Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,709.5 |
5,704.0 |
-5.5 |
-0.1% |
5,569.0 |
High |
5,713.0 |
5,754.0 |
41.0 |
0.7% |
5,764.0 |
Low |
5,617.0 |
5,692.0 |
75.0 |
1.3% |
5,535.0 |
Close |
5,674.5 |
5,708.5 |
34.0 |
0.6% |
5,718.0 |
Range |
96.0 |
62.0 |
-34.0 |
-35.4% |
229.0 |
ATR |
98.3 |
97.0 |
-1.3 |
-1.4% |
0.0 |
Volume |
136,395 |
116,128 |
-20,267 |
-14.9% |
375,678 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,904.2 |
5,868.3 |
5,742.6 |
|
R3 |
5,842.2 |
5,806.3 |
5,725.6 |
|
R2 |
5,780.2 |
5,780.2 |
5,719.9 |
|
R1 |
5,744.3 |
5,744.3 |
5,714.2 |
5,762.3 |
PP |
5,718.2 |
5,718.2 |
5,718.2 |
5,727.1 |
S1 |
5,682.3 |
5,682.3 |
5,702.8 |
5,700.3 |
S2 |
5,656.2 |
5,656.2 |
5,697.1 |
|
S3 |
5,594.2 |
5,620.3 |
5,691.5 |
|
S4 |
5,532.2 |
5,558.3 |
5,674.4 |
|
|
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 |
5,617.0 |
147.0 |
2.6% |
71.6 |
1.3% |
62% |
False |
False |
111,519 |
10 |
5,764.0 |
5,455.0 |
309.0 |
5.4% |
79.4 |
1.4% |
82% |
False |
False |
67,380 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
85.8 |
1.5% |
89% |
False |
False |
35,038 |
40 |
5,764.0 |
5,152.5 |
611.5 |
10.7% |
98.6 |
1.7% |
91% |
False |
False |
18,096 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
100.3 |
1.8% |
95% |
False |
False |
12,253 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
101.8 |
1.8% |
95% |
False |
False |
9,640 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.0 |
1.8% |
95% |
False |
False |
7,756 |
120 |
5,764.0 |
4,243.0 |
1,521.0 |
26.6% |
104.5 |
1.8% |
96% |
False |
False |
6,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,017.5 |
2.618 |
5,916.3 |
1.618 |
5,854.3 |
1.000 |
5,816.0 |
0.618 |
5,792.3 |
HIGH |
5,754.0 |
0.618 |
5,730.3 |
0.500 |
5,723.0 |
0.382 |
5,715.7 |
LOW |
5,692.0 |
0.618 |
5,653.7 |
1.000 |
5,630.0 |
1.618 |
5,591.7 |
2.618 |
5,529.7 |
4.250 |
5,428.5 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,723.0 |
5,702.5 |
PP |
5,718.2 |
5,696.5 |
S1 |
5,713.3 |
5,690.5 |
|