Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,063.25 |
1,063.00 |
-0.25 |
0.0% |
1,036.00 |
High |
1,071.50 |
1,067.75 |
-3.75 |
-0.3% |
1,071.50 |
Low |
1,056.25 |
1,056.00 |
-0.25 |
0.0% |
1,025.50 |
Close |
1,062.75 |
1,061.00 |
-1.75 |
-0.2% |
1,061.00 |
Range |
15.25 |
11.75 |
-3.50 |
-23.0% |
46.00 |
ATR |
16.88 |
16.51 |
-0.37 |
-2.2% |
0.00 |
Volume |
2,485,619 |
2,477,295 |
-8,324 |
-0.3% |
11,275,951 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.75 |
1,090.75 |
1,067.50 |
|
R3 |
1,085.00 |
1,079.00 |
1,064.25 |
|
R2 |
1,073.25 |
1,073.25 |
1,063.25 |
|
R1 |
1,067.25 |
1,067.25 |
1,062.00 |
1,064.50 |
PP |
1,061.50 |
1,061.50 |
1,061.50 |
1,060.25 |
S1 |
1,055.50 |
1,055.50 |
1,060.00 |
1,052.50 |
S2 |
1,049.75 |
1,049.75 |
1,058.75 |
|
S3 |
1,038.00 |
1,043.75 |
1,057.75 |
|
S4 |
1,026.25 |
1,032.00 |
1,054.50 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.75 |
1,171.75 |
1,086.25 |
|
R3 |
1,144.75 |
1,125.75 |
1,073.75 |
|
R2 |
1,098.75 |
1,098.75 |
1,069.50 |
|
R1 |
1,079.75 |
1,079.75 |
1,065.25 |
1,089.25 |
PP |
1,052.75 |
1,052.75 |
1,052.75 |
1,057.50 |
S1 |
1,033.75 |
1,033.75 |
1,056.75 |
1,043.25 |
S2 |
1,006.75 |
1,006.75 |
1,052.50 |
|
S3 |
960.75 |
987.75 |
1,048.25 |
|
S4 |
914.75 |
941.75 |
1,035.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,071.50 |
1,025.50 |
46.00 |
4.3% |
16.00 |
1.5% |
77% |
False |
False |
2,255,190 |
10 |
1,071.50 |
995.50 |
76.00 |
7.2% |
15.50 |
1.5% |
86% |
False |
False |
1,332,793 |
20 |
1,071.50 |
986.50 |
85.00 |
8.0% |
16.75 |
1.6% |
88% |
False |
False |
674,304 |
40 |
1,071.50 |
958.50 |
113.00 |
10.7% |
17.00 |
1.6% |
91% |
False |
False |
338,488 |
60 |
1,071.50 |
861.25 |
210.25 |
19.8% |
17.00 |
1.6% |
95% |
False |
False |
226,255 |
80 |
1,071.50 |
861.25 |
210.25 |
19.8% |
17.00 |
1.6% |
95% |
False |
False |
169,817 |
100 |
1,071.50 |
857.00 |
214.50 |
20.2% |
17.75 |
1.7% |
95% |
False |
False |
135,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,117.75 |
2.618 |
1,098.50 |
1.618 |
1,086.75 |
1.000 |
1,079.50 |
0.618 |
1,075.00 |
HIGH |
1,067.75 |
0.618 |
1,063.25 |
0.500 |
1,062.00 |
0.382 |
1,060.50 |
LOW |
1,056.00 |
0.618 |
1,048.75 |
1.000 |
1,044.25 |
1.618 |
1,037.00 |
2.618 |
1,025.25 |
4.250 |
1,006.00 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,062.00 |
1,060.00 |
PP |
1,061.50 |
1,059.00 |
S1 |
1,061.25 |
1,058.00 |
|