Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,006.8 |
1,005.0 |
-1.8 |
-0.2% |
1,007.7 |
High |
1,008.3 |
1,021.5 |
13.2 |
1.3% |
1,025.8 |
Low |
996.3 |
1,004.2 |
7.9 |
0.8% |
993.0 |
Close |
1,004.9 |
1,015.5 |
10.6 |
1.1% |
1,010.3 |
Range |
12.0 |
17.3 |
5.3 |
44.2% |
32.8 |
ATR |
15.7 |
15.8 |
0.1 |
0.7% |
0.0 |
Volume |
102,954 |
89,712 |
-13,242 |
-12.9% |
563,206 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.6 |
1,057.9 |
1,025.0 |
|
R3 |
1,048.3 |
1,040.6 |
1,020.3 |
|
R2 |
1,031.0 |
1,031.0 |
1,018.7 |
|
R1 |
1,023.3 |
1,023.3 |
1,017.1 |
1,027.2 |
PP |
1,013.7 |
1,013.7 |
1,013.7 |
1,015.7 |
S1 |
1,006.0 |
1,006.0 |
1,013.9 |
1,009.9 |
S2 |
996.4 |
996.4 |
1,012.3 |
|
S3 |
979.1 |
988.7 |
1,010.7 |
|
S4 |
961.8 |
971.4 |
1,006.0 |
|
|
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 |
996.3 |
29.5 |
2.9% |
14.4 |
1.4% |
65% |
False |
False |
105,707 |
10 |
1,025.8 |
983.2 |
42.6 |
4.2% |
15.8 |
1.6% |
76% |
False |
False |
117,654 |
20 |
1,025.8 |
941.2 |
84.6 |
8.3% |
15.9 |
1.6% |
88% |
False |
False |
107,403 |
40 |
1,025.8 |
927.6 |
98.2 |
9.7% |
15.5 |
1.5% |
90% |
False |
False |
92,540 |
60 |
1,025.8 |
907.6 |
118.2 |
11.6% |
14.5 |
1.4% |
91% |
False |
False |
66,526 |
80 |
1,025.8 |
907.6 |
118.2 |
11.6% |
15.1 |
1.5% |
91% |
False |
False |
50,705 |
100 |
1,025.8 |
884.8 |
141.0 |
13.9% |
15.1 |
1.5% |
93% |
False |
False |
41,336 |
120 |
1,025.8 |
869.5 |
156.3 |
15.4% |
15.3 |
1.5% |
93% |
False |
False |
34,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.0 |
2.618 |
1,066.8 |
1.618 |
1,049.5 |
1.000 |
1,038.8 |
0.618 |
1,032.2 |
HIGH |
1,021.5 |
0.618 |
1,014.9 |
0.500 |
1,012.9 |
0.382 |
1,010.8 |
LOW |
1,004.2 |
0.618 |
993.5 |
1.000 |
986.9 |
1.618 |
976.2 |
2.618 |
958.9 |
4.250 |
930.7 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,014.6 |
1,013.3 |
PP |
1,013.7 |
1,011.1 |
S1 |
1,012.9 |
1,008.9 |
|