Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,697.00 |
1,722.50 |
25.50 |
1.5% |
1,717.25 |
High |
1,732.50 |
1,730.75 |
-1.75 |
-0.1% |
1,753.25 |
Low |
1,688.00 |
1,706.75 |
18.75 |
1.1% |
1,688.75 |
Close |
1,722.75 |
1,715.50 |
-7.25 |
-0.4% |
1,697.00 |
Range |
44.50 |
24.00 |
-20.50 |
-46.1% |
64.50 |
ATR |
28.53 |
28.21 |
-0.32 |
-1.1% |
0.00 |
Volume |
310,136 |
251,261 |
-58,875 |
-19.0% |
1,389,844 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.75 |
1,776.50 |
1,728.75 |
|
R3 |
1,765.75 |
1,752.50 |
1,722.00 |
|
R2 |
1,741.75 |
1,741.75 |
1,720.00 |
|
R1 |
1,728.50 |
1,728.50 |
1,717.75 |
1,723.00 |
PP |
1,717.75 |
1,717.75 |
1,717.75 |
1,715.00 |
S1 |
1,704.50 |
1,704.50 |
1,713.25 |
1,699.00 |
S2 |
1,693.75 |
1,693.75 |
1,711.00 |
|
S3 |
1,669.75 |
1,680.50 |
1,709.00 |
|
S4 |
1,645.75 |
1,656.50 |
1,702.25 |
|
|
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% |
32.50 |
1.9% |
42% |
False |
False |
290,189 |
10 |
1,753.25 |
1,688.00 |
65.25 |
3.8% |
27.00 |
1.6% |
42% |
False |
False |
294,578 |
20 |
1,753.25 |
1,582.50 |
170.75 |
10.0% |
27.75 |
1.6% |
78% |
False |
False |
187,853 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.3% |
29.00 |
1.7% |
81% |
False |
False |
94,295 |
60 |
1,753.25 |
1,391.25 |
362.00 |
21.1% |
28.25 |
1.7% |
90% |
False |
False |
62,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.75 |
2.618 |
1,793.50 |
1.618 |
1,769.50 |
1.000 |
1,754.75 |
0.618 |
1,745.50 |
HIGH |
1,730.75 |
0.618 |
1,721.50 |
0.500 |
1,718.75 |
0.382 |
1,716.00 |
LOW |
1,706.75 |
0.618 |
1,692.00 |
1.000 |
1,682.75 |
1.618 |
1,668.00 |
2.618 |
1,644.00 |
4.250 |
1,604.75 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,718.75 |
1,713.75 |
PP |
1,717.75 |
1,712.00 |
S1 |
1,716.50 |
1,710.25 |
|