Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,044.00 |
1,042.25 |
-1.75 |
-0.2% |
1,059.25 |
High |
1,049.50 |
1,061.00 |
11.50 |
1.1% |
1,075.75 |
Low |
1,036.25 |
1,035.75 |
-0.50 |
0.0% |
1,036.25 |
Close |
1,041.00 |
1,059.00 |
18.00 |
1.7% |
1,041.00 |
Range |
13.25 |
25.25 |
12.00 |
90.6% |
39.50 |
ATR |
16.29 |
16.93 |
0.64 |
3.9% |
0.00 |
Volume |
2,315,316 |
1,885,166 |
-430,150 |
-18.6% |
9,430,458 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.75 |
1,118.50 |
1,073.00 |
|
R3 |
1,102.50 |
1,093.25 |
1,066.00 |
|
R2 |
1,077.25 |
1,077.25 |
1,063.75 |
|
R1 |
1,068.00 |
1,068.00 |
1,061.25 |
1,072.50 |
PP |
1,052.00 |
1,052.00 |
1,052.00 |
1,054.25 |
S1 |
1,042.75 |
1,042.75 |
1,056.75 |
1,047.50 |
S2 |
1,026.75 |
1,026.75 |
1,054.25 |
|
S3 |
1,001.50 |
1,017.50 |
1,052.00 |
|
S4 |
976.25 |
992.25 |
1,045.00 |
|
|
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 |
1,035.75 |
40.00 |
3.8% |
18.25 |
1.7% |
58% |
False |
True |
1,888,589 |
10 |
1,075.75 |
1,035.75 |
40.00 |
3.8% |
16.25 |
1.5% |
58% |
False |
True |
2,083,063 |
20 |
1,075.75 |
986.50 |
89.25 |
8.4% |
16.50 |
1.5% |
81% |
False |
False |
1,237,612 |
40 |
1,075.75 |
971.25 |
104.50 |
9.9% |
17.50 |
1.6% |
84% |
False |
False |
621,070 |
60 |
1,075.75 |
861.25 |
214.50 |
20.3% |
17.25 |
1.6% |
92% |
False |
False |
414,686 |
80 |
1,075.75 |
861.25 |
214.50 |
20.3% |
17.00 |
1.6% |
92% |
False |
False |
311,253 |
100 |
1,075.75 |
861.25 |
214.50 |
20.3% |
17.50 |
1.6% |
92% |
False |
False |
249,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.25 |
2.618 |
1,127.00 |
1.618 |
1,101.75 |
1.000 |
1,086.25 |
0.618 |
1,076.50 |
HIGH |
1,061.00 |
0.618 |
1,051.25 |
0.500 |
1,048.50 |
0.382 |
1,045.50 |
LOW |
1,035.75 |
0.618 |
1,020.25 |
1.000 |
1,010.50 |
1.618 |
995.00 |
2.618 |
969.75 |
4.250 |
928.50 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,055.50 |
1,056.00 |
PP |
1,052.00 |
1,053.00 |
S1 |
1,048.50 |
1,050.00 |
|