Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,016.8 |
1,007.0 |
-9.8 |
-1.0% |
1,010.1 |
High |
1,020.0 |
1,007.6 |
-12.4 |
-1.2% |
1,026.5 |
Low |
1,010.0 |
997.5 |
-12.5 |
-1.2% |
996.3 |
Close |
1,011.6 |
1,006.2 |
-5.4 |
-0.5% |
1,011.6 |
Range |
10.0 |
10.1 |
0.1 |
1.0% |
30.2 |
ATR |
13.5 |
13.6 |
0.0 |
0.3% |
0.0 |
Volume |
2,304 |
2,281 |
-23 |
-1.0% |
5,102 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.1 |
1,030.2 |
1,011.8 |
|
R3 |
1,024.0 |
1,020.1 |
1,009.0 |
|
R2 |
1,013.9 |
1,013.9 |
1,008.1 |
|
R1 |
1,010.0 |
1,010.0 |
1,007.1 |
1,006.9 |
PP |
1,003.8 |
1,003.8 |
1,003.8 |
1,002.2 |
S1 |
999.9 |
999.9 |
1,005.3 |
996.8 |
S2 |
993.7 |
993.7 |
1,004.3 |
|
S3 |
983.6 |
989.8 |
1,003.4 |
|
S4 |
973.5 |
979.7 |
1,000.6 |
|
|
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 |
997.5 |
29.0 |
2.9% |
12.1 |
1.2% |
30% |
False |
True |
1,338 |
10 |
1,026.5 |
985.0 |
41.5 |
4.1% |
13.7 |
1.4% |
51% |
False |
False |
1,505 |
20 |
1,026.5 |
940.0 |
86.5 |
8.6% |
13.8 |
1.4% |
77% |
False |
False |
1,213 |
40 |
1,026.5 |
929.2 |
97.3 |
9.7% |
12.4 |
1.2% |
79% |
False |
False |
1,366 |
60 |
1,026.5 |
909.5 |
117.0 |
11.6% |
11.2 |
1.1% |
83% |
False |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,050.5 |
2.618 |
1,034.0 |
1.618 |
1,023.9 |
1.000 |
1,017.7 |
0.618 |
1,013.8 |
HIGH |
1,007.6 |
0.618 |
1,003.7 |
0.500 |
1,002.6 |
0.382 |
1,001.4 |
LOW |
997.5 |
0.618 |
991.3 |
1.000 |
987.4 |
1.618 |
981.2 |
2.618 |
971.1 |
4.250 |
954.6 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,005.0 |
1,012.0 |
PP |
1,003.8 |
1,010.1 |
S1 |
1,002.6 |
1,008.1 |
|