Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,059.25 |
1,054.75 |
-4.50 |
-0.4% |
1,059.25 |
High |
1,065.75 |
1,063.25 |
-2.50 |
-0.2% |
1,075.75 |
Low |
1,053.25 |
1,041.50 |
-11.75 |
-1.1% |
1,036.25 |
Close |
1,054.75 |
1,053.00 |
-1.75 |
-0.2% |
1,041.00 |
Range |
12.50 |
21.75 |
9.25 |
74.0% |
39.50 |
ATR |
16.61 |
16.98 |
0.37 |
2.2% |
0.00 |
Volume |
1,516,970 |
1,645,534 |
128,564 |
8.5% |
9,430,458 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,117.75 |
1,107.25 |
1,065.00 |
|
R3 |
1,096.00 |
1,085.50 |
1,059.00 |
|
R2 |
1,074.25 |
1,074.25 |
1,057.00 |
|
R1 |
1,063.75 |
1,063.75 |
1,055.00 |
1,058.00 |
PP |
1,052.50 |
1,052.50 |
1,052.50 |
1,049.75 |
S1 |
1,042.00 |
1,042.00 |
1,051.00 |
1,036.50 |
S2 |
1,030.75 |
1,030.75 |
1,049.00 |
|
S3 |
1,009.00 |
1,020.25 |
1,047.00 |
|
S4 |
987.25 |
998.50 |
1,041.00 |
|
|
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 |
1,065.75 |
1,035.75 |
30.00 |
2.8% |
19.25 |
1.8% |
58% |
False |
False |
1,898,561 |
10 |
1,075.75 |
1,035.75 |
40.00 |
3.8% |
16.50 |
1.6% |
43% |
False |
False |
1,944,104 |
20 |
1,075.75 |
986.50 |
89.25 |
8.5% |
15.75 |
1.5% |
75% |
False |
False |
1,394,309 |
40 |
1,075.75 |
971.25 |
104.50 |
9.9% |
17.50 |
1.7% |
78% |
False |
False |
700,044 |
60 |
1,075.75 |
861.25 |
214.50 |
20.4% |
17.25 |
1.6% |
89% |
False |
False |
467,348 |
80 |
1,075.75 |
861.25 |
214.50 |
20.4% |
17.00 |
1.6% |
89% |
False |
False |
350,783 |
100 |
1,075.75 |
861.25 |
214.50 |
20.4% |
17.50 |
1.7% |
89% |
False |
False |
280,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.75 |
2.618 |
1,120.25 |
1.618 |
1,098.50 |
1.000 |
1,085.00 |
0.618 |
1,076.75 |
HIGH |
1,063.25 |
0.618 |
1,055.00 |
0.500 |
1,052.50 |
0.382 |
1,049.75 |
LOW |
1,041.50 |
0.618 |
1,028.00 |
1.000 |
1,019.75 |
1.618 |
1,006.25 |
2.618 |
984.50 |
4.250 |
949.00 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,052.75 |
1,052.25 |
PP |
1,052.50 |
1,051.50 |
S1 |
1,052.50 |
1,050.75 |
|