Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
993.1 |
992.6 |
-0.5 |
-0.1% |
1,006.8 |
High |
998.0 |
997.2 |
-0.8 |
-0.1% |
1,021.5 |
Low |
986.7 |
986.1 |
-0.6 |
-0.1% |
985.5 |
Close |
994.1 |
994.4 |
0.3 |
0.0% |
991.6 |
Range |
11.3 |
11.1 |
-0.2 |
-1.8% |
36.0 |
ATR |
16.2 |
15.8 |
-0.4 |
-2.2% |
0.0 |
Volume |
129,031 |
88,768 |
-40,263 |
-31.2% |
564,613 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.9 |
1,021.2 |
1,000.5 |
|
R3 |
1,014.8 |
1,010.1 |
997.5 |
|
R2 |
1,003.7 |
1,003.7 |
996.4 |
|
R1 |
999.0 |
999.0 |
995.4 |
1,001.4 |
PP |
992.6 |
992.6 |
992.6 |
993.7 |
S1 |
987.9 |
987.9 |
993.4 |
990.3 |
S2 |
981.5 |
981.5 |
992.4 |
|
S3 |
970.4 |
976.8 |
991.3 |
|
S4 |
959.3 |
965.7 |
988.3 |
|
|
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 |
1,021.0 |
985.5 |
35.5 |
3.6% |
16.1 |
1.6% |
25% |
False |
False |
117,949 |
10 |
1,025.8 |
985.5 |
40.3 |
4.1% |
15.2 |
1.5% |
22% |
False |
False |
111,828 |
20 |
1,025.8 |
947.5 |
78.3 |
7.9% |
16.6 |
1.7% |
60% |
False |
False |
118,496 |
40 |
1,025.8 |
931.3 |
94.5 |
9.5% |
15.3 |
1.5% |
67% |
False |
False |
97,798 |
60 |
1,025.8 |
907.6 |
118.2 |
11.9% |
14.6 |
1.5% |
73% |
False |
False |
75,947 |
80 |
1,025.8 |
907.6 |
118.2 |
11.9% |
14.7 |
1.5% |
73% |
False |
False |
57,916 |
100 |
1,025.8 |
907.6 |
118.2 |
11.9% |
15.0 |
1.5% |
73% |
False |
False |
47,139 |
120 |
1,025.8 |
870.5 |
155.3 |
15.6% |
15.1 |
1.5% |
80% |
False |
False |
39,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.4 |
2.618 |
1,026.3 |
1.618 |
1,015.2 |
1.000 |
1,008.3 |
0.618 |
1,004.1 |
HIGH |
997.2 |
0.618 |
993.0 |
0.500 |
991.7 |
0.382 |
990.3 |
LOW |
986.1 |
0.618 |
979.2 |
1.000 |
975.0 |
1.618 |
968.1 |
2.618 |
957.0 |
4.250 |
938.9 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
993.5 |
993.9 |
PP |
992.6 |
993.5 |
S1 |
991.7 |
993.0 |
|