Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,717.50 |
1,720.25 |
2.75 |
0.2% |
1,681.50 |
High |
1,730.50 |
1,730.50 |
0.00 |
0.0% |
1,730.50 |
Low |
1,712.25 |
1,712.75 |
0.50 |
0.0% |
1,665.25 |
Close |
1,720.00 |
1,721.25 |
1.25 |
0.1% |
1,721.25 |
Range |
18.25 |
17.75 |
-0.50 |
-2.7% |
65.25 |
ATR |
27.99 |
27.26 |
-0.73 |
-2.6% |
0.00 |
Volume |
326,862 |
338,889 |
12,027 |
3.7% |
1,527,215 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.75 |
1,765.75 |
1,731.00 |
|
R3 |
1,757.00 |
1,748.00 |
1,726.25 |
|
R2 |
1,739.25 |
1,739.25 |
1,724.50 |
|
R1 |
1,730.25 |
1,730.25 |
1,723.00 |
1,734.75 |
PP |
1,721.50 |
1,721.50 |
1,721.50 |
1,723.75 |
S1 |
1,712.50 |
1,712.50 |
1,719.50 |
1,717.00 |
S2 |
1,703.75 |
1,703.75 |
1,718.00 |
|
S3 |
1,686.00 |
1,694.75 |
1,716.25 |
|
S4 |
1,668.25 |
1,677.00 |
1,711.50 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.50 |
1,876.50 |
1,757.25 |
|
R3 |
1,836.25 |
1,811.25 |
1,739.25 |
|
R2 |
1,771.00 |
1,771.00 |
1,733.25 |
|
R1 |
1,746.00 |
1,746.00 |
1,727.25 |
1,758.50 |
PP |
1,705.75 |
1,705.75 |
1,705.75 |
1,712.00 |
S1 |
1,680.75 |
1,680.75 |
1,715.25 |
1,693.25 |
S2 |
1,640.50 |
1,640.50 |
1,709.25 |
|
S3 |
1,575.25 |
1,615.50 |
1,703.25 |
|
S4 |
1,510.00 |
1,550.25 |
1,685.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,730.50 |
1,665.25 |
65.25 |
3.8% |
23.00 |
1.3% |
86% |
True |
False |
305,443 |
10 |
1,730.50 |
1,599.25 |
131.25 |
7.6% |
25.00 |
1.5% |
93% |
True |
False |
180,219 |
20 |
1,730.50 |
1,582.50 |
148.00 |
8.6% |
28.00 |
1.6% |
94% |
True |
False |
90,878 |
40 |
1,730.50 |
1,559.25 |
171.25 |
9.9% |
28.25 |
1.6% |
95% |
True |
False |
45,578 |
60 |
1,730.50 |
1,391.25 |
339.25 |
19.7% |
27.25 |
1.6% |
97% |
True |
False |
30,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.00 |
2.618 |
1,777.00 |
1.618 |
1,759.25 |
1.000 |
1,748.25 |
0.618 |
1,741.50 |
HIGH |
1,730.50 |
0.618 |
1,723.75 |
0.500 |
1,721.50 |
0.382 |
1,719.50 |
LOW |
1,712.75 |
0.618 |
1,701.75 |
1.000 |
1,695.00 |
1.618 |
1,684.00 |
2.618 |
1,666.25 |
4.250 |
1,637.25 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,721.50 |
1,718.00 |
PP |
1,721.50 |
1,715.00 |
S1 |
1,721.50 |
1,711.75 |
|