Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,740.0 |
5,720.5 |
-19.5 |
-0.3% |
5,565.0 |
High |
5,752.0 |
5,757.0 |
5.0 |
0.1% |
5,757.0 |
Low |
5,699.5 |
5,706.0 |
6.5 |
0.1% |
5,538.5 |
Close |
5,740.5 |
5,719.5 |
-21.0 |
-0.4% |
5,719.5 |
Range |
52.5 |
51.0 |
-1.5 |
-2.9% |
218.5 |
ATR |
94.3 |
91.2 |
-3.1 |
-3.3% |
0.0 |
Volume |
14,858 |
3,055 |
-11,803 |
-79.4% |
28,964 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,880.5 |
5,851.0 |
5,747.6 |
|
R3 |
5,829.5 |
5,800.0 |
5,733.5 |
|
R2 |
5,778.5 |
5,778.5 |
5,728.9 |
|
R1 |
5,749.0 |
5,749.0 |
5,724.2 |
5,738.3 |
PP |
5,727.5 |
5,727.5 |
5,727.5 |
5,722.1 |
S1 |
5,698.0 |
5,698.0 |
5,714.8 |
5,687.3 |
S2 |
5,676.5 |
5,676.5 |
5,710.2 |
|
S3 |
5,625.5 |
5,647.0 |
5,705.5 |
|
S4 |
5,574.5 |
5,596.0 |
5,691.5 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.2 |
6,241.8 |
5,839.7 |
|
R3 |
6,108.7 |
6,023.3 |
5,779.6 |
|
R2 |
5,890.2 |
5,890.2 |
5,759.6 |
|
R1 |
5,804.8 |
5,804.8 |
5,739.5 |
5,847.5 |
PP |
5,671.7 |
5,671.7 |
5,671.7 |
5,693.0 |
S1 |
5,586.3 |
5,586.3 |
5,699.5 |
5,629.0 |
S2 |
5,453.2 |
5,453.2 |
5,679.4 |
|
S3 |
5,234.7 |
5,367.8 |
5,659.4 |
|
S4 |
5,016.2 |
5,149.3 |
5,599.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,757.0 |
5,538.5 |
218.5 |
3.8% |
72.4 |
1.3% |
83% |
True |
False |
5,792 |
10 |
5,757.0 |
5,424.0 |
333.0 |
5.8% |
71.3 |
1.2% |
89% |
True |
False |
3,628 |
20 |
5,757.0 |
5,275.0 |
482.0 |
8.4% |
80.6 |
1.4% |
92% |
True |
False |
1,970 |
40 |
5,757.0 |
5,166.5 |
590.5 |
10.3% |
92.5 |
1.6% |
94% |
True |
False |
1,089 |
60 |
5,757.0 |
4,558.0 |
1,199.0 |
21.0% |
87.7 |
1.5% |
97% |
True |
False |
760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,973.8 |
2.618 |
5,890.5 |
1.618 |
5,839.5 |
1.000 |
5,808.0 |
0.618 |
5,788.5 |
HIGH |
5,757.0 |
0.618 |
5,737.5 |
0.500 |
5,731.5 |
0.382 |
5,725.5 |
LOW |
5,706.0 |
0.618 |
5,674.5 |
1.000 |
5,655.0 |
1.618 |
5,623.5 |
2.618 |
5,572.5 |
4.250 |
5,489.3 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,731.5 |
5,713.6 |
PP |
5,727.5 |
5,707.7 |
S1 |
5,723.5 |
5,701.8 |
|