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 |
998.5 |
997.8 |
-0.7 |
-0.1% |
1,009.0 |
High |
1,002.0 |
1,000.3 |
-1.7 |
-0.2% |
1,022.9 |
Low |
989.3 |
990.7 |
1.4 |
0.1% |
989.3 |
Close |
995.0 |
997.6 |
2.6 |
0.3% |
995.0 |
Range |
12.7 |
9.6 |
-3.1 |
-24.4% |
33.6 |
ATR |
12.9 |
12.7 |
-0.2 |
-1.8% |
0.0 |
Volume |
394 |
378 |
-16 |
-4.1% |
1,724 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.0 |
1,020.9 |
1,002.9 |
|
R3 |
1,015.4 |
1,011.3 |
1,000.2 |
|
R2 |
1,005.8 |
1,005.8 |
999.4 |
|
R1 |
1,001.7 |
1,001.7 |
998.5 |
999.0 |
PP |
996.2 |
996.2 |
996.2 |
994.8 |
S1 |
992.1 |
992.1 |
996.7 |
989.4 |
S2 |
986.6 |
986.6 |
995.8 |
|
S3 |
977.0 |
982.5 |
995.0 |
|
S4 |
967.4 |
972.9 |
992.3 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.2 |
1,082.7 |
1,013.5 |
|
R3 |
1,069.6 |
1,049.1 |
1,004.2 |
|
R2 |
1,036.0 |
1,036.0 |
1,001.2 |
|
R1 |
1,015.5 |
1,015.5 |
998.1 |
1,009.0 |
PP |
1,002.4 |
1,002.4 |
1,002.4 |
999.1 |
S1 |
981.9 |
981.9 |
991.9 |
975.4 |
S2 |
968.8 |
968.8 |
988.8 |
|
S3 |
935.2 |
948.3 |
985.8 |
|
S4 |
901.6 |
914.7 |
976.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,041.1 |
2.618 |
1,025.4 |
1.618 |
1,015.8 |
1.000 |
1,009.9 |
0.618 |
1,006.2 |
HIGH |
1,000.3 |
0.618 |
996.6 |
0.500 |
995.5 |
0.382 |
994.4 |
LOW |
990.7 |
0.618 |
984.8 |
1.000 |
981.1 |
1.618 |
975.2 |
2.618 |
965.6 |
4.250 |
949.9 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
996.9 |
1,005.9 |
PP |
996.2 |
1,003.1 |
S1 |
995.5 |
1,000.4 |
|