Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
992.8 |
993.1 |
0.3 |
0.0% |
1,006.8 |
High |
1,000.5 |
998.0 |
-2.5 |
-0.2% |
1,021.5 |
Low |
985.5 |
986.7 |
1.2 |
0.1% |
985.5 |
Close |
991.6 |
994.1 |
2.5 |
0.3% |
991.6 |
Range |
15.0 |
11.3 |
-3.7 |
-24.7% |
36.0 |
ATR |
16.5 |
16.2 |
-0.4 |
-2.3% |
0.0 |
Volume |
168,429 |
129,031 |
-39,398 |
-23.4% |
564,613 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.8 |
1,021.8 |
1,000.3 |
|
R3 |
1,015.5 |
1,010.5 |
997.2 |
|
R2 |
1,004.2 |
1,004.2 |
996.2 |
|
R1 |
999.2 |
999.2 |
995.1 |
1,001.7 |
PP |
992.9 |
992.9 |
992.9 |
994.2 |
S1 |
987.9 |
987.9 |
993.1 |
990.4 |
S2 |
981.6 |
981.6 |
992.0 |
|
S3 |
970.3 |
976.6 |
991.0 |
|
S4 |
959.0 |
965.3 |
987.9 |
|
|
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% |
17.3 |
1.7% |
24% |
False |
False |
118,138 |
10 |
1,025.8 |
985.5 |
40.3 |
4.1% |
16.0 |
1.6% |
21% |
False |
False |
112,343 |
20 |
1,025.8 |
944.3 |
81.5 |
8.2% |
16.9 |
1.7% |
61% |
False |
False |
118,420 |
40 |
1,025.8 |
931.3 |
94.5 |
9.5% |
15.4 |
1.5% |
66% |
False |
False |
98,041 |
60 |
1,025.8 |
907.6 |
118.2 |
11.9% |
14.6 |
1.5% |
73% |
False |
False |
74,642 |
80 |
1,025.8 |
907.6 |
118.2 |
11.9% |
14.9 |
1.5% |
73% |
False |
False |
56,835 |
100 |
1,025.8 |
907.6 |
118.2 |
11.9% |
15.1 |
1.5% |
73% |
False |
False |
46,276 |
120 |
1,025.8 |
870.5 |
155.3 |
15.6% |
15.1 |
1.5% |
80% |
False |
False |
38,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,046.0 |
2.618 |
1,027.6 |
1.618 |
1,016.3 |
1.000 |
1,009.3 |
0.618 |
1,005.0 |
HIGH |
998.0 |
0.618 |
993.7 |
0.500 |
992.4 |
0.382 |
991.0 |
LOW |
986.7 |
0.618 |
979.7 |
1.000 |
975.4 |
1.618 |
968.4 |
2.618 |
957.1 |
4.250 |
938.7 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
993.5 |
1,003.3 |
PP |
992.9 |
1,000.2 |
S1 |
992.4 |
997.2 |
|