Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,679.0 |
5,622.5 |
-56.5 |
-1.0% |
5,709.5 |
High |
5,744.0 |
5,630.5 |
-113.5 |
-2.0% |
5,756.5 |
Low |
5,585.5 |
5,560.0 |
-25.5 |
-0.5% |
5,560.0 |
Close |
5,613.5 |
5,589.5 |
-24.0 |
-0.4% |
5,589.5 |
Range |
158.5 |
70.5 |
-88.0 |
-55.5% |
196.5 |
ATR |
100.6 |
98.4 |
-2.1 |
-2.1% |
0.0 |
Volume |
218,756 |
149,397 |
-69,359 |
-31.7% |
751,601 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,804.8 |
5,767.7 |
5,628.3 |
|
R3 |
5,734.3 |
5,697.2 |
5,608.9 |
|
R2 |
5,663.8 |
5,663.8 |
5,602.4 |
|
R1 |
5,626.7 |
5,626.7 |
5,596.0 |
5,610.0 |
PP |
5,593.3 |
5,593.3 |
5,593.3 |
5,585.0 |
S1 |
5,556.2 |
5,556.2 |
5,583.0 |
5,539.5 |
S2 |
5,522.8 |
5,522.8 |
5,576.6 |
|
S3 |
5,452.3 |
5,485.7 |
5,570.1 |
|
S4 |
5,381.8 |
5,415.2 |
5,550.7 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,224.8 |
6,103.7 |
5,697.6 |
|
R3 |
6,028.3 |
5,907.2 |
5,643.5 |
|
R2 |
5,831.8 |
5,831.8 |
5,625.5 |
|
R1 |
5,710.7 |
5,710.7 |
5,607.5 |
5,673.0 |
PP |
5,635.3 |
5,635.3 |
5,635.3 |
5,616.5 |
S1 |
5,514.2 |
5,514.2 |
5,571.5 |
5,476.5 |
S2 |
5,438.8 |
5,438.8 |
5,553.5 |
|
S3 |
5,242.3 |
5,317.7 |
5,535.5 |
|
S4 |
5,045.8 |
5,121.2 |
5,481.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,756.5 |
5,560.0 |
196.5 |
3.5% |
94.4 |
1.7% |
15% |
False |
True |
150,320 |
10 |
5,764.0 |
5,535.0 |
229.0 |
4.1% |
84.5 |
1.5% |
24% |
False |
False |
112,727 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.9% |
87.2 |
1.6% |
65% |
False |
False |
59,863 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.7% |
95.6 |
1.7% |
71% |
False |
False |
30,448 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.9% |
98.6 |
1.8% |
86% |
False |
False |
20,540 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.9% |
102.2 |
1.8% |
86% |
False |
False |
15,854 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.9% |
103.6 |
1.9% |
86% |
False |
False |
12,744 |
120 |
5,764.0 |
4,266.5 |
1,497.5 |
26.8% |
103.9 |
1.9% |
88% |
False |
False |
10,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,930.1 |
2.618 |
5,815.1 |
1.618 |
5,744.6 |
1.000 |
5,701.0 |
0.618 |
5,674.1 |
HIGH |
5,630.5 |
0.618 |
5,603.6 |
0.500 |
5,595.3 |
0.382 |
5,586.9 |
LOW |
5,560.0 |
0.618 |
5,516.4 |
1.000 |
5,489.5 |
1.618 |
5,445.9 |
2.618 |
5,375.4 |
4.250 |
5,260.4 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,595.3 |
5,658.3 |
PP |
5,593.3 |
5,635.3 |
S1 |
5,591.4 |
5,612.4 |
|