Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,699.00 |
1,697.00 |
-2.00 |
-0.1% |
1,717.25 |
High |
1,709.00 |
1,732.50 |
23.50 |
1.4% |
1,753.25 |
Low |
1,688.75 |
1,688.00 |
-0.75 |
0.0% |
1,688.75 |
Close |
1,697.00 |
1,722.75 |
25.75 |
1.5% |
1,697.00 |
Range |
20.25 |
44.50 |
24.25 |
119.8% |
64.50 |
ATR |
27.30 |
28.53 |
1.23 |
4.5% |
0.00 |
Volume |
351,064 |
310,136 |
-40,928 |
-11.7% |
1,389,844 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.00 |
1,829.75 |
1,747.25 |
|
R3 |
1,803.50 |
1,785.25 |
1,735.00 |
|
R2 |
1,759.00 |
1,759.00 |
1,731.00 |
|
R1 |
1,740.75 |
1,740.75 |
1,726.75 |
1,750.00 |
PP |
1,714.50 |
1,714.50 |
1,714.50 |
1,719.00 |
S1 |
1,696.25 |
1,696.25 |
1,718.75 |
1,705.50 |
S2 |
1,670.00 |
1,670.00 |
1,714.50 |
|
S3 |
1,625.50 |
1,651.75 |
1,710.50 |
|
S4 |
1,581.00 |
1,607.25 |
1,698.25 |
|
|
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 |
1,688.00 |
65.25 |
3.8% |
30.75 |
1.8% |
53% |
False |
True |
292,438 |
10 |
1,753.25 |
1,679.75 |
73.50 |
4.3% |
27.00 |
1.6% |
59% |
False |
False |
293,976 |
20 |
1,753.25 |
1,582.50 |
170.75 |
9.9% |
28.00 |
1.6% |
82% |
False |
False |
175,343 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.3% |
29.25 |
1.7% |
84% |
False |
False |
88,015 |
60 |
1,753.25 |
1,391.25 |
362.00 |
21.0% |
28.25 |
1.6% |
92% |
False |
False |
58,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.50 |
2.618 |
1,849.00 |
1.618 |
1,804.50 |
1.000 |
1,777.00 |
0.618 |
1,760.00 |
HIGH |
1,732.50 |
0.618 |
1,715.50 |
0.500 |
1,710.25 |
0.382 |
1,705.00 |
LOW |
1,688.00 |
0.618 |
1,660.50 |
1.000 |
1,643.50 |
1.618 |
1,616.00 |
2.618 |
1,571.50 |
4.250 |
1,499.00 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,718.50 |
1,719.25 |
PP |
1,714.50 |
1,715.75 |
S1 |
1,710.25 |
1,712.50 |
|