Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,007.0 |
1,006.0 |
-1.0 |
-0.1% |
1,010.1 |
High |
1,007.6 |
1,021.5 |
13.9 |
1.4% |
1,026.5 |
Low |
997.5 |
1,006.0 |
8.5 |
0.9% |
996.3 |
Close |
1,006.2 |
1,016.8 |
10.6 |
1.1% |
1,011.6 |
Range |
10.1 |
15.5 |
5.4 |
53.5% |
30.2 |
ATR |
13.6 |
13.7 |
0.1 |
1.0% |
0.0 |
Volume |
2,281 |
2,281 |
0 |
0.0% |
5,102 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.3 |
1,054.5 |
1,025.3 |
|
R3 |
1,045.8 |
1,039.0 |
1,021.1 |
|
R2 |
1,030.3 |
1,030.3 |
1,019.6 |
|
R1 |
1,023.5 |
1,023.5 |
1,018.2 |
1,026.9 |
PP |
1,014.8 |
1,014.8 |
1,014.8 |
1,016.5 |
S1 |
1,008.0 |
1,008.0 |
1,015.4 |
1,011.4 |
S2 |
999.3 |
999.3 |
1,014.0 |
|
S3 |
983.8 |
992.5 |
1,012.5 |
|
S4 |
968.3 |
977.0 |
1,008.3 |
|
|
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% |
12.5 |
1.2% |
67% |
False |
False |
1,626 |
10 |
1,026.5 |
985.0 |
41.5 |
4.1% |
13.8 |
1.4% |
77% |
False |
False |
1,673 |
20 |
1,026.5 |
942.9 |
83.6 |
8.2% |
13.6 |
1.3% |
88% |
False |
False |
1,313 |
40 |
1,026.5 |
929.2 |
97.3 |
9.6% |
12.7 |
1.2% |
90% |
False |
False |
1,396 |
60 |
1,026.5 |
909.5 |
117.0 |
11.5% |
11.3 |
1.1% |
92% |
False |
False |
1,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.4 |
2.618 |
1,062.1 |
1.618 |
1,046.6 |
1.000 |
1,037.0 |
0.618 |
1,031.1 |
HIGH |
1,021.5 |
0.618 |
1,015.6 |
0.500 |
1,013.8 |
0.382 |
1,011.9 |
LOW |
1,006.0 |
0.618 |
996.4 |
1.000 |
990.5 |
1.618 |
980.9 |
2.618 |
965.4 |
4.250 |
940.1 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,015.8 |
1,014.4 |
PP |
1,014.8 |
1,011.9 |
S1 |
1,013.8 |
1,009.5 |
|