Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,010.2 |
995.9 |
-14.3 |
-1.4% |
1,007.0 |
High |
1,021.0 |
1,000.7 |
-20.3 |
-2.0% |
1,021.5 |
Low |
992.9 |
988.1 |
-4.8 |
-0.5% |
988.1 |
Close |
1,000.0 |
992.8 |
-7.2 |
-0.7% |
992.8 |
Range |
28.1 |
12.6 |
-15.5 |
-55.2% |
33.4 |
ATR |
14.6 |
14.5 |
-0.1 |
-1.0% |
0.0 |
Volume |
1,713 |
2,455 |
742 |
43.3% |
10,811 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,031.7 |
1,024.8 |
999.7 |
|
R3 |
1,019.1 |
1,012.2 |
996.3 |
|
R2 |
1,006.5 |
1,006.5 |
995.1 |
|
R1 |
999.6 |
999.6 |
994.0 |
996.8 |
PP |
993.9 |
993.9 |
993.9 |
992.4 |
S1 |
987.0 |
987.0 |
991.6 |
984.2 |
S2 |
981.3 |
981.3 |
990.5 |
|
S3 |
968.7 |
974.4 |
989.3 |
|
S4 |
956.1 |
961.8 |
985.9 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.0 |
1,080.3 |
1,011.2 |
|
R3 |
1,067.6 |
1,046.9 |
1,002.0 |
|
R2 |
1,034.2 |
1,034.2 |
998.9 |
|
R1 |
1,013.5 |
1,013.5 |
995.9 |
1,007.2 |
PP |
1,000.8 |
1,000.8 |
1,000.8 |
997.6 |
S1 |
980.1 |
980.1 |
989.7 |
973.8 |
S2 |
967.4 |
967.4 |
986.7 |
|
S3 |
934.0 |
946.7 |
983.6 |
|
S4 |
900.6 |
913.3 |
974.4 |
|
|
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 |
988.1 |
33.4 |
3.4% |
15.7 |
1.6% |
14% |
False |
True |
2,162 |
10 |
1,026.5 |
988.1 |
38.4 |
3.9% |
14.3 |
1.4% |
12% |
False |
True |
1,591 |
20 |
1,026.5 |
950.1 |
76.4 |
7.7% |
14.8 |
1.5% |
56% |
False |
False |
1,491 |
40 |
1,026.5 |
933.5 |
93.0 |
9.4% |
13.1 |
1.3% |
64% |
False |
False |
1,436 |
60 |
1,026.5 |
909.5 |
117.0 |
11.8% |
11.6 |
1.2% |
71% |
False |
False |
1,291 |
80 |
1,026.5 |
909.5 |
117.0 |
11.8% |
11.6 |
1.2% |
71% |
False |
False |
1,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,054.3 |
2.618 |
1,033.7 |
1.618 |
1,021.1 |
1.000 |
1,013.3 |
0.618 |
1,008.5 |
HIGH |
1,000.7 |
0.618 |
995.9 |
0.500 |
994.4 |
0.382 |
992.9 |
LOW |
988.1 |
0.618 |
980.3 |
1.000 |
975.5 |
1.618 |
967.7 |
2.618 |
955.1 |
4.250 |
934.6 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
994.4 |
1,004.6 |
PP |
993.9 |
1,000.6 |
S1 |
993.3 |
996.7 |
|