Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,622 |
9,731 |
109 |
1.1% |
9,716 |
High |
9,764 |
9,775 |
11 |
0.1% |
9,857 |
Low |
9,571 |
9,670 |
99 |
1.0% |
9,576 |
Close |
9,728 |
9,673 |
-55 |
-0.6% |
9,619 |
Range |
193 |
105 |
-88 |
-45.6% |
281 |
ATR |
134 |
132 |
-2 |
-1.5% |
0 |
Volume |
145,125 |
118,406 |
-26,719 |
-18.4% |
677,380 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,021 |
9,952 |
9,731 |
|
R3 |
9,916 |
9,847 |
9,702 |
|
R2 |
9,811 |
9,811 |
9,692 |
|
R1 |
9,742 |
9,742 |
9,683 |
9,724 |
PP |
9,706 |
9,706 |
9,706 |
9,697 |
S1 |
9,637 |
9,637 |
9,664 |
9,619 |
S2 |
9,601 |
9,601 |
9,654 |
|
S3 |
9,496 |
9,532 |
9,644 |
|
S4 |
9,391 |
9,427 |
9,615 |
|
|
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 |
3.0% |
147 |
1.5% |
36% |
False |
False |
138,823 |
10 |
9,857 |
9,571 |
286 |
3.0% |
126 |
1.3% |
36% |
False |
False |
141,694 |
20 |
9,857 |
9,186 |
671 |
6.9% |
127 |
1.3% |
73% |
False |
False |
87,581 |
40 |
9,857 |
9,033 |
824 |
8.5% |
140 |
1.4% |
78% |
False |
False |
43,921 |
60 |
9,857 |
7,961 |
1,896 |
19.6% |
140 |
1.4% |
90% |
False |
False |
29,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,221 |
2.618 |
10,050 |
1.618 |
9,945 |
1.000 |
9,880 |
0.618 |
9,840 |
HIGH |
9,775 |
0.618 |
9,735 |
0.500 |
9,723 |
0.382 |
9,710 |
LOW |
9,670 |
0.618 |
9,605 |
1.000 |
9,565 |
1.618 |
9,500 |
2.618 |
9,395 |
4.250 |
9,224 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,723 |
9,673 |
PP |
9,706 |
9,673 |
S1 |
9,690 |
9,673 |
|