Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,462.0 |
5,592.5 |
130.5 |
2.4% |
5,480.0 |
High |
5,586.0 |
5,629.0 |
43.0 |
0.8% |
5,514.0 |
Low |
5,449.5 |
5,546.0 |
96.5 |
1.8% |
5,263.5 |
Close |
5,573.0 |
5,592.0 |
19.0 |
0.3% |
5,368.5 |
Range |
136.5 |
83.0 |
-53.5 |
-39.2% |
250.5 |
ATR |
120.0 |
117.3 |
-2.6 |
-2.2% |
0.0 |
Volume |
162,133 |
160,461 |
-1,672 |
-1.0% |
735,361 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,838.0 |
5,798.0 |
5,637.7 |
|
R3 |
5,755.0 |
5,715.0 |
5,614.8 |
|
R2 |
5,672.0 |
5,672.0 |
5,607.2 |
|
R1 |
5,632.0 |
5,632.0 |
5,599.6 |
5,610.5 |
PP |
5,589.0 |
5,589.0 |
5,589.0 |
5,578.3 |
S1 |
5,549.0 |
5,549.0 |
5,584.4 |
5,527.5 |
S2 |
5,506.0 |
5,506.0 |
5,576.8 |
|
S3 |
5,423.0 |
5,466.0 |
5,569.2 |
|
S4 |
5,340.0 |
5,383.0 |
5,546.4 |
|
|
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 |
5,629.0 |
5,277.0 |
352.0 |
6.3% |
93.9 |
1.7% |
89% |
True |
False |
139,811 |
10 |
5,629.0 |
5,263.5 |
365.5 |
6.5% |
101.2 |
1.8% |
90% |
True |
False |
141,695 |
20 |
5,629.0 |
5,160.0 |
469.0 |
8.4% |
105.8 |
1.9% |
92% |
True |
False |
135,895 |
40 |
5,629.0 |
4,903.5 |
725.5 |
13.0% |
111.5 |
2.0% |
95% |
True |
False |
131,274 |
60 |
5,629.0 |
4,521.0 |
1,108.0 |
19.8% |
115.0 |
2.1% |
97% |
True |
False |
131,591 |
80 |
5,629.0 |
4,521.0 |
1,108.0 |
19.8% |
113.3 |
2.0% |
97% |
True |
False |
100,122 |
100 |
5,629.0 |
4,413.0 |
1,216.0 |
21.7% |
115.0 |
2.1% |
97% |
True |
False |
80,191 |
120 |
5,629.0 |
3,984.5 |
1,644.5 |
29.4% |
116.8 |
2.1% |
98% |
True |
False |
66,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,981.8 |
2.618 |
5,846.3 |
1.618 |
5,763.3 |
1.000 |
5,712.0 |
0.618 |
5,680.3 |
HIGH |
5,629.0 |
0.618 |
5,597.3 |
0.500 |
5,587.5 |
0.382 |
5,577.7 |
LOW |
5,546.0 |
0.618 |
5,494.7 |
1.000 |
5,463.0 |
1.618 |
5,411.7 |
2.618 |
5,328.7 |
4.250 |
5,193.3 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,590.5 |
5,574.4 |
PP |
5,589.0 |
5,556.8 |
S1 |
5,587.5 |
5,539.3 |
|