Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,736 |
9,716 |
-20 |
-0.2% |
9,522 |
High |
9,786 |
9,744 |
-42 |
-0.4% |
9,796 |
Low |
9,683 |
9,662 |
-21 |
-0.2% |
9,433 |
Close |
9,733 |
9,718 |
-15 |
-0.2% |
9,733 |
Range |
103 |
82 |
-21 |
-20.4% |
363 |
ATR |
133 |
129 |
-4 |
-2.7% |
0 |
Volume |
157,110 |
127,555 |
-29,555 |
-18.8% |
721,691 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,954 |
9,918 |
9,763 |
|
R3 |
9,872 |
9,836 |
9,741 |
|
R2 |
9,790 |
9,790 |
9,733 |
|
R1 |
9,754 |
9,754 |
9,726 |
9,772 |
PP |
9,708 |
9,708 |
9,708 |
9,717 |
S1 |
9,672 |
9,672 |
9,711 |
9,690 |
S2 |
9,626 |
9,626 |
9,703 |
|
S3 |
9,544 |
9,590 |
9,696 |
|
S4 |
9,462 |
9,508 |
9,673 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,743 |
10,601 |
9,933 |
|
R3 |
10,380 |
10,238 |
9,833 |
|
R2 |
10,017 |
10,017 |
9,800 |
|
R1 |
9,875 |
9,875 |
9,766 |
9,946 |
PP |
9,654 |
9,654 |
9,654 |
9,690 |
S1 |
9,512 |
9,512 |
9,700 |
9,583 |
S2 |
9,291 |
9,291 |
9,667 |
|
S3 |
8,928 |
9,149 |
9,633 |
|
S4 |
8,565 |
8,786 |
9,533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,796 |
9,518 |
278 |
2.9% |
115 |
1.2% |
72% |
False |
False |
147,310 |
10 |
9,796 |
9,347 |
449 |
4.6% |
115 |
1.2% |
83% |
False |
False |
93,624 |
20 |
9,796 |
9,186 |
610 |
6.3% |
126 |
1.3% |
87% |
False |
False |
47,090 |
40 |
9,796 |
8,901 |
895 |
9.2% |
139 |
1.4% |
91% |
False |
False |
23,605 |
60 |
9,796 |
7,961 |
1,835 |
18.9% |
140 |
1.4% |
96% |
False |
False |
15,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,093 |
2.618 |
9,959 |
1.618 |
9,877 |
1.000 |
9,826 |
0.618 |
9,795 |
HIGH |
9,744 |
0.618 |
9,713 |
0.500 |
9,703 |
0.382 |
9,693 |
LOW |
9,662 |
0.618 |
9,611 |
1.000 |
9,580 |
1.618 |
9,529 |
2.618 |
9,447 |
4.250 |
9,314 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,713 |
9,729 |
PP |
9,708 |
9,725 |
S1 |
9,703 |
9,722 |
|