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 |
3,061 |
3,090 |
29 |
0.9% |
3,116 |
High |
3,129 |
3,114 |
-15 |
-0.5% |
3,236 |
Low |
3,060 |
3,085 |
25 |
0.8% |
3,055 |
Close |
3,103 |
3,104 |
1 |
0.0% |
3,103 |
Range |
69 |
29 |
-40 |
-58.0% |
181 |
ATR |
84 |
80 |
-4 |
-4.7% |
0 |
Volume |
1,191 |
462 |
-729 |
-61.2% |
5,502 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,188 |
3,175 |
3,120 |
|
R3 |
3,159 |
3,146 |
3,112 |
|
R2 |
3,130 |
3,130 |
3,109 |
|
R1 |
3,117 |
3,117 |
3,107 |
3,124 |
PP |
3,101 |
3,101 |
3,101 |
3,104 |
S1 |
3,088 |
3,088 |
3,101 |
3,095 |
S2 |
3,072 |
3,072 |
3,099 |
|
S3 |
3,043 |
3,059 |
3,096 |
|
S4 |
3,014 |
3,030 |
3,088 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,674 |
3,570 |
3,203 |
|
R3 |
3,493 |
3,389 |
3,153 |
|
R2 |
3,312 |
3,312 |
3,136 |
|
R1 |
3,208 |
3,208 |
3,120 |
3,170 |
PP |
3,131 |
3,131 |
3,131 |
3,112 |
S1 |
3,027 |
3,027 |
3,086 |
2,989 |
S2 |
2,950 |
2,950 |
3,070 |
|
S3 |
2,769 |
2,846 |
3,053 |
|
S4 |
2,588 |
2,665 |
3,003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,236 |
3,060 |
176 |
5.7% |
64 |
2.1% |
25% |
False |
False |
931 |
10 |
3,236 |
2,950 |
286 |
9.2% |
81 |
2.6% |
54% |
False |
False |
1,240 |
20 |
3,236 |
2,784 |
452 |
14.6% |
73 |
2.4% |
71% |
False |
False |
1,129 |
40 |
3,236 |
2,725 |
511 |
16.5% |
77 |
2.5% |
74% |
False |
False |
1,130 |
60 |
3,236 |
2,488 |
748 |
24.1% |
73 |
2.4% |
82% |
False |
False |
990 |
80 |
3,236 |
2,466 |
770 |
24.8% |
69 |
2.2% |
83% |
False |
False |
904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,237 |
2.618 |
3,190 |
1.618 |
3,161 |
1.000 |
3,143 |
0.618 |
3,132 |
HIGH |
3,114 |
0.618 |
3,103 |
0.500 |
3,100 |
0.382 |
3,096 |
LOW |
3,085 |
0.618 |
3,067 |
1.000 |
3,056 |
1.618 |
3,038 |
2.618 |
3,009 |
4.250 |
2,962 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
3,103 |
3,108 |
PP |
3,101 |
3,106 |
S1 |
3,100 |
3,105 |
|