 |
1,013.8 |
1,013.8 |
1,009.5 |
1,016.8 |
PP |
1,003.2 |
1,003.2 |
1,003.2 |
1,004.6 |
S1 |
997.3 |
997.3 |
1,006.5 |
1,000.3 |
S2 |
986.7 |
986.7 |
1,005.0 |
|
S3 |
970.2 |
980.8 |
1,003.5 |
|
S4 |
953.7 |
964.3 |
998.9 |
|
|
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% |
16.3 |
1.6% |
66% |
False |
False |
7,464 |
10 |
1,024.7 |
984.7 |
40.0 |
4.0% |
14.9 |
1.5% |
58% |
False |
False |
5,974 |
20 |
1,024.7 |
952.1 |
72.6 |
7.2% |
16.3 |
1.6% |
77% |
False |
False |
5,903 |
40 |
1,024.7 |
930.2 |
94.5 |
9.4% |
14.9 |
1.5% |
82% |
False |
False |
5,204 |
60 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.3 |
1.4% |
86% |
False |
False |
5,208 |
80 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.2 |
1.4% |
86% |
False |
False |
4,281 |
100 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.5 |
1.4% |
86% |
False |
False |
3,683 |
120 |
1,024.7 |
870.0 |
154.7 |
15.3% |
14.1 |
1.4% |
89% |
False |
False |
3,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,079.1 |
2.618 |
1,052.2 |
1.618 |
1,035.7 |
1.000 |
1,025.5 |
0.618 |
1,019.2 |
HIGH |
1,009.0 |
0.618 |
1,002.7 |
0.500 |
1,000.8 |
0.382 |
998.8 |
LOW |
992.5 |
0.618 |
982.3 |
1.000 |
976.0 |
1.618 |
965.8 |
2.618 |
949.3 |
4.250 |
922.4 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,005.6 |
1,004.3 |
PP |
1,003.2 |
1,000.6 |
S1 |
1,000.8 |
996.9 |
|