Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,722.50 |
1,715.00 |
-7.50 |
-0.4% |
1,717.25 |
High |
1,730.75 |
1,730.00 |
-0.75 |
0.0% |
1,753.25 |
Low |
1,706.75 |
1,688.75 |
-18.00 |
-1.1% |
1,688.75 |
Close |
1,715.50 |
1,717.50 |
2.00 |
0.1% |
1,697.00 |
Range |
24.00 |
41.25 |
17.25 |
71.9% |
64.50 |
ATR |
28.21 |
29.14 |
0.93 |
3.3% |
0.00 |
Volume |
251,261 |
276,654 |
25,393 |
10.1% |
1,389,844 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.75 |
1,818.00 |
1,740.25 |
|
R3 |
1,794.50 |
1,776.75 |
1,728.75 |
|
R2 |
1,753.25 |
1,753.25 |
1,725.00 |
|
R1 |
1,735.50 |
1,735.50 |
1,721.25 |
1,744.50 |
PP |
1,712.00 |
1,712.00 |
1,712.00 |
1,716.50 |
S1 |
1,694.25 |
1,694.25 |
1,713.75 |
1,703.00 |
S2 |
1,670.75 |
1,670.75 |
1,710.00 |
|
S3 |
1,629.50 |
1,653.00 |
1,706.25 |
|
S4 |
1,588.25 |
1,611.75 |
1,694.75 |
|
|
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 |
1,736.75 |
1,688.00 |
48.75 |
2.8% |
34.25 |
2.0% |
61% |
False |
False |
300,205 |
10 |
1,753.25 |
1,688.00 |
65.25 |
3.8% |
28.25 |
1.6% |
45% |
False |
False |
289,364 |
20 |
1,753.25 |
1,582.50 |
170.75 |
9.9% |
26.75 |
1.6% |
79% |
False |
False |
201,660 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.3% |
29.75 |
1.7% |
82% |
False |
False |
101,197 |
60 |
1,753.25 |
1,391.25 |
362.00 |
21.1% |
28.25 |
1.6% |
90% |
False |
False |
67,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,905.25 |
2.618 |
1,838.00 |
1.618 |
1,796.75 |
1.000 |
1,771.25 |
0.618 |
1,755.50 |
HIGH |
1,730.00 |
0.618 |
1,714.25 |
0.500 |
1,709.50 |
0.382 |
1,704.50 |
LOW |
1,688.75 |
0.618 |
1,663.25 |
1.000 |
1,647.50 |
1.618 |
1,622.00 |
2.618 |
1,580.75 |
4.250 |
1,513.50 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,714.75 |
1,715.00 |
PP |
1,712.00 |
1,712.75 |
S1 |
1,709.50 |
1,710.25 |
|