Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,018.0 |
1,010.2 |
-7.8 |
-0.8% |
1,010.1 |
High |
1,020.8 |
1,021.0 |
0.2 |
0.0% |
1,026.5 |
Low |
1,008.7 |
992.9 |
-15.8 |
-1.6% |
996.3 |
Close |
1,015.7 |
1,000.0 |
-15.7 |
-1.5% |
1,011.6 |
Range |
12.1 |
28.1 |
16.0 |
132.2% |
30.2 |
ATR |
13.6 |
14.6 |
1.0 |
7.6% |
0.0 |
Volume |
2,081 |
1,713 |
-368 |
-17.7% |
5,102 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,088.9 |
1,072.6 |
1,015.5 |
|
R3 |
1,060.8 |
1,044.5 |
1,007.7 |
|
R2 |
1,032.7 |
1,032.7 |
1,005.2 |
|
R1 |
1,016.4 |
1,016.4 |
1,002.6 |
1,010.5 |
PP |
1,004.6 |
1,004.6 |
1,004.6 |
1,001.7 |
S1 |
988.3 |
988.3 |
997.4 |
982.4 |
S2 |
976.5 |
976.5 |
994.8 |
|
S3 |
948.4 |
960.2 |
992.3 |
|
S4 |
920.3 |
932.1 |
984.5 |
|
|
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 |
1,021.5 |
992.9 |
28.6 |
2.9% |
15.2 |
1.5% |
25% |
False |
True |
2,132 |
10 |
1,026.5 |
992.9 |
33.6 |
3.4% |
14.8 |
1.5% |
21% |
False |
True |
1,610 |
20 |
1,026.5 |
944.4 |
82.1 |
8.2% |
14.6 |
1.5% |
68% |
False |
False |
1,389 |
40 |
1,026.5 |
933.3 |
93.2 |
9.3% |
12.9 |
1.3% |
72% |
False |
False |
1,415 |
60 |
1,026.5 |
909.5 |
117.0 |
11.7% |
11.6 |
1.2% |
77% |
False |
False |
1,254 |
80 |
1,026.5 |
909.5 |
117.0 |
11.7% |
11.5 |
1.2% |
77% |
False |
False |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.4 |
2.618 |
1,094.6 |
1.618 |
1,066.5 |
1.000 |
1,049.1 |
0.618 |
1,038.4 |
HIGH |
1,021.0 |
0.618 |
1,010.3 |
0.500 |
1,007.0 |
0.382 |
1,003.6 |
LOW |
992.9 |
0.618 |
975.5 |
1.000 |
964.8 |
1.618 |
947.4 |
2.618 |
919.3 |
4.250 |
873.5 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,007.0 |
1,007.2 |
PP |
1,004.6 |
1,004.8 |
S1 |
1,002.3 |
1,002.4 |
|