Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,016.1 |
1,008.7 |
-7.4 |
-0.7% |
1,007.7 |
High |
1,020.4 |
1,021.0 |
0.6 |
0.1% |
1,025.8 |
Low |
1,007.2 |
991.3 |
-15.9 |
-1.6% |
993.0 |
Close |
1,014.4 |
998.9 |
-15.5 |
-1.5% |
1,010.3 |
Range |
13.2 |
29.7 |
16.5 |
125.0% |
32.8 |
ATR |
15.7 |
16.7 |
1.0 |
6.4% |
0.0 |
Volume |
92,090 |
111,428 |
19,338 |
21.0% |
563,206 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.8 |
1,075.6 |
1,015.2 |
|
R3 |
1,063.1 |
1,045.9 |
1,007.1 |
|
R2 |
1,033.4 |
1,033.4 |
1,004.3 |
|
R1 |
1,016.2 |
1,016.2 |
1,001.6 |
1,010.0 |
PP |
1,003.7 |
1,003.7 |
1,003.7 |
1,000.6 |
S1 |
986.5 |
986.5 |
996.2 |
980.3 |
S2 |
974.0 |
974.0 |
993.5 |
|
S3 |
944.3 |
956.8 |
990.7 |
|
S4 |
914.6 |
927.1 |
982.6 |
|
|
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 |
1,021.5 |
991.3 |
30.2 |
3.0% |
16.9 |
1.7% |
25% |
False |
True |
101,460 |
10 |
1,025.8 |
991.3 |
34.5 |
3.5% |
16.7 |
1.7% |
22% |
False |
True |
108,857 |
20 |
1,025.8 |
942.6 |
83.2 |
8.3% |
16.8 |
1.7% |
68% |
False |
False |
109,999 |
40 |
1,025.8 |
930.9 |
94.9 |
9.5% |
15.6 |
1.6% |
72% |
False |
False |
94,505 |
60 |
1,025.8 |
907.6 |
118.2 |
11.8% |
14.8 |
1.5% |
77% |
False |
False |
69,841 |
80 |
1,025.8 |
907.6 |
118.2 |
11.8% |
15.3 |
1.5% |
77% |
False |
False |
53,172 |
100 |
1,025.8 |
899.5 |
126.3 |
12.6% |
15.2 |
1.5% |
79% |
False |
False |
43,355 |
120 |
1,025.8 |
869.5 |
156.3 |
15.6% |
15.3 |
1.5% |
83% |
False |
False |
36,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.2 |
2.618 |
1,098.8 |
1.618 |
1,069.1 |
1.000 |
1,050.7 |
0.618 |
1,039.4 |
HIGH |
1,021.0 |
0.618 |
1,009.7 |
0.500 |
1,006.2 |
0.382 |
1,002.6 |
LOW |
991.3 |
0.618 |
972.9 |
1.000 |
961.6 |
1.618 |
943.2 |
2.618 |
913.5 |
4.250 |
865.1 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,006.2 |
1,006.4 |
PP |
1,003.7 |
1,003.9 |
S1 |
1,001.3 |
1,001.4 |
|