Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,067.25 |
1,058.50 |
-8.75 |
-0.8% |
1,036.00 |
High |
1,075.75 |
1,064.00 |
-11.75 |
-1.1% |
1,071.50 |
Low |
1,055.25 |
1,041.00 |
-14.25 |
-1.4% |
1,025.50 |
Close |
1,059.00 |
1,044.25 |
-14.75 |
-1.4% |
1,061.00 |
Range |
20.50 |
23.00 |
2.50 |
12.2% |
46.00 |
ATR |
16.02 |
16.52 |
0.50 |
3.1% |
0.00 |
Volume |
1,414,027 |
2,129,823 |
715,796 |
50.6% |
11,275,951 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.75 |
1,104.50 |
1,057.00 |
|
R3 |
1,095.75 |
1,081.50 |
1,050.50 |
|
R2 |
1,072.75 |
1,072.75 |
1,048.50 |
|
R1 |
1,058.50 |
1,058.50 |
1,046.25 |
1,054.00 |
PP |
1,049.75 |
1,049.75 |
1,049.75 |
1,047.50 |
S1 |
1,035.50 |
1,035.50 |
1,042.25 |
1,031.00 |
S2 |
1,026.75 |
1,026.75 |
1,040.00 |
|
S3 |
1,003.75 |
1,012.50 |
1,038.00 |
|
S4 |
980.75 |
989.50 |
1,031.50 |
|
|
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 |
1,075.75 |
1,041.00 |
34.75 |
3.3% |
15.25 |
1.5% |
9% |
False |
True |
1,918,487 |
10 |
1,075.75 |
1,025.50 |
50.25 |
4.8% |
15.50 |
1.5% |
37% |
False |
False |
1,990,172 |
20 |
1,075.75 |
986.50 |
89.25 |
8.5% |
16.25 |
1.5% |
65% |
False |
False |
1,028,877 |
40 |
1,075.75 |
969.75 |
106.00 |
10.2% |
17.25 |
1.7% |
70% |
False |
False |
516,145 |
60 |
1,075.75 |
861.25 |
214.50 |
20.5% |
17.00 |
1.6% |
85% |
False |
False |
344,724 |
80 |
1,075.75 |
861.25 |
214.50 |
20.5% |
17.00 |
1.6% |
85% |
False |
False |
258,753 |
100 |
1,075.75 |
861.25 |
214.50 |
20.5% |
17.50 |
1.7% |
85% |
False |
False |
207,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.75 |
2.618 |
1,124.25 |
1.618 |
1,101.25 |
1.000 |
1,087.00 |
0.618 |
1,078.25 |
HIGH |
1,064.00 |
0.618 |
1,055.25 |
0.500 |
1,052.50 |
0.382 |
1,049.75 |
LOW |
1,041.00 |
0.618 |
1,026.75 |
1.000 |
1,018.00 |
1.618 |
1,003.75 |
2.618 |
980.75 |
4.250 |
943.25 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,052.50 |
1,058.50 |
PP |
1,049.75 |
1,053.75 |
S1 |
1,047.00 |
1,049.00 |
|