Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,724.25 |
1,699.00 |
-25.25 |
-1.5% |
1,717.25 |
High |
1,736.75 |
1,709.00 |
-27.75 |
-1.6% |
1,753.25 |
Low |
1,696.00 |
1,688.75 |
-7.25 |
-0.4% |
1,688.75 |
Close |
1,699.50 |
1,697.00 |
-2.50 |
-0.1% |
1,697.00 |
Range |
40.75 |
20.25 |
-20.50 |
-50.3% |
64.50 |
ATR |
27.84 |
27.30 |
-0.54 |
-1.9% |
0.00 |
Volume |
311,914 |
351,064 |
39,150 |
12.6% |
1,389,844 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.00 |
1,748.25 |
1,708.25 |
|
R3 |
1,738.75 |
1,728.00 |
1,702.50 |
|
R2 |
1,718.50 |
1,718.50 |
1,700.75 |
|
R1 |
1,707.75 |
1,707.75 |
1,698.75 |
1,703.00 |
PP |
1,698.25 |
1,698.25 |
1,698.25 |
1,696.00 |
S1 |
1,687.50 |
1,687.50 |
1,695.25 |
1,682.75 |
S2 |
1,678.00 |
1,678.00 |
1,693.25 |
|
S3 |
1,657.75 |
1,667.25 |
1,691.50 |
|
S4 |
1,637.50 |
1,647.00 |
1,685.75 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.50 |
1,866.25 |
1,732.50 |
|
R3 |
1,842.00 |
1,801.75 |
1,714.75 |
|
R2 |
1,777.50 |
1,777.50 |
1,708.75 |
|
R1 |
1,737.25 |
1,737.25 |
1,703.00 |
1,725.00 |
PP |
1,713.00 |
1,713.00 |
1,713.00 |
1,707.00 |
S1 |
1,672.75 |
1,672.75 |
1,691.00 |
1,660.50 |
S2 |
1,648.50 |
1,648.50 |
1,685.25 |
|
S3 |
1,584.00 |
1,608.25 |
1,679.25 |
|
S4 |
1,519.50 |
1,543.75 |
1,661.50 |
|
|
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 |
1,688.75 |
64.50 |
3.8% |
27.25 |
1.6% |
13% |
False |
True |
277,968 |
10 |
1,753.25 |
1,665.25 |
88.00 |
5.2% |
25.25 |
1.5% |
36% |
False |
False |
291,705 |
20 |
1,753.25 |
1,582.50 |
170.75 |
10.1% |
27.50 |
1.6% |
67% |
False |
False |
159,919 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.4% |
28.50 |
1.7% |
71% |
False |
False |
80,307 |
60 |
1,753.25 |
1,391.25 |
362.00 |
21.3% |
27.50 |
1.6% |
84% |
False |
False |
53,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.00 |
2.618 |
1,762.00 |
1.618 |
1,741.75 |
1.000 |
1,729.25 |
0.618 |
1,721.50 |
HIGH |
1,709.00 |
0.618 |
1,701.25 |
0.500 |
1,699.00 |
0.382 |
1,696.50 |
LOW |
1,688.75 |
0.618 |
1,676.25 |
1.000 |
1,668.50 |
1.618 |
1,656.00 |
2.618 |
1,635.75 |
4.250 |
1,602.75 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,699.00 |
1,721.00 |
PP |
1,698.25 |
1,713.00 |
S1 |
1,697.50 |
1,705.00 |
|