Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,020.6 |
1,014.4 |
-6.2 |
-0.6% |
1,012.2 |
High |
1,022.0 |
1,022.3 |
0.3 |
0.0% |
1,027.7 |
Low |
1,010.1 |
993.8 |
-16.3 |
-1.6% |
995.9 |
Close |
1,016.8 |
1,001.0 |
-15.8 |
-1.6% |
1,012.7 |
Range |
11.9 |
28.5 |
16.6 |
139.5% |
31.8 |
ATR |
14.2 |
15.2 |
1.0 |
7.2% |
0.0 |
Volume |
711 |
941 |
230 |
32.3% |
4,128 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.2 |
1,074.6 |
1,016.7 |
|
R3 |
1,062.7 |
1,046.1 |
1,008.8 |
|
R2 |
1,034.2 |
1,034.2 |
1,006.2 |
|
R1 |
1,017.6 |
1,017.6 |
1,003.6 |
1,011.7 |
PP |
1,005.7 |
1,005.7 |
1,005.7 |
1,002.7 |
S1 |
989.1 |
989.1 |
998.4 |
983.2 |
S2 |
977.2 |
977.2 |
995.8 |
|
S3 |
948.7 |
960.6 |
993.2 |
|
S4 |
920.2 |
932.1 |
985.3 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.5 |
1,091.9 |
1,030.2 |
|
R3 |
1,075.7 |
1,060.1 |
1,021.4 |
|
R2 |
1,043.9 |
1,043.9 |
1,018.5 |
|
R1 |
1,028.3 |
1,028.3 |
1,015.6 |
1,036.1 |
PP |
1,012.1 |
1,012.1 |
1,012.1 |
1,016.0 |
S1 |
996.5 |
996.5 |
1,009.8 |
1,004.3 |
S2 |
980.3 |
980.3 |
1,006.9 |
|
S3 |
948.5 |
964.7 |
1,004.0 |
|
S4 |
916.7 |
932.9 |
995.2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.4 |
2.618 |
1,096.9 |
1.618 |
1,068.4 |
1.000 |
1,050.8 |
0.618 |
1,039.9 |
HIGH |
1,022.3 |
0.618 |
1,011.4 |
0.500 |
1,008.1 |
0.382 |
1,004.7 |
LOW |
993.8 |
0.618 |
976.2 |
1.000 |
965.3 |
1.618 |
947.7 |
2.618 |
919.2 |
4.250 |
872.7 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,008.1 |
1,008.9 |
PP |
1,005.7 |
1,006.3 |
S1 |
1,003.4 |
1,003.6 |
|