Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,712.0 |
5,679.0 |
-33.0 |
-0.6% |
5,569.0 |
High |
5,756.5 |
5,744.0 |
-12.5 |
-0.2% |
5,764.0 |
Low |
5,671.5 |
5,585.5 |
-86.0 |
-1.5% |
5,535.0 |
Close |
5,696.0 |
5,613.5 |
-82.5 |
-1.4% |
5,718.0 |
Range |
85.0 |
158.5 |
73.5 |
86.5% |
229.0 |
ATR |
96.1 |
100.6 |
4.5 |
4.6% |
0.0 |
Volume |
130,925 |
218,756 |
87,831 |
67.1% |
375,678 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,123.2 |
6,026.8 |
5,700.7 |
|
R3 |
5,964.7 |
5,868.3 |
5,657.1 |
|
R2 |
5,806.2 |
5,806.2 |
5,642.6 |
|
R1 |
5,709.8 |
5,709.8 |
5,628.0 |
5,678.8 |
PP |
5,647.7 |
5,647.7 |
5,647.7 |
5,632.1 |
S1 |
5,551.3 |
5,551.3 |
5,599.0 |
5,520.3 |
S2 |
5,489.2 |
5,489.2 |
5,584.4 |
|
S3 |
5,330.7 |
5,392.8 |
5,569.9 |
|
S4 |
5,172.2 |
5,234.3 |
5,526.3 |
|
|
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 |
5,585.5 |
178.5 |
3.2% |
92.5 |
1.6% |
16% |
False |
True |
152,349 |
10 |
5,764.0 |
5,535.0 |
229.0 |
4.1% |
82.4 |
1.5% |
34% |
False |
False |
98,910 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.8% |
89.0 |
1.6% |
70% |
False |
False |
52,422 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.7% |
97.3 |
1.7% |
75% |
False |
False |
26,723 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.8% |
100.3 |
1.8% |
88% |
False |
False |
18,073 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.8% |
102.2 |
1.8% |
88% |
False |
False |
13,999 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.8% |
104.7 |
1.9% |
88% |
False |
False |
11,251 |
120 |
5,764.0 |
4,266.5 |
1,497.5 |
26.7% |
104.3 |
1.9% |
90% |
False |
False |
9,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,417.6 |
2.618 |
6,159.0 |
1.618 |
6,000.5 |
1.000 |
5,902.5 |
0.618 |
5,842.0 |
HIGH |
5,744.0 |
0.618 |
5,683.5 |
0.500 |
5,664.8 |
0.382 |
5,646.0 |
LOW |
5,585.5 |
0.618 |
5,487.5 |
1.000 |
5,427.0 |
1.618 |
5,329.0 |
2.618 |
5,170.5 |
4.250 |
4,911.9 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,664.8 |
5,671.0 |
PP |
5,647.7 |
5,651.8 |
S1 |
5,630.6 |
5,632.7 |
|