Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,718 |
9,768 |
50 |
0.5% |
9,522 |
High |
9,792 |
9,857 |
65 |
0.7% |
9,796 |
Low |
9,710 |
9,679 |
-31 |
-0.3% |
9,433 |
Close |
9,771 |
9,717 |
-54 |
-0.6% |
9,733 |
Range |
82 |
178 |
96 |
117.1% |
363 |
ATR |
126 |
129 |
4 |
3.0% |
0 |
Volume |
119,240 |
106,605 |
-12,635 |
-10.6% |
721,691 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,285 |
10,179 |
9,815 |
|
R3 |
10,107 |
10,001 |
9,766 |
|
R2 |
9,929 |
9,929 |
9,750 |
|
R1 |
9,823 |
9,823 |
9,733 |
9,787 |
PP |
9,751 |
9,751 |
9,751 |
9,733 |
S1 |
9,645 |
9,645 |
9,701 |
9,609 |
S2 |
9,573 |
9,573 |
9,684 |
|
S3 |
9,395 |
9,467 |
9,668 |
|
S4 |
9,217 |
9,289 |
9,619 |
|
|
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 |
9,857 |
9,662 |
195 |
2.0% |
111 |
1.1% |
28% |
True |
False |
131,458 |
10 |
9,857 |
9,433 |
424 |
4.4% |
118 |
1.2% |
67% |
True |
False |
115,930 |
20 |
9,857 |
9,186 |
671 |
6.9% |
125 |
1.3% |
79% |
True |
False |
58,342 |
40 |
9,857 |
8,901 |
956 |
9.8% |
139 |
1.4% |
85% |
True |
False |
29,248 |
60 |
9,857 |
7,961 |
1,896 |
19.5% |
139 |
1.4% |
93% |
True |
False |
19,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,614 |
2.618 |
10,323 |
1.618 |
10,145 |
1.000 |
10,035 |
0.618 |
9,967 |
HIGH |
9,857 |
0.618 |
9,789 |
0.500 |
9,768 |
0.382 |
9,747 |
LOW |
9,679 |
0.618 |
9,569 |
1.000 |
9,501 |
1.618 |
9,391 |
2.618 |
9,213 |
4.250 |
8,923 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,768 |
9,760 |
PP |
9,751 |
9,745 |
S1 |
9,734 |
9,731 |
|