Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,717.25 |
1,727.50 |
10.25 |
0.6% |
1,681.50 |
High |
1,733.75 |
1,741.25 |
7.50 |
0.4% |
1,730.50 |
Low |
1,706.75 |
1,725.50 |
18.75 |
1.1% |
1,665.25 |
Close |
1,727.75 |
1,734.25 |
6.50 |
0.4% |
1,721.25 |
Range |
27.00 |
15.75 |
-11.25 |
-41.7% |
65.25 |
ATR |
27.24 |
26.42 |
-0.82 |
-3.0% |
0.00 |
Volume |
237,787 |
262,505 |
24,718 |
10.4% |
1,527,215 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.00 |
1,773.25 |
1,743.00 |
|
R3 |
1,765.25 |
1,757.50 |
1,738.50 |
|
R2 |
1,749.50 |
1,749.50 |
1,737.25 |
|
R1 |
1,741.75 |
1,741.75 |
1,735.75 |
1,745.50 |
PP |
1,733.75 |
1,733.75 |
1,733.75 |
1,735.50 |
S1 |
1,726.00 |
1,726.00 |
1,732.75 |
1,730.00 |
S2 |
1,718.00 |
1,718.00 |
1,731.25 |
|
S3 |
1,702.25 |
1,710.25 |
1,730.00 |
|
S4 |
1,686.50 |
1,694.50 |
1,725.50 |
|
|
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 |
1,741.25 |
1,693.00 |
48.25 |
2.8% |
21.75 |
1.3% |
85% |
True |
False |
298,966 |
10 |
1,741.25 |
1,643.25 |
98.00 |
5.7% |
23.00 |
1.3% |
93% |
True |
False |
229,753 |
20 |
1,741.25 |
1,582.50 |
158.75 |
9.2% |
27.25 |
1.6% |
96% |
True |
False |
115,740 |
40 |
1,741.25 |
1,559.25 |
182.00 |
10.5% |
28.00 |
1.6% |
96% |
True |
False |
58,079 |
60 |
1,741.25 |
1,391.25 |
350.00 |
20.2% |
27.25 |
1.6% |
98% |
True |
False |
38,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.25 |
2.618 |
1,782.50 |
1.618 |
1,766.75 |
1.000 |
1,757.00 |
0.618 |
1,751.00 |
HIGH |
1,741.25 |
0.618 |
1,735.25 |
0.500 |
1,733.50 |
0.382 |
1,731.50 |
LOW |
1,725.50 |
0.618 |
1,715.75 |
1.000 |
1,709.75 |
1.618 |
1,700.00 |
2.618 |
1,684.25 |
4.250 |
1,658.50 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,734.00 |
1,730.75 |
PP |
1,733.75 |
1,727.50 |
S1 |
1,733.50 |
1,724.00 |
|