Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,720.25 |
1,717.25 |
-3.00 |
-0.2% |
1,681.50 |
High |
1,730.50 |
1,733.75 |
3.25 |
0.2% |
1,730.50 |
Low |
1,712.75 |
1,706.75 |
-6.00 |
-0.4% |
1,665.25 |
Close |
1,721.25 |
1,727.75 |
6.50 |
0.4% |
1,721.25 |
Range |
17.75 |
27.00 |
9.25 |
52.1% |
65.25 |
ATR |
27.26 |
27.24 |
-0.02 |
-0.1% |
0.00 |
Volume |
338,889 |
237,787 |
-101,102 |
-29.8% |
1,527,215 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.75 |
1,792.75 |
1,742.50 |
|
R3 |
1,776.75 |
1,765.75 |
1,735.25 |
|
R2 |
1,749.75 |
1,749.75 |
1,732.75 |
|
R1 |
1,738.75 |
1,738.75 |
1,730.25 |
1,744.25 |
PP |
1,722.75 |
1,722.75 |
1,722.75 |
1,725.50 |
S1 |
1,711.75 |
1,711.75 |
1,725.25 |
1,717.25 |
S2 |
1,695.75 |
1,695.75 |
1,722.75 |
|
S3 |
1,668.75 |
1,684.75 |
1,720.25 |
|
S4 |
1,641.75 |
1,657.75 |
1,713.00 |
|
|
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 |
1,733.75 |
1,679.75 |
54.00 |
3.1% |
23.25 |
1.3% |
89% |
True |
False |
295,514 |
10 |
1,733.75 |
1,631.75 |
102.00 |
5.9% |
24.00 |
1.4% |
94% |
True |
False |
203,676 |
20 |
1,733.75 |
1,582.50 |
151.25 |
8.8% |
27.50 |
1.6% |
96% |
True |
False |
102,688 |
40 |
1,733.75 |
1,559.25 |
174.50 |
10.1% |
28.50 |
1.6% |
97% |
True |
False |
51,518 |
60 |
1,733.75 |
1,391.25 |
342.50 |
19.8% |
27.50 |
1.6% |
98% |
True |
False |
34,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.50 |
2.618 |
1,804.50 |
1.618 |
1,777.50 |
1.000 |
1,760.75 |
0.618 |
1,750.50 |
HIGH |
1,733.75 |
0.618 |
1,723.50 |
0.500 |
1,720.25 |
0.382 |
1,717.00 |
LOW |
1,706.75 |
0.618 |
1,690.00 |
1.000 |
1,679.75 |
1.618 |
1,663.00 |
2.618 |
1,636.00 |
4.250 |
1,592.00 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,725.25 |
1,725.25 |
PP |
1,722.75 |
1,722.75 |
S1 |
1,720.25 |
1,720.25 |
|