Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
994.1 |
995.6 |
1.5 |
0.2% |
1,007.0 |
High |
998.0 |
1,011.1 |
13.1 |
1.3% |
1,021.5 |
Low |
987.3 |
994.0 |
6.7 |
0.7% |
988.1 |
Close |
995.5 |
1,010.5 |
15.0 |
1.5% |
992.8 |
Range |
10.7 |
17.1 |
6.4 |
59.8% |
33.4 |
ATR |
14.0 |
14.2 |
0.2 |
1.6% |
0.0 |
Volume |
4,585 |
4,327 |
-258 |
-5.6% |
10,811 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,056.5 |
1,050.6 |
1,019.9 |
|
R3 |
1,039.4 |
1,033.5 |
1,015.2 |
|
R2 |
1,022.3 |
1,022.3 |
1,013.6 |
|
R1 |
1,016.4 |
1,016.4 |
1,012.1 |
1,019.4 |
PP |
1,005.2 |
1,005.2 |
1,005.2 |
1,006.7 |
S1 |
999.3 |
999.3 |
1,008.9 |
1,002.3 |
S2 |
988.1 |
988.1 |
1,007.4 |
|
S3 |
971.0 |
982.2 |
1,005.8 |
|
S4 |
953.9 |
965.1 |
1,001.1 |
|
|
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 |
1,021.0 |
987.3 |
33.7 |
3.3% |
15.9 |
1.6% |
69% |
False |
False |
3,069 |
10 |
1,026.5 |
987.3 |
39.2 |
3.9% |
14.0 |
1.4% |
59% |
False |
False |
2,483 |
20 |
1,026.5 |
955.8 |
70.7 |
7.0% |
15.2 |
1.5% |
77% |
False |
False |
1,982 |
40 |
1,026.5 |
933.5 |
93.0 |
9.2% |
12.9 |
1.3% |
83% |
False |
False |
1,631 |
60 |
1,026.5 |
909.5 |
117.0 |
11.6% |
11.8 |
1.2% |
86% |
False |
False |
1,470 |
80 |
1,026.5 |
909.5 |
117.0 |
11.6% |
11.4 |
1.1% |
86% |
False |
False |
1,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.8 |
2.618 |
1,055.9 |
1.618 |
1,038.8 |
1.000 |
1,028.2 |
0.618 |
1,021.7 |
HIGH |
1,011.1 |
0.618 |
1,004.6 |
0.500 |
1,002.6 |
0.382 |
1,000.5 |
LOW |
994.0 |
0.618 |
983.4 |
1.000 |
976.9 |
1.618 |
966.3 |
2.618 |
949.2 |
4.250 |
921.3 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,007.9 |
1,006.7 |
PP |
1,005.2 |
1,003.0 |
S1 |
1,002.6 |
999.2 |
|