Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,014.5 |
1,006.8 |
-7.7 |
-0.8% |
1,007.7 |
High |
1,019.5 |
1,008.3 |
-11.2 |
-1.1% |
1,025.8 |
Low |
1,007.4 |
996.3 |
-11.1 |
-1.1% |
993.0 |
Close |
1,010.3 |
1,004.9 |
-5.4 |
-0.5% |
1,010.3 |
Range |
12.1 |
12.0 |
-0.1 |
-0.8% |
32.8 |
ATR |
15.9 |
15.7 |
-0.1 |
-0.8% |
0.0 |
Volume |
111,116 |
102,954 |
-8,162 |
-7.3% |
563,206 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.2 |
1,034.0 |
1,011.5 |
|
R3 |
1,027.2 |
1,022.0 |
1,008.2 |
|
R2 |
1,015.2 |
1,015.2 |
1,007.1 |
|
R1 |
1,010.0 |
1,010.0 |
1,006.0 |
1,006.6 |
PP |
1,003.2 |
1,003.2 |
1,003.2 |
1,001.5 |
S1 |
998.0 |
998.0 |
1,003.8 |
994.6 |
S2 |
991.2 |
991.2 |
1,002.7 |
|
S3 |
979.2 |
986.0 |
1,001.6 |
|
S4 |
967.2 |
974.0 |
998.3 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.1 |
1,092.0 |
1,028.3 |
|
R3 |
1,075.3 |
1,059.2 |
1,019.3 |
|
R2 |
1,042.5 |
1,042.5 |
1,016.3 |
|
R1 |
1,026.4 |
1,026.4 |
1,013.3 |
1,034.5 |
PP |
1,009.7 |
1,009.7 |
1,009.7 |
1,013.7 |
S1 |
993.6 |
993.6 |
1,007.3 |
1,001.7 |
S2 |
976.9 |
976.9 |
1,004.3 |
|
S3 |
944.1 |
960.8 |
1,001.3 |
|
S4 |
911.3 |
928.0 |
992.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,025.8 |
993.0 |
32.8 |
3.3% |
14.6 |
1.5% |
36% |
False |
False |
106,549 |
10 |
1,025.8 |
983.2 |
42.6 |
4.2% |
15.8 |
1.6% |
51% |
False |
False |
120,438 |
20 |
1,025.8 |
935.7 |
90.1 |
9.0% |
16.1 |
1.6% |
77% |
False |
False |
107,203 |
40 |
1,025.8 |
927.6 |
98.2 |
9.8% |
15.3 |
1.5% |
79% |
False |
False |
91,032 |
60 |
1,025.8 |
907.6 |
118.2 |
11.8% |
14.4 |
1.4% |
82% |
False |
False |
65,077 |
80 |
1,025.8 |
907.6 |
118.2 |
11.8% |
15.2 |
1.5% |
82% |
False |
False |
49,659 |
100 |
1,025.8 |
884.6 |
141.2 |
14.1% |
15.1 |
1.5% |
85% |
False |
False |
40,465 |
120 |
1,025.8 |
869.5 |
156.3 |
15.6% |
15.3 |
1.5% |
87% |
False |
False |
33,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.3 |
2.618 |
1,039.7 |
1.618 |
1,027.7 |
1.000 |
1,020.3 |
0.618 |
1,015.7 |
HIGH |
1,008.3 |
0.618 |
1,003.7 |
0.500 |
1,002.3 |
0.382 |
1,000.9 |
LOW |
996.3 |
0.618 |
988.9 |
1.000 |
984.3 |
1.618 |
976.9 |
2.618 |
964.9 |
4.250 |
945.3 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,004.0 |
1,011.1 |
PP |
1,003.2 |
1,009.0 |
S1 |
1,002.3 |
1,007.0 |
|