Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,768 |
9,713 |
-55 |
-0.6% |
9,522 |
High |
9,857 |
9,757 |
-100 |
-1.0% |
9,796 |
Low |
9,679 |
9,600 |
-79 |
-0.8% |
9,433 |
Close |
9,717 |
9,635 |
-82 |
-0.8% |
9,733 |
Range |
178 |
157 |
-21 |
-11.8% |
363 |
ATR |
129 |
131 |
2 |
1.5% |
0 |
Volume |
106,605 |
151,358 |
44,753 |
42.0% |
721,691 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,135 |
10,042 |
9,721 |
|
R3 |
9,978 |
9,885 |
9,678 |
|
R2 |
9,821 |
9,821 |
9,664 |
|
R1 |
9,728 |
9,728 |
9,650 |
9,696 |
PP |
9,664 |
9,664 |
9,664 |
9,648 |
S1 |
9,571 |
9,571 |
9,621 |
9,539 |
S2 |
9,507 |
9,507 |
9,606 |
|
S3 |
9,350 |
9,414 |
9,592 |
|
S4 |
9,193 |
9,257 |
9,549 |
|
|
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 |
9,600 |
257 |
2.7% |
121 |
1.2% |
14% |
False |
True |
132,373 |
10 |
9,857 |
9,433 |
424 |
4.4% |
121 |
1.3% |
48% |
False |
False |
130,129 |
20 |
9,857 |
9,186 |
671 |
7.0% |
129 |
1.3% |
67% |
False |
False |
65,868 |
40 |
9,857 |
8,982 |
875 |
9.1% |
140 |
1.5% |
75% |
False |
False |
33,031 |
60 |
9,857 |
7,961 |
1,896 |
19.7% |
139 |
1.4% |
88% |
False |
False |
22,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,424 |
2.618 |
10,168 |
1.618 |
10,011 |
1.000 |
9,914 |
0.618 |
9,854 |
HIGH |
9,757 |
0.618 |
9,697 |
0.500 |
9,679 |
0.382 |
9,660 |
LOW |
9,600 |
0.618 |
9,503 |
1.000 |
9,443 |
1.618 |
9,346 |
2.618 |
9,189 |
4.250 |
8,933 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,679 |
9,729 |
PP |
9,664 |
9,697 |
S1 |
9,650 |
9,666 |
|