Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,716 |
9,718 |
2 |
0.0% |
9,522 |
High |
9,744 |
9,792 |
48 |
0.5% |
9,796 |
Low |
9,662 |
9,710 |
48 |
0.5% |
9,433 |
Close |
9,718 |
9,771 |
53 |
0.5% |
9,733 |
Range |
82 |
82 |
0 |
0.0% |
363 |
ATR |
129 |
126 |
-3 |
-2.6% |
0 |
Volume |
127,555 |
119,240 |
-8,315 |
-6.5% |
721,691 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,004 |
9,969 |
9,816 |
|
R3 |
9,922 |
9,887 |
9,794 |
|
R2 |
9,840 |
9,840 |
9,786 |
|
R1 |
9,805 |
9,805 |
9,779 |
9,823 |
PP |
9,758 |
9,758 |
9,758 |
9,766 |
S1 |
9,723 |
9,723 |
9,764 |
9,741 |
S2 |
9,676 |
9,676 |
9,756 |
|
S3 |
9,594 |
9,641 |
9,749 |
|
S4 |
9,512 |
9,559 |
9,726 |
|
|
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 |
9,594 |
202 |
2.1% |
104 |
1.1% |
88% |
False |
False |
144,566 |
10 |
9,796 |
9,391 |
405 |
4.1% |
112 |
1.1% |
94% |
False |
False |
105,478 |
20 |
9,796 |
9,186 |
610 |
6.2% |
125 |
1.3% |
96% |
False |
False |
53,043 |
40 |
9,796 |
8,901 |
895 |
9.2% |
138 |
1.4% |
97% |
False |
False |
26,584 |
60 |
9,796 |
7,961 |
1,835 |
18.8% |
139 |
1.4% |
99% |
False |
False |
17,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,141 |
2.618 |
10,007 |
1.618 |
9,925 |
1.000 |
9,874 |
0.618 |
9,843 |
HIGH |
9,792 |
0.618 |
9,761 |
0.500 |
9,751 |
0.382 |
9,741 |
LOW |
9,710 |
0.618 |
9,659 |
1.000 |
9,628 |
1.618 |
9,577 |
2.618 |
9,495 |
4.250 |
9,362 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,764 |
9,756 |
PP |
9,758 |
9,742 |
S1 |
9,751 |
9,727 |
|