Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,734.0 |
5,719.5 |
-14.5 |
-0.3% |
5,709.5 |
High |
5,759.0 |
5,746.5 |
-12.5 |
-0.2% |
5,756.5 |
Low |
5,690.5 |
5,619.0 |
-71.5 |
-1.3% |
5,560.0 |
Close |
5,719.5 |
5,674.5 |
-45.0 |
-0.8% |
5,589.5 |
Range |
68.5 |
127.5 |
59.0 |
86.1% |
196.5 |
ATR |
103.1 |
104.8 |
1.7 |
1.7% |
0.0 |
Volume |
144,003 |
179,827 |
35,824 |
24.9% |
751,601 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.5 |
5,996.0 |
5,744.6 |
|
R3 |
5,935.0 |
5,868.5 |
5,709.6 |
|
R2 |
5,807.5 |
5,807.5 |
5,697.9 |
|
R1 |
5,741.0 |
5,741.0 |
5,686.2 |
5,710.5 |
PP |
5,680.0 |
5,680.0 |
5,680.0 |
5,664.8 |
S1 |
5,613.5 |
5,613.5 |
5,662.8 |
5,583.0 |
S2 |
5,552.5 |
5,552.5 |
5,651.1 |
|
S3 |
5,425.0 |
5,486.0 |
5,639.4 |
|
S4 |
5,297.5 |
5,358.5 |
5,604.4 |
|
|
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% |
125.1 |
2.2% |
59% |
False |
False |
173,832 |
10 |
5,764.0 |
5,554.0 |
210.0 |
3.7% |
98.2 |
1.7% |
57% |
False |
False |
149,940 |
20 |
5,764.0 |
5,268.5 |
495.5 |
8.7% |
90.3 |
1.6% |
82% |
False |
False |
84,814 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.6% |
98.5 |
1.7% |
85% |
False |
False |
42,890 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
21.6% |
100.8 |
1.8% |
93% |
False |
False |
28,874 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.6% |
103.8 |
1.8% |
93% |
False |
False |
22,072 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.6% |
104.8 |
1.8% |
93% |
False |
False |
17,747 |
120 |
5,764.0 |
4,425.0 |
1,339.0 |
23.6% |
104.3 |
1.8% |
93% |
False |
False |
14,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,288.4 |
2.618 |
6,080.3 |
1.618 |
5,952.8 |
1.000 |
5,874.0 |
0.618 |
5,825.3 |
HIGH |
5,746.5 |
0.618 |
5,697.8 |
0.500 |
5,682.8 |
0.382 |
5,667.7 |
LOW |
5,619.0 |
0.618 |
5,540.2 |
1.000 |
5,491.5 |
1.618 |
5,412.7 |
2.618 |
5,285.2 |
4.250 |
5,077.1 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,682.8 |
5,668.5 |
PP |
5,680.0 |
5,662.5 |
S1 |
5,677.3 |
5,656.5 |
|