Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,018.8 |
1,016.8 |
-2.0 |
-0.2% |
1,010.1 |
High |
1,026.5 |
1,020.0 |
-6.5 |
-0.6% |
1,026.5 |
Low |
1,013.4 |
1,010.0 |
-3.4 |
-0.3% |
996.3 |
Close |
1,014.8 |
1,011.6 |
-3.2 |
-0.3% |
1,011.6 |
Range |
13.1 |
10.0 |
-3.1 |
-23.7% |
30.2 |
ATR |
13.8 |
13.5 |
-0.3 |
-2.0% |
0.0 |
Volume |
540 |
2,304 |
1,764 |
326.7% |
5,102 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,043.9 |
1,037.7 |
1,017.1 |
|
R3 |
1,033.9 |
1,027.7 |
1,014.4 |
|
R2 |
1,023.9 |
1,023.9 |
1,013.4 |
|
R1 |
1,017.7 |
1,017.7 |
1,012.5 |
1,015.8 |
PP |
1,013.9 |
1,013.9 |
1,013.9 |
1,012.9 |
S1 |
1,007.7 |
1,007.7 |
1,010.7 |
1,005.8 |
S2 |
1,003.9 |
1,003.9 |
1,009.8 |
|
S3 |
993.9 |
997.7 |
1,008.9 |
|
S4 |
983.9 |
987.7 |
1,006.1 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.1 |
1,087.0 |
1,028.2 |
|
R3 |
1,071.9 |
1,056.8 |
1,019.9 |
|
R2 |
1,041.7 |
1,041.7 |
1,017.1 |
|
R1 |
1,026.6 |
1,026.6 |
1,014.4 |
1,034.2 |
PP |
1,011.5 |
1,011.5 |
1,011.5 |
1,015.2 |
S1 |
996.4 |
996.4 |
1,008.8 |
1,004.0 |
S2 |
981.3 |
981.3 |
1,006.1 |
|
S3 |
951.1 |
966.2 |
1,003.3 |
|
S4 |
920.9 |
936.0 |
995.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,026.5 |
996.3 |
30.2 |
3.0% |
12.9 |
1.3% |
51% |
False |
False |
1,020 |
10 |
1,026.5 |
985.0 |
41.5 |
4.1% |
13.8 |
1.4% |
64% |
False |
False |
1,426 |
20 |
1,026.5 |
940.0 |
86.5 |
8.6% |
14.1 |
1.4% |
83% |
False |
False |
1,123 |
40 |
1,026.5 |
929.2 |
97.3 |
9.6% |
12.3 |
1.2% |
85% |
False |
False |
1,342 |
60 |
1,026.5 |
909.5 |
117.0 |
11.6% |
11.1 |
1.1% |
87% |
False |
False |
1,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,062.5 |
2.618 |
1,046.2 |
1.618 |
1,036.2 |
1.000 |
1,030.0 |
0.618 |
1,026.2 |
HIGH |
1,020.0 |
0.618 |
1,016.2 |
0.500 |
1,015.0 |
0.382 |
1,013.8 |
LOW |
1,010.0 |
0.618 |
1,003.8 |
1.000 |
1,000.0 |
1.618 |
993.8 |
2.618 |
983.8 |
4.250 |
967.5 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,015.0 |
1,017.9 |
PP |
1,013.9 |
1,015.8 |
S1 |
1,012.7 |
1,013.7 |
|