Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,733.50 |
1,724.25 |
-9.25 |
-0.5% |
1,681.50 |
High |
1,753.25 |
1,736.75 |
-16.50 |
-0.9% |
1,730.50 |
Low |
1,720.75 |
1,696.00 |
-24.75 |
-1.4% |
1,665.25 |
Close |
1,725.50 |
1,699.50 |
-26.00 |
-1.5% |
1,721.25 |
Range |
32.50 |
40.75 |
8.25 |
25.4% |
65.25 |
ATR |
26.85 |
27.84 |
0.99 |
3.7% |
0.00 |
Volume |
226,574 |
311,914 |
85,340 |
37.7% |
1,527,215 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.00 |
1,807.00 |
1,722.00 |
|
R3 |
1,792.25 |
1,766.25 |
1,710.75 |
|
R2 |
1,751.50 |
1,751.50 |
1,707.00 |
|
R1 |
1,725.50 |
1,725.50 |
1,703.25 |
1,718.00 |
PP |
1,710.75 |
1,710.75 |
1,710.75 |
1,707.00 |
S1 |
1,684.75 |
1,684.75 |
1,695.75 |
1,677.50 |
S2 |
1,670.00 |
1,670.00 |
1,692.00 |
|
S3 |
1,629.25 |
1,644.00 |
1,688.25 |
|
S4 |
1,588.50 |
1,603.25 |
1,677.00 |
|
|
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 |
1,753.25 |
1,696.00 |
57.25 |
3.4% |
26.75 |
1.6% |
6% |
False |
True |
275,533 |
10 |
1,753.25 |
1,665.25 |
88.00 |
5.2% |
24.75 |
1.5% |
39% |
False |
False |
279,301 |
20 |
1,753.25 |
1,582.50 |
170.75 |
10.0% |
28.25 |
1.7% |
69% |
False |
False |
142,538 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.4% |
28.75 |
1.7% |
72% |
False |
False |
71,532 |
60 |
1,753.25 |
1,391.25 |
362.00 |
21.3% |
27.75 |
1.6% |
85% |
False |
False |
47,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.00 |
2.618 |
1,843.50 |
1.618 |
1,802.75 |
1.000 |
1,777.50 |
0.618 |
1,762.00 |
HIGH |
1,736.75 |
0.618 |
1,721.25 |
0.500 |
1,716.50 |
0.382 |
1,711.50 |
LOW |
1,696.00 |
0.618 |
1,670.75 |
1.000 |
1,655.25 |
1.618 |
1,630.00 |
2.618 |
1,589.25 |
4.250 |
1,522.75 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,716.50 |
1,724.50 |
PP |
1,710.75 |
1,716.25 |
S1 |
1,705.00 |
1,708.00 |
|