Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,006.0 |
1,018.0 |
12.0 |
1.2% |
1,010.1 |
High |
1,021.5 |
1,020.8 |
-0.7 |
-0.1% |
1,026.5 |
Low |
1,006.0 |
1,008.7 |
2.7 |
0.3% |
996.3 |
Close |
1,016.8 |
1,015.7 |
-1.1 |
-0.1% |
1,011.6 |
Range |
15.5 |
12.1 |
-3.4 |
-21.9% |
30.2 |
ATR |
13.7 |
13.6 |
-0.1 |
-0.8% |
0.0 |
Volume |
2,281 |
2,081 |
-200 |
-8.8% |
5,102 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.4 |
1,045.6 |
1,022.4 |
|
R3 |
1,039.3 |
1,033.5 |
1,019.0 |
|
R2 |
1,027.2 |
1,027.2 |
1,017.9 |
|
R1 |
1,021.4 |
1,021.4 |
1,016.8 |
1,018.3 |
PP |
1,015.1 |
1,015.1 |
1,015.1 |
1,013.5 |
S1 |
1,009.3 |
1,009.3 |
1,014.6 |
1,006.2 |
S2 |
1,003.0 |
1,003.0 |
1,013.5 |
|
S3 |
990.9 |
997.2 |
1,012.4 |
|
S4 |
978.8 |
985.1 |
1,009.0 |
|
|
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% |
12.2 |
1.2% |
63% |
False |
False |
1,897 |
10 |
1,026.5 |
985.0 |
41.5 |
4.1% |
13.6 |
1.3% |
74% |
False |
False |
1,533 |
20 |
1,026.5 |
942.9 |
83.6 |
8.2% |
13.7 |
1.3% |
87% |
False |
False |
1,369 |
40 |
1,026.5 |
929.2 |
97.3 |
9.6% |
12.5 |
1.2% |
89% |
False |
False |
1,438 |
60 |
1,026.5 |
909.5 |
117.0 |
11.5% |
11.4 |
1.1% |
91% |
False |
False |
1,226 |
80 |
1,026.5 |
909.5 |
117.0 |
11.5% |
11.3 |
1.1% |
91% |
False |
False |
1,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,072.2 |
2.618 |
1,052.5 |
1.618 |
1,040.4 |
1.000 |
1,032.9 |
0.618 |
1,028.3 |
HIGH |
1,020.8 |
0.618 |
1,016.2 |
0.500 |
1,014.8 |
0.382 |
1,013.3 |
LOW |
1,008.7 |
0.618 |
1,001.2 |
1.000 |
996.6 |
1.618 |
989.1 |
2.618 |
977.0 |
4.250 |
957.3 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,015.4 |
1,013.6 |
PP |
1,015.1 |
1,011.6 |
S1 |
1,014.8 |
1,009.5 |
|