Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,723 |
9,736 |
13 |
0.1% |
9,522 |
High |
9,796 |
9,786 |
-10 |
-0.1% |
9,796 |
Low |
9,689 |
9,683 |
-6 |
-0.1% |
9,433 |
Close |
9,737 |
9,733 |
-4 |
0.0% |
9,733 |
Range |
107 |
103 |
-4 |
-3.7% |
363 |
ATR |
135 |
133 |
-2 |
-1.7% |
0 |
Volume |
146,781 |
157,110 |
10,329 |
7.0% |
721,691 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,043 |
9,991 |
9,790 |
|
R3 |
9,940 |
9,888 |
9,761 |
|
R2 |
9,837 |
9,837 |
9,752 |
|
R1 |
9,785 |
9,785 |
9,743 |
9,760 |
PP |
9,734 |
9,734 |
9,734 |
9,721 |
S1 |
9,682 |
9,682 |
9,724 |
9,657 |
S2 |
9,631 |
9,631 |
9,714 |
|
S3 |
9,528 |
9,579 |
9,705 |
|
S4 |
9,425 |
9,476 |
9,676 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,743 |
10,601 |
9,933 |
|
R3 |
10,380 |
10,238 |
9,833 |
|
R2 |
10,017 |
10,017 |
9,800 |
|
R1 |
9,875 |
9,875 |
9,766 |
9,946 |
PP |
9,654 |
9,654 |
9,654 |
9,690 |
S1 |
9,512 |
9,512 |
9,700 |
9,583 |
S2 |
9,291 |
9,291 |
9,667 |
|
S3 |
8,928 |
9,149 |
9,633 |
|
S4 |
8,565 |
8,786 |
9,533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,796 |
9,433 |
363 |
3.7% |
126 |
1.3% |
83% |
False |
False |
144,338 |
10 |
9,796 |
9,257 |
539 |
5.5% |
120 |
1.2% |
88% |
False |
False |
80,913 |
20 |
9,796 |
9,186 |
610 |
6.3% |
134 |
1.4% |
90% |
False |
False |
40,722 |
40 |
9,796 |
8,893 |
903 |
9.3% |
139 |
1.4% |
93% |
False |
False |
20,420 |
60 |
9,796 |
7,961 |
1,835 |
18.9% |
140 |
1.4% |
97% |
False |
False |
13,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,224 |
2.618 |
10,056 |
1.618 |
9,953 |
1.000 |
9,889 |
0.618 |
9,850 |
HIGH |
9,786 |
0.618 |
9,747 |
0.500 |
9,735 |
0.382 |
9,722 |
LOW |
9,683 |
0.618 |
9,619 |
1.000 |
9,580 |
1.618 |
9,516 |
2.618 |
9,413 |
4.250 |
9,245 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,735 |
9,720 |
PP |
9,734 |
9,708 |
S1 |
9,734 |
9,695 |
|