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 |
3,100 |
3,076 |
-24 |
-0.8% |
3,068 |
High |
3,128 |
3,151 |
23 |
0.7% |
3,163 |
Low |
3,090 |
3,050 |
-40 |
-1.3% |
2,950 |
Close |
3,099 |
3,133 |
34 |
1.1% |
3,133 |
Range |
38 |
101 |
63 |
165.8% |
213 |
ATR |
84 |
85 |
1 |
1.5% |
0 |
Volume |
2,209 |
1,079 |
-1,130 |
-51.2% |
7,363 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414 |
3,375 |
3,189 |
|
R3 |
3,313 |
3,274 |
3,161 |
|
R2 |
3,212 |
3,212 |
3,152 |
|
R1 |
3,173 |
3,173 |
3,142 |
3,193 |
PP |
3,111 |
3,111 |
3,111 |
3,121 |
S1 |
3,072 |
3,072 |
3,124 |
3,092 |
S2 |
3,010 |
3,010 |
3,114 |
|
S3 |
2,909 |
2,971 |
3,105 |
|
S4 |
2,808 |
2,870 |
3,077 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,721 |
3,640 |
3,250 |
|
R3 |
3,508 |
3,427 |
3,192 |
|
R2 |
3,295 |
3,295 |
3,172 |
|
R1 |
3,214 |
3,214 |
3,153 |
3,255 |
PP |
3,082 |
3,082 |
3,082 |
3,102 |
S1 |
3,001 |
3,001 |
3,113 |
3,042 |
S2 |
2,869 |
2,869 |
3,094 |
|
S3 |
2,656 |
2,788 |
3,074 |
|
S4 |
2,443 |
2,575 |
3,016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,163 |
2,950 |
213 |
6.8% |
88 |
2.8% |
86% |
False |
False |
1,472 |
10 |
3,163 |
2,928 |
235 |
7.5% |
74 |
2.3% |
87% |
False |
False |
1,175 |
20 |
3,163 |
2,784 |
379 |
12.1% |
77 |
2.5% |
92% |
False |
False |
1,108 |
40 |
3,163 |
2,725 |
438 |
14.0% |
80 |
2.6% |
93% |
False |
False |
1,103 |
60 |
3,163 |
2,466 |
697 |
22.2% |
74 |
2.4% |
96% |
False |
False |
946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,580 |
2.618 |
3,415 |
1.618 |
3,314 |
1.000 |
3,252 |
0.618 |
3,213 |
HIGH |
3,151 |
0.618 |
3,112 |
0.500 |
3,101 |
0.382 |
3,089 |
LOW |
3,050 |
0.618 |
2,988 |
1.000 |
2,949 |
1.618 |
2,887 |
2.618 |
2,786 |
4.250 |
2,621 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
3,122 |
3,108 |
PP |
3,111 |
3,082 |
S1 |
3,101 |
3,057 |
|