Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,014.4 |
997.6 |
-16.8 |
-1.7% |
1,008.5 |
High |
1,022.3 |
1,002.3 |
-20.0 |
-2.0% |
1,024.0 |
Low |
993.8 |
989.5 |
-4.3 |
-0.4% |
989.5 |
Close |
1,001.0 |
993.8 |
-7.2 |
-0.7% |
993.8 |
Range |
28.5 |
12.8 |
-15.7 |
-55.1% |
34.5 |
ATR |
15.2 |
15.0 |
-0.2 |
-1.1% |
0.0 |
Volume |
941 |
3,050 |
2,109 |
224.1% |
5,854 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.6 |
1,026.5 |
1,000.8 |
|
R3 |
1,020.8 |
1,013.7 |
997.3 |
|
R2 |
1,008.0 |
1,008.0 |
996.1 |
|
R1 |
1,000.9 |
1,000.9 |
995.0 |
998.1 |
PP |
995.2 |
995.2 |
995.2 |
993.8 |
S1 |
988.1 |
988.1 |
992.6 |
985.3 |
S2 |
982.4 |
982.4 |
991.5 |
|
S3 |
969.6 |
975.3 |
990.3 |
|
S4 |
956.8 |
962.5 |
986.8 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.9 |
1,084.4 |
1,012.8 |
|
R3 |
1,071.4 |
1,049.9 |
1,003.3 |
|
R2 |
1,036.9 |
1,036.9 |
1,000.1 |
|
R1 |
1,015.4 |
1,015.4 |
997.0 |
1,008.9 |
PP |
1,002.4 |
1,002.4 |
1,002.4 |
999.2 |
S1 |
980.9 |
980.9 |
990.6 |
974.4 |
S2 |
967.9 |
967.9 |
987.5 |
|
S3 |
933.4 |
946.4 |
984.3 |
|
S4 |
898.9 |
911.9 |
974.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,024.0 |
989.5 |
34.5 |
3.5% |
15.1 |
1.5% |
12% |
False |
True |
1,170 |
10 |
1,027.7 |
989.5 |
38.2 |
3.8% |
14.5 |
1.5% |
11% |
False |
True |
998 |
20 |
1,027.7 |
946.7 |
81.0 |
8.2% |
15.1 |
1.5% |
58% |
False |
False |
1,300 |
40 |
1,027.7 |
934.6 |
93.1 |
9.4% |
13.2 |
1.3% |
64% |
False |
False |
857 |
60 |
1,027.7 |
910.1 |
117.6 |
11.8% |
12.0 |
1.2% |
71% |
False |
False |
847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,056.7 |
2.618 |
1,035.8 |
1.618 |
1,023.0 |
1.000 |
1,015.1 |
0.618 |
1,010.2 |
HIGH |
1,002.3 |
0.618 |
997.4 |
0.500 |
995.9 |
0.382 |
994.4 |
LOW |
989.5 |
0.618 |
981.6 |
1.000 |
976.7 |
1.618 |
968.8 |
2.618 |
956.0 |
4.250 |
935.1 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
995.9 |
1,005.9 |
PP |
995.2 |
1,001.9 |
S1 |
994.5 |
997.8 |
|