Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,818.61 |
9,779.61 |
-39.00 |
-0.4% |
9,598.08 |
High |
9,818.69 |
9,843.40 |
24.71 |
0.3% |
9,854.58 |
Low |
9,725.88 |
9,771.91 |
46.03 |
0.5% |
9,535.96 |
Close |
9,778.86 |
9,829.87 |
51.01 |
0.5% |
9,820.20 |
Range |
92.81 |
71.49 |
-21.32 |
-23.0% |
318.62 |
ATR |
114.32 |
111.26 |
-3.06 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,029.53 |
10,001.19 |
9,869.19 |
|
R3 |
9,958.04 |
9,929.70 |
9,849.53 |
|
R2 |
9,886.55 |
9,886.55 |
9,842.98 |
|
R1 |
9,858.21 |
9,858.21 |
9,836.42 |
9,872.38 |
PP |
9,815.06 |
9,815.06 |
9,815.06 |
9,822.15 |
S1 |
9,786.72 |
9,786.72 |
9,823.32 |
9,800.89 |
S2 |
9,743.57 |
9,743.57 |
9,816.76 |
|
S3 |
9,672.08 |
9,715.23 |
9,810.21 |
|
S4 |
9,600.59 |
9,643.74 |
9,790.55 |
|
|
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 |
9,679.18 |
175.40 |
1.8% |
90.60 |
0.9% |
86% |
False |
False |
|
10 |
9,854.58 |
9,476.18 |
378.40 |
3.8% |
98.50 |
1.0% |
93% |
False |
False |
|
20 |
9,854.58 |
9,252.93 |
601.65 |
6.1% |
110.58 |
1.1% |
96% |
False |
False |
|
40 |
9,854.58 |
9,007.47 |
847.11 |
8.6% |
119.77 |
1.2% |
97% |
False |
False |
|
60 |
9,854.58 |
8,087.19 |
1,767.39 |
18.0% |
125.34 |
1.3% |
99% |
False |
False |
|
80 |
9,854.58 |
8,087.19 |
1,767.39 |
18.0% |
130.29 |
1.3% |
99% |
False |
False |
|
100 |
9,854.58 |
8,087.19 |
1,767.39 |
18.0% |
137.73 |
1.4% |
99% |
False |
False |
|
120 |
9,854.58 |
7,750.85 |
2,103.73 |
21.4% |
145.27 |
1.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,147.23 |
2.618 |
10,030.56 |
1.618 |
9,959.07 |
1.000 |
9,914.89 |
0.618 |
9,887.58 |
HIGH |
9,843.40 |
0.618 |
9,816.09 |
0.500 |
9,807.66 |
0.382 |
9,799.22 |
LOW |
9,771.91 |
0.618 |
9,727.73 |
1.000 |
9,700.42 |
1.618 |
9,656.24 |
2.618 |
9,584.75 |
4.250 |
9,468.08 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,822.47 |
9,815.51 |
PP |
9,815.06 |
9,801.15 |
S1 |
9,807.66 |
9,786.80 |
|