Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,789.74 |
9,741.83 |
-47.91 |
-0.5% |
9,818.61 |
High |
9,834.48 |
9,776.82 |
-57.66 |
-0.6% |
9,917.99 |
Low |
9,739.11 |
9,608.59 |
-130.52 |
-1.3% |
9,641.01 |
Close |
9,742.20 |
9,712.28 |
-29.92 |
-0.3% |
9,665.19 |
Range |
95.37 |
168.23 |
72.86 |
76.4% |
276.98 |
ATR |
117.48 |
121.11 |
3.62 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,203.92 |
10,126.33 |
9,804.81 |
|
R3 |
10,035.69 |
9,958.10 |
9,758.54 |
|
R2 |
9,867.46 |
9,867.46 |
9,743.12 |
|
R1 |
9,789.87 |
9,789.87 |
9,727.70 |
9,744.55 |
PP |
9,699.23 |
9,699.23 |
9,699.23 |
9,676.57 |
S1 |
9,621.64 |
9,621.64 |
9,696.86 |
9,576.32 |
S2 |
9,531.00 |
9,531.00 |
9,681.44 |
|
S3 |
9,362.77 |
9,453.41 |
9,666.02 |
|
S4 |
9,194.54 |
9,285.18 |
9,619.75 |
|
|
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 |
9,834.48 |
9,608.59 |
225.89 |
2.3% |
131.66 |
1.4% |
46% |
False |
True |
|
10 |
9,917.99 |
9,608.59 |
309.40 |
3.2% |
116.79 |
1.2% |
34% |
False |
True |
|
20 |
9,917.99 |
9,252.93 |
665.06 |
6.8% |
109.08 |
1.1% |
69% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.3% |
124.35 |
1.3% |
74% |
False |
False |
|
60 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
123.93 |
1.3% |
89% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
128.96 |
1.3% |
89% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.9% |
136.60 |
1.4% |
89% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
21.9% |
142.41 |
1.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,491.80 |
2.618 |
10,217.25 |
1.618 |
10,049.02 |
1.000 |
9,945.05 |
0.618 |
9,880.79 |
HIGH |
9,776.82 |
0.618 |
9,712.56 |
0.500 |
9,692.71 |
0.382 |
9,672.85 |
LOW |
9,608.59 |
0.618 |
9,504.62 |
1.000 |
9,440.36 |
1.618 |
9,336.39 |
2.618 |
9,168.16 |
4.250 |
8,893.61 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,705.76 |
9,721.54 |
PP |
9,699.23 |
9,718.45 |
S1 |
9,692.71 |
9,715.37 |
|