Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,059.25 |
1,060.00 |
0.75 |
0.1% |
1,036.00 |
High |
1,062.75 |
1,069.25 |
6.50 |
0.6% |
1,071.50 |
Low |
1,051.50 |
1,059.50 |
8.00 |
0.8% |
1,025.50 |
Close |
1,060.50 |
1,067.25 |
6.75 |
0.6% |
1,061.00 |
Range |
11.25 |
9.75 |
-1.50 |
-13.3% |
46.00 |
ATR |
16.14 |
15.68 |
-0.46 |
-2.8% |
0.00 |
Volume |
1,872,677 |
1,698,615 |
-174,062 |
-9.3% |
11,275,951 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,094.50 |
1,090.75 |
1,072.50 |
|
R3 |
1,084.75 |
1,081.00 |
1,070.00 |
|
R2 |
1,075.00 |
1,075.00 |
1,069.00 |
|
R1 |
1,071.25 |
1,071.25 |
1,068.25 |
1,073.00 |
PP |
1,065.25 |
1,065.25 |
1,065.25 |
1,066.25 |
S1 |
1,061.50 |
1,061.50 |
1,066.25 |
1,063.50 |
S2 |
1,055.50 |
1,055.50 |
1,065.50 |
|
S3 |
1,045.75 |
1,051.75 |
1,064.50 |
|
S4 |
1,036.00 |
1,042.00 |
1,062.00 |
|
|
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 |
1,044.50 |
27.00 |
2.5% |
13.50 |
1.3% |
84% |
False |
False |
2,227,909 |
10 |
1,071.50 |
1,014.75 |
56.75 |
5.3% |
14.50 |
1.4% |
93% |
False |
False |
1,683,028 |
20 |
1,071.50 |
986.50 |
85.00 |
8.0% |
15.50 |
1.5% |
95% |
False |
False |
852,425 |
40 |
1,071.50 |
960.00 |
111.50 |
10.4% |
17.00 |
1.6% |
96% |
False |
False |
427,631 |
60 |
1,071.50 |
861.25 |
210.25 |
19.7% |
17.00 |
1.6% |
98% |
False |
False |
285,702 |
80 |
1,071.50 |
861.25 |
210.25 |
19.7% |
16.50 |
1.6% |
98% |
False |
False |
214,458 |
100 |
1,071.50 |
861.25 |
210.25 |
19.7% |
17.50 |
1.6% |
98% |
False |
False |
171,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,110.75 |
2.618 |
1,094.75 |
1.618 |
1,085.00 |
1.000 |
1,079.00 |
0.618 |
1,075.25 |
HIGH |
1,069.25 |
0.618 |
1,065.50 |
0.500 |
1,064.50 |
0.382 |
1,063.25 |
LOW |
1,059.50 |
0.618 |
1,053.50 |
1.000 |
1,049.75 |
1.618 |
1,043.75 |
2.618 |
1,034.00 |
4.250 |
1,018.00 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,066.25 |
1,065.00 |
PP |
1,065.25 |
1,062.75 |
S1 |
1,064.50 |
1,060.50 |
|