Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,779.61 |
9,830.63 |
51.02 |
0.5% |
9,598.08 |
High |
9,843.40 |
9,917.99 |
74.59 |
0.8% |
9,854.58 |
Low |
9,771.91 |
9,740.84 |
-31.07 |
-0.3% |
9,535.96 |
Close |
9,829.87 |
9,748.55 |
-81.32 |
-0.8% |
9,820.20 |
Range |
71.49 |
177.15 |
105.66 |
147.8% |
318.62 |
ATR |
111.26 |
115.96 |
4.71 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,333.91 |
10,218.38 |
9,845.98 |
|
R3 |
10,156.76 |
10,041.23 |
9,797.27 |
|
R2 |
9,979.61 |
9,979.61 |
9,781.03 |
|
R1 |
9,864.08 |
9,864.08 |
9,764.79 |
9,833.27 |
PP |
9,802.46 |
9,802.46 |
9,802.46 |
9,787.06 |
S1 |
9,686.93 |
9,686.93 |
9,732.31 |
9,656.12 |
S2 |
9,625.31 |
9,625.31 |
9,716.07 |
|
S3 |
9,448.16 |
9,509.78 |
9,699.83 |
|
S4 |
9,271.01 |
9,332.63 |
9,651.12 |
|
|
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 |
9,917.99 |
9,725.88 |
192.11 |
2.0% |
101.92 |
1.0% |
12% |
True |
False |
|
10 |
9,917.99 |
9,508.22 |
409.77 |
4.2% |
106.11 |
1.1% |
59% |
True |
False |
|
20 |
9,917.99 |
9,252.93 |
665.06 |
6.8% |
113.89 |
1.2% |
75% |
True |
False |
|
40 |
9,917.99 |
9,014.19 |
903.80 |
9.3% |
121.26 |
1.2% |
81% |
True |
False |
|
60 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
126.56 |
1.3% |
91% |
True |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
129.26 |
1.3% |
91% |
True |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
138.29 |
1.4% |
91% |
True |
False |
|
120 |
9,917.99 |
7,750.85 |
2,167.14 |
22.2% |
144.15 |
1.5% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,670.88 |
2.618 |
10,381.77 |
1.618 |
10,204.62 |
1.000 |
10,095.14 |
0.618 |
10,027.47 |
HIGH |
9,917.99 |
0.618 |
9,850.32 |
0.500 |
9,829.42 |
0.382 |
9,808.51 |
LOW |
9,740.84 |
0.618 |
9,631.36 |
1.000 |
9,563.69 |
1.618 |
9,454.21 |
2.618 |
9,277.06 |
4.250 |
8,987.95 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,829.42 |
9,821.94 |
PP |
9,802.46 |
9,797.47 |
S1 |
9,775.51 |
9,773.01 |
|