Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,058.50 |
1,044.00 |
-14.50 |
-1.4% |
1,059.25 |
High |
1,064.00 |
1,049.50 |
-14.50 |
-1.4% |
1,075.75 |
Low |
1,041.00 |
1,036.25 |
-4.75 |
-0.5% |
1,036.25 |
Close |
1,044.25 |
1,041.00 |
-3.25 |
-0.3% |
1,041.00 |
Range |
23.00 |
13.25 |
-9.75 |
-42.4% |
39.50 |
ATR |
16.52 |
16.29 |
-0.23 |
-1.4% |
0.00 |
Volume |
2,129,823 |
2,315,316 |
185,493 |
8.7% |
9,430,458 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.00 |
1,074.75 |
1,048.25 |
|
R3 |
1,068.75 |
1,061.50 |
1,044.75 |
|
R2 |
1,055.50 |
1,055.50 |
1,043.50 |
|
R1 |
1,048.25 |
1,048.25 |
1,042.25 |
1,045.25 |
PP |
1,042.25 |
1,042.25 |
1,042.25 |
1,040.75 |
S1 |
1,035.00 |
1,035.00 |
1,039.75 |
1,032.00 |
S2 |
1,029.00 |
1,029.00 |
1,038.50 |
|
S3 |
1,015.75 |
1,021.75 |
1,037.25 |
|
S4 |
1,002.50 |
1,008.50 |
1,033.75 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.50 |
1,144.75 |
1,062.75 |
|
R3 |
1,130.00 |
1,105.25 |
1,051.75 |
|
R2 |
1,090.50 |
1,090.50 |
1,048.25 |
|
R1 |
1,065.75 |
1,065.75 |
1,044.50 |
1,058.50 |
PP |
1,051.00 |
1,051.00 |
1,051.00 |
1,047.25 |
S1 |
1,026.25 |
1,026.25 |
1,037.50 |
1,019.00 |
S2 |
1,011.50 |
1,011.50 |
1,033.75 |
|
S3 |
972.00 |
986.75 |
1,030.25 |
|
S4 |
932.50 |
947.25 |
1,019.25 |
|
|
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 |
1,036.25 |
39.50 |
3.8% |
15.50 |
1.5% |
12% |
False |
True |
1,886,091 |
10 |
1,075.75 |
1,025.50 |
50.25 |
4.8% |
15.75 |
1.5% |
31% |
False |
False |
2,070,640 |
20 |
1,075.75 |
986.50 |
89.25 |
8.6% |
16.00 |
1.5% |
61% |
False |
False |
1,144,255 |
40 |
1,075.75 |
971.25 |
104.50 |
10.0% |
17.00 |
1.6% |
67% |
False |
False |
573,972 |
60 |
1,075.75 |
861.25 |
214.50 |
20.6% |
17.00 |
1.6% |
84% |
False |
False |
383,295 |
80 |
1,075.75 |
861.25 |
214.50 |
20.6% |
17.00 |
1.6% |
84% |
False |
False |
287,693 |
100 |
1,075.75 |
861.25 |
214.50 |
20.6% |
17.50 |
1.7% |
84% |
False |
False |
230,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,105.75 |
2.618 |
1,084.25 |
1.618 |
1,071.00 |
1.000 |
1,062.75 |
0.618 |
1,057.75 |
HIGH |
1,049.50 |
0.618 |
1,044.50 |
0.500 |
1,043.00 |
0.382 |
1,041.25 |
LOW |
1,036.25 |
0.618 |
1,028.00 |
1.000 |
1,023.00 |
1.618 |
1,014.75 |
2.618 |
1,001.50 |
4.250 |
980.00 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,043.00 |
1,056.00 |
PP |
1,042.25 |
1,051.00 |
S1 |
1,041.50 |
1,046.00 |
|