Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,622.5 |
5,566.0 |
-56.5 |
-1.0% |
5,709.5 |
High |
5,630.5 |
5,754.5 |
124.0 |
2.2% |
5,756.5 |
Low |
5,560.0 |
5,554.0 |
-6.0 |
-0.1% |
5,560.0 |
Close |
5,589.5 |
5,722.0 |
132.5 |
2.4% |
5,589.5 |
Range |
70.5 |
200.5 |
130.0 |
184.4% |
196.5 |
ATR |
98.4 |
105.7 |
7.3 |
7.4% |
0.0 |
Volume |
149,397 |
177,177 |
27,780 |
18.6% |
751,601 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,278.3 |
6,200.7 |
5,832.3 |
|
R3 |
6,077.8 |
6,000.2 |
5,777.1 |
|
R2 |
5,877.3 |
5,877.3 |
5,758.8 |
|
R1 |
5,799.7 |
5,799.7 |
5,740.4 |
5,838.5 |
PP |
5,676.8 |
5,676.8 |
5,676.8 |
5,696.3 |
S1 |
5,599.2 |
5,599.2 |
5,703.6 |
5,638.0 |
S2 |
5,476.3 |
5,476.3 |
5,685.2 |
|
S3 |
5,275.8 |
5,398.7 |
5,666.9 |
|
S4 |
5,075.3 |
5,198.2 |
5,611.7 |
|
|
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 |
5,554.0 |
202.5 |
3.5% |
115.3 |
2.0% |
83% |
False |
True |
158,476 |
10 |
5,764.0 |
5,554.0 |
210.0 |
3.7% |
93.5 |
1.6% |
80% |
False |
True |
127,611 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
93.2 |
1.6% |
92% |
False |
False |
68,679 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.5% |
98.7 |
1.7% |
93% |
False |
False |
34,865 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
101.0 |
1.8% |
97% |
False |
False |
23,489 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
103.4 |
1.8% |
97% |
False |
False |
18,058 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.6 |
1.8% |
97% |
False |
False |
14,514 |
120 |
5,764.0 |
4,266.5 |
1,497.5 |
26.2% |
104.8 |
1.8% |
97% |
False |
False |
12,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,606.6 |
2.618 |
6,279.4 |
1.618 |
6,078.9 |
1.000 |
5,955.0 |
0.618 |
5,878.4 |
HIGH |
5,754.5 |
0.618 |
5,677.9 |
0.500 |
5,654.3 |
0.382 |
5,630.6 |
LOW |
5,554.0 |
0.618 |
5,430.1 |
1.000 |
5,353.5 |
1.618 |
5,229.6 |
2.618 |
5,029.1 |
4.250 |
4,701.9 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,699.4 |
5,699.4 |
PP |
5,676.8 |
5,676.8 |
S1 |
5,654.3 |
5,654.3 |
|