Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,784.75 |
9,818.61 |
33.86 |
0.3% |
9,598.08 |
High |
9,847.71 |
9,818.69 |
-29.02 |
-0.3% |
9,854.58 |
Low |
9,784.68 |
9,725.88 |
-58.80 |
-0.6% |
9,535.96 |
Close |
9,820.20 |
9,778.86 |
-41.34 |
-0.4% |
9,820.20 |
Range |
63.03 |
92.81 |
29.78 |
47.2% |
318.62 |
ATR |
115.85 |
114.32 |
-1.54 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,052.91 |
10,008.69 |
9,829.91 |
|
R3 |
9,960.10 |
9,915.88 |
9,804.38 |
|
R2 |
9,867.29 |
9,867.29 |
9,795.88 |
|
R1 |
9,823.07 |
9,823.07 |
9,787.37 |
9,798.78 |
PP |
9,774.48 |
9,774.48 |
9,774.48 |
9,762.33 |
S1 |
9,730.26 |
9,730.26 |
9,770.35 |
9,705.97 |
S2 |
9,681.67 |
9,681.67 |
9,761.84 |
|
S3 |
9,588.86 |
9,637.45 |
9,753.34 |
|
S4 |
9,496.05 |
9,544.64 |
9,727.81 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,692.77 |
10,575.11 |
9,995.44 |
|
R3 |
10,374.15 |
10,256.49 |
9,907.82 |
|
R2 |
10,055.53 |
10,055.53 |
9,878.61 |
|
R1 |
9,937.87 |
9,937.87 |
9,849.41 |
9,996.70 |
PP |
9,736.91 |
9,736.91 |
9,736.91 |
9,766.33 |
S1 |
9,619.25 |
9,619.25 |
9,790.99 |
9,678.08 |
S2 |
9,418.29 |
9,418.29 |
9,761.79 |
|
S3 |
9,099.67 |
9,300.63 |
9,732.58 |
|
S4 |
8,781.05 |
8,982.01 |
9,644.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,854.58 |
9,580.93 |
273.65 |
2.8% |
102.86 |
1.1% |
72% |
False |
False |
|
10 |
9,854.58 |
9,439.98 |
414.60 |
4.2% |
98.46 |
1.0% |
82% |
False |
False |
|
20 |
9,854.58 |
9,252.93 |
601.65 |
6.2% |
112.08 |
1.1% |
87% |
False |
False |
|
40 |
9,854.58 |
9,007.47 |
847.11 |
8.7% |
120.20 |
1.2% |
91% |
False |
False |
|
60 |
9,854.58 |
8,087.19 |
1,767.39 |
18.1% |
125.27 |
1.3% |
96% |
False |
False |
|
80 |
9,854.58 |
8,087.19 |
1,767.39 |
18.1% |
131.32 |
1.3% |
96% |
False |
False |
|
100 |
9,854.58 |
8,087.19 |
1,767.39 |
18.1% |
138.72 |
1.4% |
96% |
False |
False |
|
120 |
9,854.58 |
7,483.87 |
2,370.71 |
24.2% |
147.22 |
1.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,213.13 |
2.618 |
10,061.67 |
1.618 |
9,968.86 |
1.000 |
9,911.50 |
0.618 |
9,876.05 |
HIGH |
9,818.69 |
0.618 |
9,783.24 |
0.500 |
9,772.29 |
0.382 |
9,761.33 |
LOW |
9,725.88 |
0.618 |
9,668.52 |
1.000 |
9,633.07 |
1.618 |
9,575.71 |
2.618 |
9,482.90 |
4.250 |
9,331.44 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,776.67 |
9,790.23 |
PP |
9,774.48 |
9,786.44 |
S1 |
9,772.29 |
9,782.65 |
|