Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,749.99 |
9,706.68 |
-43.31 |
-0.4% |
9,818.61 |
High |
9,805.39 |
9,735.93 |
-69.46 |
-0.7% |
9,917.99 |
Low |
9,666.03 |
9,641.01 |
-25.02 |
-0.3% |
9,641.01 |
Close |
9,707.44 |
9,665.19 |
-42.25 |
-0.4% |
9,665.19 |
Range |
139.36 |
94.92 |
-44.44 |
-31.9% |
276.98 |
ATR |
117.63 |
116.01 |
-1.62 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,965.47 |
9,910.25 |
9,717.40 |
|
R3 |
9,870.55 |
9,815.33 |
9,691.29 |
|
R2 |
9,775.63 |
9,775.63 |
9,682.59 |
|
R1 |
9,720.41 |
9,720.41 |
9,673.89 |
9,700.56 |
PP |
9,680.71 |
9,680.71 |
9,680.71 |
9,670.79 |
S1 |
9,625.49 |
9,625.49 |
9,656.49 |
9,605.64 |
S2 |
9,585.79 |
9,585.79 |
9,647.79 |
|
S3 |
9,490.87 |
9,530.57 |
9,639.09 |
|
S4 |
9,395.95 |
9,435.65 |
9,612.98 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,572.34 |
10,395.74 |
9,817.53 |
|
R3 |
10,295.36 |
10,118.76 |
9,741.36 |
|
R2 |
10,018.38 |
10,018.38 |
9,715.97 |
|
R1 |
9,841.78 |
9,841.78 |
9,690.58 |
9,791.59 |
PP |
9,741.40 |
9,741.40 |
9,741.40 |
9,716.30 |
S1 |
9,564.80 |
9,564.80 |
9,639.80 |
9,514.61 |
S2 |
9,464.42 |
9,464.42 |
9,614.41 |
|
S3 |
9,187.44 |
9,287.82 |
9,589.02 |
|
S4 |
8,910.46 |
9,010.84 |
9,512.85 |
|
|
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 |
9,641.01 |
276.98 |
2.9% |
115.15 |
1.2% |
9% |
False |
True |
|
10 |
9,917.99 |
9,535.96 |
382.03 |
4.0% |
109.24 |
1.1% |
34% |
False |
False |
|
20 |
9,917.99 |
9,252.93 |
665.06 |
6.9% |
113.23 |
1.2% |
62% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.3% |
120.76 |
1.2% |
68% |
False |
False |
|
60 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
125.47 |
1.3% |
86% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
129.25 |
1.3% |
86% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
137.47 |
1.4% |
86% |
False |
False |
|
120 |
9,917.99 |
7,750.85 |
2,167.14 |
22.4% |
143.80 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,139.34 |
2.618 |
9,984.43 |
1.618 |
9,889.51 |
1.000 |
9,830.85 |
0.618 |
9,794.59 |
HIGH |
9,735.93 |
0.618 |
9,699.67 |
0.500 |
9,688.47 |
0.382 |
9,677.27 |
LOW |
9,641.01 |
0.618 |
9,582.35 |
1.000 |
9,546.09 |
1.618 |
9,487.43 |
2.618 |
9,392.51 |
4.250 |
9,237.60 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,688.47 |
9,779.50 |
PP |
9,680.71 |
9,741.40 |
S1 |
9,672.95 |
9,703.29 |
|