Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,727.50 |
1,733.50 |
6.00 |
0.3% |
1,681.50 |
High |
1,741.25 |
1,753.25 |
12.00 |
0.7% |
1,730.50 |
Low |
1,725.50 |
1,720.75 |
-4.75 |
-0.3% |
1,665.25 |
Close |
1,734.25 |
1,725.50 |
-8.75 |
-0.5% |
1,721.25 |
Range |
15.75 |
32.50 |
16.75 |
106.3% |
65.25 |
ATR |
26.42 |
26.85 |
0.43 |
1.6% |
0.00 |
Volume |
262,505 |
226,574 |
-35,931 |
-13.7% |
1,527,215 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.75 |
1,810.50 |
1,743.50 |
|
R3 |
1,798.25 |
1,778.00 |
1,734.50 |
|
R2 |
1,765.75 |
1,765.75 |
1,731.50 |
|
R1 |
1,745.50 |
1,745.50 |
1,728.50 |
1,739.50 |
PP |
1,733.25 |
1,733.25 |
1,733.25 |
1,730.00 |
S1 |
1,713.00 |
1,713.00 |
1,722.50 |
1,707.00 |
S2 |
1,700.75 |
1,700.75 |
1,719.50 |
|
S3 |
1,668.25 |
1,680.50 |
1,716.50 |
|
S4 |
1,635.75 |
1,648.00 |
1,707.50 |
|
|
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 |
1,753.25 |
1,706.75 |
46.50 |
2.7% |
22.25 |
1.3% |
40% |
True |
False |
278,523 |
10 |
1,753.25 |
1,659.75 |
93.50 |
5.4% |
23.25 |
1.3% |
70% |
True |
False |
251,554 |
20 |
1,753.25 |
1,582.50 |
170.75 |
9.9% |
27.25 |
1.6% |
84% |
True |
False |
126,988 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.2% |
28.25 |
1.6% |
86% |
True |
False |
63,735 |
60 |
1,753.25 |
1,391.25 |
362.00 |
21.0% |
27.50 |
1.6% |
92% |
True |
False |
42,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.50 |
2.618 |
1,838.25 |
1.618 |
1,805.75 |
1.000 |
1,785.75 |
0.618 |
1,773.25 |
HIGH |
1,753.25 |
0.618 |
1,740.75 |
0.500 |
1,737.00 |
0.382 |
1,733.25 |
LOW |
1,720.75 |
0.618 |
1,700.75 |
1.000 |
1,688.25 |
1.618 |
1,668.25 |
2.618 |
1,635.75 |
4.250 |
1,582.50 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,737.00 |
1,730.00 |
PP |
1,733.25 |
1,728.50 |
S1 |
1,729.25 |
1,727.00 |
|