Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
995.0 |
993.9 |
-1.1 |
-0.1% |
1,008.5 |
High |
999.9 |
999.1 |
-0.8 |
-0.1% |
1,024.0 |
Low |
990.5 |
990.2 |
-0.3 |
0.0% |
989.5 |
Close |
996.3 |
996.5 |
0.2 |
0.0% |
993.8 |
Range |
9.4 |
8.9 |
-0.5 |
-5.3% |
34.5 |
ATR |
14.6 |
14.2 |
-0.4 |
-2.8% |
0.0 |
Volume |
2,613 |
370 |
-2,243 |
-85.8% |
5,854 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.0 |
1,018.1 |
1,001.4 |
|
R3 |
1,013.1 |
1,009.2 |
998.9 |
|
R2 |
1,004.2 |
1,004.2 |
998.1 |
|
R1 |
1,000.3 |
1,000.3 |
997.3 |
1,002.3 |
PP |
995.3 |
995.3 |
995.3 |
996.2 |
S1 |
991.4 |
991.4 |
995.7 |
993.4 |
S2 |
986.4 |
986.4 |
994.9 |
|
S3 |
977.5 |
982.5 |
994.1 |
|
S4 |
968.6 |
973.6 |
991.6 |
|
|
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 |
1,022.3 |
989.5 |
32.8 |
3.3% |
14.3 |
1.4% |
21% |
False |
False |
1,537 |
10 |
1,027.7 |
989.5 |
38.2 |
3.8% |
13.1 |
1.3% |
18% |
False |
False |
1,173 |
20 |
1,027.7 |
952.1 |
75.6 |
7.6% |
14.8 |
1.5% |
59% |
False |
False |
1,301 |
40 |
1,027.7 |
934.6 |
93.1 |
9.3% |
12.8 |
1.3% |
66% |
False |
False |
891 |
60 |
1,027.7 |
910.1 |
117.6 |
11.8% |
12.0 |
1.2% |
73% |
False |
False |
871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,036.9 |
2.618 |
1,022.4 |
1.618 |
1,013.5 |
1.000 |
1,008.0 |
0.618 |
1,004.6 |
HIGH |
999.1 |
0.618 |
995.7 |
0.500 |
994.7 |
0.382 |
993.6 |
LOW |
990.2 |
0.618 |
984.7 |
1.000 |
981.3 |
1.618 |
975.8 |
2.618 |
966.9 |
4.250 |
952.4 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
995.9 |
996.3 |
PP |
995.3 |
996.1 |
S1 |
994.7 |
995.9 |
|