Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,713 |
9,635 |
-78 |
-0.8% |
9,716 |
High |
9,757 |
9,677 |
-80 |
-0.8% |
9,857 |
Low |
9,600 |
9,576 |
-24 |
-0.3% |
9,576 |
Close |
9,635 |
9,619 |
-16 |
-0.2% |
9,619 |
Range |
157 |
101 |
-56 |
-35.7% |
281 |
ATR |
131 |
129 |
-2 |
-1.7% |
0 |
Volume |
151,358 |
172,622 |
21,264 |
14.0% |
677,380 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,927 |
9,874 |
9,675 |
|
R3 |
9,826 |
9,773 |
9,647 |
|
R2 |
9,725 |
9,725 |
9,638 |
|
R1 |
9,672 |
9,672 |
9,628 |
9,648 |
PP |
9,624 |
9,624 |
9,624 |
9,612 |
S1 |
9,571 |
9,571 |
9,610 |
9,547 |
S2 |
9,523 |
9,523 |
9,601 |
|
S3 |
9,422 |
9,470 |
9,591 |
|
S4 |
9,321 |
9,369 |
9,564 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,527 |
10,354 |
9,774 |
|
R3 |
10,246 |
10,073 |
9,696 |
|
R2 |
9,965 |
9,965 |
9,671 |
|
R1 |
9,792 |
9,792 |
9,645 |
9,738 |
PP |
9,684 |
9,684 |
9,684 |
9,657 |
S1 |
9,511 |
9,511 |
9,593 |
9,457 |
S2 |
9,403 |
9,403 |
9,568 |
|
S3 |
9,122 |
9,230 |
9,542 |
|
S4 |
8,841 |
8,949 |
9,465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,857 |
9,576 |
281 |
2.9% |
120 |
1.2% |
15% |
False |
True |
135,476 |
10 |
9,857 |
9,433 |
424 |
4.4% |
123 |
1.3% |
44% |
False |
False |
139,907 |
20 |
9,857 |
9,186 |
671 |
7.0% |
126 |
1.3% |
65% |
False |
False |
74,451 |
40 |
9,857 |
9,014 |
843 |
8.8% |
139 |
1.4% |
72% |
False |
False |
37,345 |
60 |
9,857 |
7,961 |
1,896 |
19.7% |
138 |
1.4% |
87% |
False |
False |
24,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,106 |
2.618 |
9,942 |
1.618 |
9,841 |
1.000 |
9,778 |
0.618 |
9,740 |
HIGH |
9,677 |
0.618 |
9,639 |
0.500 |
9,627 |
0.382 |
9,615 |
LOW |
9,576 |
0.618 |
9,514 |
1.000 |
9,475 |
1.618 |
9,413 |
2.618 |
9,312 |
4.250 |
9,147 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,627 |
9,717 |
PP |
9,624 |
9,684 |
S1 |
9,622 |
9,652 |
|