Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,718.5 |
5,709.5 |
-9.0 |
-0.2% |
5,569.0 |
High |
5,764.0 |
5,713.0 |
-51.0 |
-0.9% |
5,764.0 |
Low |
5,703.0 |
5,617.0 |
-86.0 |
-1.5% |
5,535.0 |
Close |
5,718.0 |
5,674.5 |
-43.5 |
-0.8% |
5,718.0 |
Range |
61.0 |
96.0 |
35.0 |
57.4% |
229.0 |
ATR |
98.1 |
98.3 |
0.2 |
0.2% |
0.0 |
Volume |
159,545 |
136,395 |
-23,150 |
-14.5% |
375,678 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,956.2 |
5,911.3 |
5,727.3 |
|
R3 |
5,860.2 |
5,815.3 |
5,700.9 |
|
R2 |
5,764.2 |
5,764.2 |
5,692.1 |
|
R1 |
5,719.3 |
5,719.3 |
5,683.3 |
5,693.8 |
PP |
5,668.2 |
5,668.2 |
5,668.2 |
5,655.4 |
S1 |
5,623.3 |
5,623.3 |
5,665.7 |
5,597.8 |
S2 |
5,572.2 |
5,572.2 |
5,656.9 |
|
S3 |
5,476.2 |
5,527.3 |
5,648.1 |
|
S4 |
5,380.2 |
5,431.3 |
5,621.7 |
|
|
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 |
5,589.0 |
175.0 |
3.1% |
71.7 |
1.3% |
49% |
False |
False |
96,745 |
10 |
5,764.0 |
5,455.0 |
309.0 |
5.4% |
77.6 |
1.4% |
71% |
False |
False |
56,625 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
85.5 |
1.5% |
82% |
False |
False |
29,248 |
40 |
5,764.0 |
5,152.5 |
611.5 |
10.8% |
99.2 |
1.7% |
85% |
False |
False |
15,200 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.6% |
101.8 |
1.8% |
93% |
False |
False |
10,322 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.6% |
102.7 |
1.8% |
93% |
False |
False |
8,191 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.6% |
104.2 |
1.8% |
93% |
False |
False |
6,595 |
120 |
5,764.0 |
4,025.5 |
1,738.5 |
30.6% |
105.3 |
1.9% |
95% |
False |
False |
5,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,121.0 |
2.618 |
5,964.3 |
1.618 |
5,868.3 |
1.000 |
5,809.0 |
0.618 |
5,772.3 |
HIGH |
5,713.0 |
0.618 |
5,676.3 |
0.500 |
5,665.0 |
0.382 |
5,653.7 |
LOW |
5,617.0 |
0.618 |
5,557.7 |
1.000 |
5,521.0 |
1.618 |
5,461.7 |
2.618 |
5,365.7 |
4.250 |
5,209.0 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,671.3 |
5,690.5 |
PP |
5,668.2 |
5,685.2 |
S1 |
5,665.0 |
5,679.8 |
|