Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
995.9 |
996.0 |
0.1 |
0.0% |
1,007.0 |
High |
1,000.7 |
999.0 |
-1.7 |
-0.2% |
1,021.5 |
Low |
988.1 |
988.1 |
0.0 |
0.0% |
988.1 |
Close |
992.8 |
995.3 |
2.5 |
0.3% |
992.8 |
Range |
12.6 |
10.9 |
-1.7 |
-13.5% |
33.4 |
ATR |
14.5 |
14.2 |
-0.3 |
-1.8% |
0.0 |
Volume |
2,455 |
2,266 |
-189 |
-7.7% |
10,811 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.8 |
1,022.0 |
1,001.3 |
|
R3 |
1,015.9 |
1,011.1 |
998.3 |
|
R2 |
1,005.0 |
1,005.0 |
997.3 |
|
R1 |
1,000.2 |
1,000.2 |
996.3 |
997.2 |
PP |
994.1 |
994.1 |
994.1 |
992.6 |
S1 |
989.3 |
989.3 |
994.3 |
986.3 |
S2 |
983.2 |
983.2 |
993.3 |
|
S3 |
972.3 |
978.4 |
992.3 |
|
S4 |
961.4 |
967.5 |
989.3 |
|
|
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% |
15.8 |
1.6% |
22% |
False |
True |
2,159 |
10 |
1,026.5 |
988.1 |
38.4 |
3.9% |
14.0 |
1.4% |
19% |
False |
True |
1,749 |
20 |
1,026.5 |
950.1 |
76.4 |
7.7% |
14.8 |
1.5% |
59% |
False |
False |
1,577 |
40 |
1,026.5 |
933.5 |
93.0 |
9.3% |
12.8 |
1.3% |
66% |
False |
False |
1,453 |
60 |
1,026.5 |
909.5 |
117.0 |
11.8% |
11.6 |
1.2% |
73% |
False |
False |
1,327 |
80 |
1,026.5 |
909.5 |
117.0 |
11.8% |
11.5 |
1.2% |
73% |
False |
False |
1,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,045.3 |
2.618 |
1,027.5 |
1.618 |
1,016.6 |
1.000 |
1,009.9 |
0.618 |
1,005.7 |
HIGH |
999.0 |
0.618 |
994.8 |
0.500 |
993.6 |
0.382 |
992.3 |
LOW |
988.1 |
0.618 |
981.4 |
1.000 |
977.2 |
1.618 |
970.5 |
2.618 |
959.6 |
4.250 |
941.8 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
994.7 |
1,004.6 |
PP |
994.1 |
1,001.5 |
S1 |
993.6 |
998.4 |
|