Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
992.6 |
994.0 |
1.4 |
0.1% |
1,006.8 |
High |
997.2 |
1,010.8 |
13.6 |
1.4% |
1,021.5 |
Low |
986.1 |
992.7 |
6.6 |
0.7% |
985.5 |
Close |
994.4 |
1,009.3 |
14.9 |
1.5% |
991.6 |
Range |
11.1 |
18.1 |
7.0 |
63.1% |
36.0 |
ATR |
15.8 |
16.0 |
0.2 |
1.0% |
0.0 |
Volume |
88,768 |
105,185 |
16,417 |
18.5% |
564,613 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.6 |
1,052.0 |
1,019.3 |
|
R3 |
1,040.5 |
1,033.9 |
1,014.3 |
|
R2 |
1,022.4 |
1,022.4 |
1,012.6 |
|
R1 |
1,015.8 |
1,015.8 |
1,011.0 |
1,019.1 |
PP |
1,004.3 |
1,004.3 |
1,004.3 |
1,005.9 |
S1 |
997.7 |
997.7 |
1,007.6 |
1,001.0 |
S2 |
986.2 |
986.2 |
1,006.0 |
|
S3 |
968.1 |
979.6 |
1,004.3 |
|
S4 |
950.0 |
961.5 |
999.3 |
|
|
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 |
3.5% |
17.0 |
1.7% |
67% |
False |
False |
120,568 |
10 |
1,025.8 |
985.5 |
40.3 |
4.0% |
15.5 |
1.5% |
59% |
False |
False |
111,379 |
20 |
1,025.8 |
952.5 |
73.3 |
7.3% |
16.9 |
1.7% |
77% |
False |
False |
120,099 |
40 |
1,025.8 |
931.3 |
94.5 |
9.4% |
15.3 |
1.5% |
83% |
False |
False |
98,041 |
60 |
1,025.8 |
907.6 |
118.2 |
11.7% |
14.7 |
1.5% |
86% |
False |
False |
77,619 |
80 |
1,025.8 |
907.6 |
118.2 |
11.7% |
14.7 |
1.5% |
86% |
False |
False |
59,150 |
100 |
1,025.8 |
907.6 |
118.2 |
11.7% |
15.1 |
1.5% |
86% |
False |
False |
48,149 |
120 |
1,025.8 |
870.5 |
155.3 |
15.4% |
15.2 |
1.5% |
89% |
False |
False |
40,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.7 |
2.618 |
1,058.2 |
1.618 |
1,040.1 |
1.000 |
1,028.9 |
0.618 |
1,022.0 |
HIGH |
1,010.8 |
0.618 |
1,003.9 |
0.500 |
1,001.8 |
0.382 |
999.6 |
LOW |
992.7 |
0.618 |
981.5 |
1.000 |
974.6 |
1.618 |
963.4 |
2.618 |
945.3 |
4.250 |
915.8 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,006.8 |
1,005.7 |
PP |
1,004.3 |
1,002.1 |
S1 |
1,001.8 |
998.5 |
|