Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,060.00 |
1,067.25 |
7.25 |
0.7% |
1,036.00 |
High |
1,069.25 |
1,075.75 |
6.50 |
0.6% |
1,071.50 |
Low |
1,059.50 |
1,055.25 |
-4.25 |
-0.4% |
1,025.50 |
Close |
1,067.25 |
1,059.00 |
-8.25 |
-0.8% |
1,061.00 |
Range |
9.75 |
20.50 |
10.75 |
110.3% |
46.00 |
ATR |
15.68 |
16.02 |
0.34 |
2.2% |
0.00 |
Volume |
1,698,615 |
1,414,027 |
-284,588 |
-16.8% |
11,275,951 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.75 |
1,112.50 |
1,070.25 |
|
R3 |
1,104.25 |
1,092.00 |
1,064.75 |
|
R2 |
1,083.75 |
1,083.75 |
1,062.75 |
|
R1 |
1,071.50 |
1,071.50 |
1,061.00 |
1,067.50 |
PP |
1,063.25 |
1,063.25 |
1,063.25 |
1,061.25 |
S1 |
1,051.00 |
1,051.00 |
1,057.00 |
1,047.00 |
S2 |
1,042.75 |
1,042.75 |
1,055.25 |
|
S3 |
1,022.25 |
1,030.50 |
1,053.25 |
|
S4 |
1,001.75 |
1,010.00 |
1,047.75 |
|
|
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 |
1,075.75 |
1,051.50 |
24.25 |
2.3% |
13.75 |
1.3% |
31% |
True |
False |
1,989,646 |
10 |
1,075.75 |
1,023.00 |
52.75 |
5.0% |
14.75 |
1.4% |
68% |
True |
False |
1,812,997 |
20 |
1,075.75 |
986.50 |
89.25 |
8.4% |
15.50 |
1.5% |
81% |
True |
False |
922,746 |
40 |
1,075.75 |
960.00 |
115.75 |
10.9% |
17.00 |
1.6% |
86% |
True |
False |
462,948 |
60 |
1,075.75 |
861.25 |
214.50 |
20.3% |
17.00 |
1.6% |
92% |
True |
False |
309,253 |
80 |
1,075.75 |
861.25 |
214.50 |
20.3% |
16.75 |
1.6% |
92% |
True |
False |
232,133 |
100 |
1,075.75 |
861.25 |
214.50 |
20.3% |
17.50 |
1.6% |
92% |
True |
False |
185,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.00 |
2.618 |
1,129.50 |
1.618 |
1,109.00 |
1.000 |
1,096.25 |
0.618 |
1,088.50 |
HIGH |
1,075.75 |
0.618 |
1,068.00 |
0.500 |
1,065.50 |
0.382 |
1,063.00 |
LOW |
1,055.25 |
0.618 |
1,042.50 |
1.000 |
1,034.75 |
1.618 |
1,022.00 |
2.618 |
1,001.50 |
4.250 |
968.00 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,065.50 |
1,063.50 |
PP |
1,063.25 |
1,062.00 |
S1 |
1,061.25 |
1,060.50 |
|