Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,731 |
9,673 |
-58 |
-0.6% |
9,716 |
High |
9,775 |
9,735 |
-40 |
-0.4% |
9,857 |
Low |
9,670 |
9,544 |
-126 |
-1.3% |
9,576 |
Close |
9,673 |
9,653 |
-20 |
-0.2% |
9,619 |
Range |
105 |
191 |
86 |
81.9% |
281 |
ATR |
132 |
136 |
4 |
3.2% |
0 |
Volume |
118,406 |
129,532 |
11,126 |
9.4% |
677,380 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,217 |
10,126 |
9,758 |
|
R3 |
10,026 |
9,935 |
9,706 |
|
R2 |
9,835 |
9,835 |
9,688 |
|
R1 |
9,744 |
9,744 |
9,671 |
9,694 |
PP |
9,644 |
9,644 |
9,644 |
9,619 |
S1 |
9,553 |
9,553 |
9,636 |
9,503 |
S2 |
9,453 |
9,453 |
9,618 |
|
S3 |
9,262 |
9,362 |
9,601 |
|
S4 |
9,071 |
9,171 |
9,548 |
|
|
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 |
9,775 |
9,544 |
231 |
2.4% |
150 |
1.5% |
47% |
False |
True |
143,408 |
10 |
9,857 |
9,544 |
313 |
3.2% |
130 |
1.3% |
35% |
False |
True |
137,433 |
20 |
9,857 |
9,186 |
671 |
7.0% |
123 |
1.3% |
70% |
False |
False |
94,036 |
40 |
9,857 |
9,033 |
824 |
8.5% |
142 |
1.5% |
75% |
False |
False |
47,157 |
60 |
9,857 |
7,961 |
1,896 |
19.6% |
140 |
1.4% |
89% |
False |
False |
31,470 |
80 |
9,857 |
7,961 |
1,896 |
19.6% |
137 |
1.4% |
89% |
False |
False |
23,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,547 |
2.618 |
10,235 |
1.618 |
10,044 |
1.000 |
9,926 |
0.618 |
9,853 |
HIGH |
9,735 |
0.618 |
9,662 |
0.500 |
9,640 |
0.382 |
9,617 |
LOW |
9,544 |
0.618 |
9,426 |
1.000 |
9,353 |
1.618 |
9,235 |
2.618 |
9,044 |
4.250 |
8,732 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,649 |
9,660 |
PP |
9,644 |
9,657 |
S1 |
9,640 |
9,655 |
|