Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,473.0 |
5,462.0 |
-11.0 |
-0.2% |
5,480.0 |
High |
5,504.0 |
5,586.0 |
82.0 |
1.5% |
5,514.0 |
Low |
5,454.5 |
5,449.5 |
-5.0 |
-0.1% |
5,263.5 |
Close |
5,481.5 |
5,573.0 |
91.5 |
1.7% |
5,368.5 |
Range |
49.5 |
136.5 |
87.0 |
175.8% |
250.5 |
ATR |
118.7 |
120.0 |
1.3 |
1.1% |
0.0 |
Volume |
109,816 |
162,133 |
52,317 |
47.6% |
735,361 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,945.7 |
5,895.8 |
5,648.1 |
|
R3 |
5,809.2 |
5,759.3 |
5,610.5 |
|
R2 |
5,672.7 |
5,672.7 |
5,598.0 |
|
R1 |
5,622.8 |
5,622.8 |
5,585.5 |
5,647.8 |
PP |
5,536.2 |
5,536.2 |
5,536.2 |
5,548.6 |
S1 |
5,486.3 |
5,486.3 |
5,560.5 |
5,511.3 |
S2 |
5,399.7 |
5,399.7 |
5,548.0 |
|
S3 |
5,263.2 |
5,349.8 |
5,535.5 |
|
S4 |
5,126.7 |
5,213.3 |
5,497.9 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,133.5 |
6,001.5 |
5,506.3 |
|
R3 |
5,883.0 |
5,751.0 |
5,437.4 |
|
R2 |
5,632.5 |
5,632.5 |
5,414.4 |
|
R1 |
5,500.5 |
5,500.5 |
5,391.5 |
5,441.3 |
PP |
5,382.0 |
5,382.0 |
5,382.0 |
5,352.4 |
S1 |
5,250.0 |
5,250.0 |
5,345.5 |
5,190.8 |
S2 |
5,131.5 |
5,131.5 |
5,322.6 |
|
S3 |
4,881.0 |
4,999.5 |
5,299.6 |
|
S4 |
4,630.5 |
4,749.0 |
5,230.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,586.0 |
5,263.5 |
322.5 |
5.8% |
92.7 |
1.7% |
96% |
True |
False |
140,278 |
10 |
5,586.0 |
5,263.5 |
322.5 |
5.8% |
100.2 |
1.8% |
96% |
True |
False |
138,094 |
20 |
5,586.0 |
5,160.0 |
426.0 |
7.6% |
108.2 |
1.9% |
97% |
True |
False |
134,298 |
40 |
5,586.0 |
4,812.5 |
773.5 |
13.9% |
112.8 |
2.0% |
98% |
True |
False |
130,937 |
60 |
5,586.0 |
4,521.0 |
1,065.0 |
19.1% |
115.1 |
2.1% |
99% |
True |
False |
129,664 |
80 |
5,586.0 |
4,521.0 |
1,065.0 |
19.1% |
113.6 |
2.0% |
99% |
True |
False |
98,130 |
100 |
5,586.0 |
4,413.0 |
1,173.0 |
21.0% |
116.1 |
2.1% |
99% |
True |
False |
78,589 |
120 |
5,586.0 |
3,984.5 |
1,601.5 |
28.7% |
117.3 |
2.1% |
99% |
True |
False |
65,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,166.1 |
2.618 |
5,943.4 |
1.618 |
5,806.9 |
1.000 |
5,722.5 |
0.618 |
5,670.4 |
HIGH |
5,586.0 |
0.618 |
5,533.9 |
0.500 |
5,517.8 |
0.382 |
5,501.6 |
LOW |
5,449.5 |
0.618 |
5,365.1 |
1.000 |
5,313.0 |
1.618 |
5,228.6 |
2.618 |
5,092.1 |
4.250 |
4,869.4 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,554.6 |
5,533.2 |
PP |
5,536.2 |
5,493.3 |
S1 |
5,517.8 |
5,453.5 |
|