Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,566.0 |
5,734.0 |
168.0 |
3.0% |
5,709.5 |
High |
5,754.5 |
5,759.0 |
4.5 |
0.1% |
5,756.5 |
Low |
5,554.0 |
5,690.5 |
136.5 |
2.5% |
5,560.0 |
Close |
5,722.0 |
5,719.5 |
-2.5 |
0.0% |
5,589.5 |
Range |
200.5 |
68.5 |
-132.0 |
-65.8% |
196.5 |
ATR |
105.7 |
103.1 |
-2.7 |
-2.5% |
0.0 |
Volume |
177,177 |
144,003 |
-33,174 |
-18.7% |
751,601 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,928.5 |
5,892.5 |
5,757.2 |
|
R3 |
5,860.0 |
5,824.0 |
5,738.3 |
|
R2 |
5,791.5 |
5,791.5 |
5,732.1 |
|
R1 |
5,755.5 |
5,755.5 |
5,725.8 |
5,739.3 |
PP |
5,723.0 |
5,723.0 |
5,723.0 |
5,714.9 |
S1 |
5,687.0 |
5,687.0 |
5,713.2 |
5,670.8 |
S2 |
5,654.5 |
5,654.5 |
5,706.9 |
|
S3 |
5,586.0 |
5,618.5 |
5,700.7 |
|
S4 |
5,517.5 |
5,550.0 |
5,681.8 |
|
|
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 |
5,759.0 |
5,554.0 |
205.0 |
3.6% |
116.6 |
2.0% |
81% |
True |
False |
164,051 |
10 |
5,764.0 |
5,554.0 |
210.0 |
3.7% |
94.1 |
1.6% |
79% |
False |
False |
137,785 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
94.3 |
1.6% |
91% |
False |
False |
75,858 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.5% |
96.9 |
1.7% |
93% |
False |
False |
38,400 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
100.8 |
1.8% |
96% |
False |
False |
25,883 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
103.2 |
1.8% |
96% |
False |
False |
19,849 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.4 |
1.8% |
96% |
False |
False |
15,951 |
120 |
5,764.0 |
4,421.0 |
1,343.0 |
23.5% |
104.1 |
1.8% |
97% |
False |
False |
13,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,050.1 |
2.618 |
5,938.3 |
1.618 |
5,869.8 |
1.000 |
5,827.5 |
0.618 |
5,801.3 |
HIGH |
5,759.0 |
0.618 |
5,732.8 |
0.500 |
5,724.8 |
0.382 |
5,716.7 |
LOW |
5,690.5 |
0.618 |
5,648.2 |
1.000 |
5,622.0 |
1.618 |
5,579.7 |
2.618 |
5,511.2 |
4.250 |
5,399.4 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,724.8 |
5,698.5 |
PP |
5,723.0 |
5,677.5 |
S1 |
5,721.3 |
5,656.5 |
|