Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,635 |
9,622 |
-13 |
-0.1% |
9,716 |
High |
9,677 |
9,764 |
87 |
0.9% |
9,857 |
Low |
9,576 |
9,571 |
-5 |
-0.1% |
9,576 |
Close |
9,619 |
9,728 |
109 |
1.1% |
9,619 |
Range |
101 |
193 |
92 |
91.1% |
281 |
ATR |
129 |
134 |
5 |
3.5% |
0 |
Volume |
172,622 |
145,125 |
-27,497 |
-15.9% |
677,380 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,267 |
10,190 |
9,834 |
|
R3 |
10,074 |
9,997 |
9,781 |
|
R2 |
9,881 |
9,881 |
9,764 |
|
R1 |
9,804 |
9,804 |
9,746 |
9,843 |
PP |
9,688 |
9,688 |
9,688 |
9,707 |
S1 |
9,611 |
9,611 |
9,710 |
9,650 |
S2 |
9,495 |
9,495 |
9,693 |
|
S3 |
9,302 |
9,418 |
9,675 |
|
S4 |
9,109 |
9,225 |
9,622 |
|
|
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 |
9,571 |
286 |
2.9% |
142 |
1.5% |
55% |
False |
True |
138,990 |
10 |
9,857 |
9,518 |
339 |
3.5% |
129 |
1.3% |
62% |
False |
False |
143,150 |
20 |
9,857 |
9,186 |
671 |
6.9% |
128 |
1.3% |
81% |
False |
False |
81,689 |
40 |
9,857 |
9,033 |
824 |
8.5% |
141 |
1.4% |
84% |
False |
False |
40,966 |
60 |
9,857 |
7,961 |
1,896 |
19.5% |
140 |
1.4% |
93% |
False |
False |
27,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,584 |
2.618 |
10,269 |
1.618 |
10,076 |
1.000 |
9,957 |
0.618 |
9,883 |
HIGH |
9,764 |
0.618 |
9,690 |
0.500 |
9,668 |
0.382 |
9,645 |
LOW |
9,571 |
0.618 |
9,452 |
1.000 |
9,378 |
1.618 |
9,259 |
2.618 |
9,066 |
4.250 |
8,751 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,708 |
9,708 |
PP |
9,688 |
9,688 |
S1 |
9,668 |
9,668 |
|