Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,008.7 |
992.8 |
-15.9 |
-1.6% |
1,006.8 |
High |
1,021.0 |
1,000.5 |
-20.5 |
-2.0% |
1,021.5 |
Low |
991.3 |
985.5 |
-5.8 |
-0.6% |
985.5 |
Close |
998.9 |
991.6 |
-7.3 |
-0.7% |
991.6 |
Range |
29.7 |
15.0 |
-14.7 |
-49.5% |
36.0 |
ATR |
16.7 |
16.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
111,428 |
168,429 |
57,001 |
51.2% |
564,613 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,037.5 |
1,029.6 |
999.9 |
|
R3 |
1,022.5 |
1,014.6 |
995.7 |
|
R2 |
1,007.5 |
1,007.5 |
994.4 |
|
R1 |
999.6 |
999.6 |
993.0 |
996.1 |
PP |
992.5 |
992.5 |
992.5 |
990.8 |
S1 |
984.6 |
984.6 |
990.2 |
981.1 |
S2 |
977.5 |
977.5 |
988.9 |
|
S3 |
962.5 |
969.6 |
987.5 |
|
S4 |
947.5 |
954.6 |
983.4 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.5 |
1,085.6 |
1,011.4 |
|
R3 |
1,071.5 |
1,049.6 |
1,001.5 |
|
R2 |
1,035.5 |
1,035.5 |
998.2 |
|
R1 |
1,013.6 |
1,013.6 |
994.9 |
1,006.6 |
PP |
999.5 |
999.5 |
999.5 |
996.0 |
S1 |
977.6 |
977.6 |
988.3 |
970.6 |
S2 |
963.5 |
963.5 |
985.0 |
|
S3 |
927.5 |
941.6 |
981.7 |
|
S4 |
891.5 |
905.6 |
971.8 |
|
|
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 |
985.5 |
36.0 |
3.6% |
17.4 |
1.8% |
17% |
False |
True |
112,922 |
10 |
1,025.8 |
985.5 |
40.3 |
4.1% |
16.5 |
1.7% |
15% |
False |
True |
112,781 |
20 |
1,025.8 |
944.3 |
81.5 |
8.2% |
17.1 |
1.7% |
58% |
False |
False |
114,991 |
40 |
1,025.8 |
931.3 |
94.5 |
9.5% |
15.7 |
1.6% |
64% |
False |
False |
96,368 |
60 |
1,025.8 |
907.6 |
118.2 |
11.9% |
14.7 |
1.5% |
71% |
False |
False |
72,564 |
80 |
1,025.8 |
907.6 |
118.2 |
11.9% |
15.0 |
1.5% |
71% |
False |
False |
55,247 |
100 |
1,025.8 |
901.1 |
124.7 |
12.6% |
15.2 |
1.5% |
73% |
False |
False |
45,006 |
120 |
1,025.8 |
870.5 |
155.3 |
15.7% |
15.1 |
1.5% |
78% |
False |
False |
37,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,064.3 |
2.618 |
1,039.8 |
1.618 |
1,024.8 |
1.000 |
1,015.5 |
0.618 |
1,009.8 |
HIGH |
1,000.5 |
0.618 |
994.8 |
0.500 |
993.0 |
0.382 |
991.2 |
LOW |
985.5 |
0.618 |
976.2 |
1.000 |
970.5 |
1.618 |
961.2 |
2.618 |
946.2 |
4.250 |
921.8 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
993.0 |
1,003.3 |
PP |
992.5 |
999.4 |
S1 |
992.1 |
995.5 |
|