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 |
997.6 |
995.0 |
-2.6 |
-0.3% |
1,008.5 |
High |
1,002.3 |
999.9 |
-2.4 |
-0.2% |
1,024.0 |
Low |
989.5 |
990.5 |
1.0 |
0.1% |
989.5 |
Close |
993.8 |
996.3 |
2.5 |
0.3% |
993.8 |
Range |
12.8 |
9.4 |
-3.4 |
-26.6% |
34.5 |
ATR |
15.0 |
14.6 |
-0.4 |
-2.7% |
0.0 |
Volume |
3,050 |
2,613 |
-437 |
-14.3% |
5,854 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,023.8 |
1,019.4 |
1,001.5 |
|
R3 |
1,014.4 |
1,010.0 |
998.9 |
|
R2 |
1,005.0 |
1,005.0 |
998.0 |
|
R1 |
1,000.6 |
1,000.6 |
997.2 |
1,002.8 |
PP |
995.6 |
995.6 |
995.6 |
996.7 |
S1 |
991.2 |
991.2 |
995.4 |
993.4 |
S2 |
986.2 |
986.2 |
994.6 |
|
S3 |
976.8 |
981.8 |
993.7 |
|
S4 |
967.4 |
972.4 |
991.1 |
|
|
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% |
15.3 |
1.5% |
20% |
False |
False |
1,578 |
10 |
1,027.7 |
989.5 |
38.2 |
3.8% |
14.0 |
1.4% |
18% |
False |
False |
1,162 |
20 |
1,027.7 |
946.7 |
81.0 |
8.1% |
15.0 |
1.5% |
61% |
False |
False |
1,308 |
40 |
1,027.7 |
934.6 |
93.1 |
9.3% |
12.7 |
1.3% |
66% |
False |
False |
919 |
60 |
1,027.7 |
910.1 |
117.6 |
11.8% |
11.9 |
1.2% |
73% |
False |
False |
876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,039.9 |
2.618 |
1,024.5 |
1.618 |
1,015.1 |
1.000 |
1,009.3 |
0.618 |
1,005.7 |
HIGH |
999.9 |
0.618 |
996.3 |
0.500 |
995.2 |
0.382 |
994.1 |
LOW |
990.5 |
0.618 |
984.7 |
1.000 |
981.1 |
1.618 |
975.3 |
2.618 |
965.9 |
4.250 |
950.6 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
995.9 |
1,005.9 |
PP |
995.6 |
1,002.7 |
S1 |
995.2 |
999.5 |
|