Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,742.0 |
5,718.5 |
-23.5 |
-0.4% |
5,569.0 |
High |
5,750.0 |
5,764.0 |
14.0 |
0.2% |
5,764.0 |
Low |
5,697.5 |
5,703.0 |
5.5 |
0.1% |
5,535.0 |
Close |
5,739.0 |
5,718.0 |
-21.0 |
-0.4% |
5,718.0 |
Range |
52.5 |
61.0 |
8.5 |
16.2% |
229.0 |
ATR |
101.0 |
98.1 |
-2.9 |
-2.8% |
0.0 |
Volume |
87,256 |
159,545 |
72,289 |
82.8% |
375,678 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,911.3 |
5,875.7 |
5,751.6 |
|
R3 |
5,850.3 |
5,814.7 |
5,734.8 |
|
R2 |
5,789.3 |
5,789.3 |
5,729.2 |
|
R1 |
5,753.7 |
5,753.7 |
5,723.6 |
5,741.0 |
PP |
5,728.3 |
5,728.3 |
5,728.3 |
5,722.0 |
S1 |
5,692.7 |
5,692.7 |
5,712.4 |
5,680.0 |
S2 |
5,667.3 |
5,667.3 |
5,706.8 |
|
S3 |
5,606.3 |
5,631.7 |
5,701.2 |
|
S4 |
5,545.3 |
5,570.7 |
5,684.5 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,359.3 |
6,267.7 |
5,844.0 |
|
R3 |
6,130.3 |
6,038.7 |
5,781.0 |
|
R2 |
5,901.3 |
5,901.3 |
5,760.0 |
|
R1 |
5,809.7 |
5,809.7 |
5,739.0 |
5,855.5 |
PP |
5,672.3 |
5,672.3 |
5,672.3 |
5,695.3 |
S1 |
5,580.7 |
5,580.7 |
5,697.0 |
5,626.5 |
S2 |
5,443.3 |
5,443.3 |
5,676.0 |
|
S3 |
5,214.3 |
5,351.7 |
5,655.0 |
|
S4 |
4,985.3 |
5,122.7 |
5,592.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,764.0 |
5,535.0 |
229.0 |
4.0% |
74.6 |
1.3% |
80% |
True |
False |
75,135 |
10 |
5,764.0 |
5,325.0 |
439.0 |
7.7% |
78.8 |
1.4% |
90% |
True |
False |
43,672 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
90.3 |
1.6% |
91% |
True |
False |
22,601 |
40 |
5,764.0 |
5,152.5 |
611.5 |
10.7% |
99.1 |
1.7% |
92% |
True |
False |
11,794 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
102.0 |
1.8% |
96% |
True |
False |
8,059 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
102.3 |
1.8% |
96% |
True |
False |
6,487 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.2 |
1.8% |
96% |
True |
False |
5,231 |
120 |
5,764.0 |
4,025.5 |
1,738.5 |
30.4% |
105.4 |
1.8% |
97% |
True |
False |
4,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,023.3 |
2.618 |
5,923.7 |
1.618 |
5,862.7 |
1.000 |
5,825.0 |
0.618 |
5,801.7 |
HIGH |
5,764.0 |
0.618 |
5,740.7 |
0.500 |
5,733.5 |
0.382 |
5,726.3 |
LOW |
5,703.0 |
0.618 |
5,665.3 |
1.000 |
5,642.0 |
1.618 |
5,604.3 |
2.618 |
5,543.3 |
4.250 |
5,443.8 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,733.5 |
5,713.3 |
PP |
5,728.3 |
5,708.5 |
S1 |
5,723.2 |
5,703.8 |
|