Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,663.23 |
9,789.74 |
126.51 |
1.3% |
9,818.61 |
High |
9,823.67 |
9,834.48 |
10.81 |
0.1% |
9,917.99 |
Low |
9,663.23 |
9,739.11 |
75.88 |
0.8% |
9,641.01 |
Close |
9,789.36 |
9,742.20 |
-47.16 |
-0.5% |
9,665.19 |
Range |
160.44 |
95.37 |
-65.07 |
-40.6% |
276.98 |
ATR |
119.19 |
117.48 |
-1.70 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,058.04 |
9,995.49 |
9,794.65 |
|
R3 |
9,962.67 |
9,900.12 |
9,768.43 |
|
R2 |
9,867.30 |
9,867.30 |
9,759.68 |
|
R1 |
9,804.75 |
9,804.75 |
9,750.94 |
9,788.34 |
PP |
9,771.93 |
9,771.93 |
9,771.93 |
9,763.73 |
S1 |
9,709.38 |
9,709.38 |
9,733.46 |
9,692.97 |
S2 |
9,676.56 |
9,676.56 |
9,724.72 |
|
S3 |
9,581.19 |
9,614.01 |
9,715.97 |
|
S4 |
9,485.82 |
9,518.64 |
9,689.75 |
|
|
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 |
2.8% |
133.45 |
1.4% |
37% |
False |
False |
|
10 |
9,917.99 |
9,641.01 |
276.98 |
2.8% |
112.02 |
1.1% |
37% |
False |
False |
|
20 |
9,917.99 |
9,252.93 |
665.06 |
6.8% |
113.96 |
1.2% |
74% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.2% |
121.90 |
1.3% |
78% |
False |
False |
|
60 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
123.99 |
1.3% |
90% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
129.25 |
1.3% |
90% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
136.68 |
1.4% |
90% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
21.8% |
143.07 |
1.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,239.80 |
2.618 |
10,084.16 |
1.618 |
9,988.79 |
1.000 |
9,929.85 |
0.618 |
9,893.42 |
HIGH |
9,834.48 |
0.618 |
9,798.05 |
0.500 |
9,786.80 |
0.382 |
9,775.54 |
LOW |
9,739.11 |
0.618 |
9,680.17 |
1.000 |
9,643.74 |
1.618 |
9,584.80 |
2.618 |
9,489.43 |
4.250 |
9,333.79 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,786.80 |
9,740.72 |
PP |
9,771.93 |
9,739.23 |
S1 |
9,757.07 |
9,737.75 |
|