Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,610.0 |
5,570.0 |
-40.0 |
-0.7% |
5,473.0 |
High |
5,653.5 |
5,643.5 |
-10.0 |
-0.2% |
5,653.5 |
Low |
5,598.5 |
5,532.0 |
-66.5 |
-1.2% |
5,449.5 |
Close |
5,624.0 |
5,618.0 |
-6.0 |
-0.1% |
5,624.0 |
Range |
55.0 |
111.5 |
56.5 |
102.7% |
204.0 |
ATR |
113.4 |
113.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
127,816 |
154,670 |
26,854 |
21.0% |
560,226 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,932.3 |
5,886.7 |
5,679.3 |
|
R3 |
5,820.8 |
5,775.2 |
5,648.7 |
|
R2 |
5,709.3 |
5,709.3 |
5,638.4 |
|
R1 |
5,663.7 |
5,663.7 |
5,628.2 |
5,686.5 |
PP |
5,597.8 |
5,597.8 |
5,597.8 |
5,609.3 |
S1 |
5,552.2 |
5,552.2 |
5,607.8 |
5,575.0 |
S2 |
5,486.3 |
5,486.3 |
5,597.6 |
|
S3 |
5,374.8 |
5,440.7 |
5,587.3 |
|
S4 |
5,263.3 |
5,329.2 |
5,556.7 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,187.7 |
6,109.8 |
5,736.2 |
|
R3 |
5,983.7 |
5,905.8 |
5,680.1 |
|
R2 |
5,779.7 |
5,779.7 |
5,661.4 |
|
R1 |
5,701.8 |
5,701.8 |
5,642.7 |
5,740.8 |
PP |
5,575.7 |
5,575.7 |
5,575.7 |
5,595.1 |
S1 |
5,497.8 |
5,497.8 |
5,605.3 |
5,536.8 |
S2 |
5,371.7 |
5,371.7 |
5,586.6 |
|
S3 |
5,167.7 |
5,293.8 |
5,567.9 |
|
S4 |
4,963.7 |
5,089.8 |
5,511.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,653.5 |
5,449.5 |
204.0 |
3.6% |
87.1 |
1.6% |
83% |
False |
False |
142,979 |
10 |
5,653.5 |
5,263.5 |
390.0 |
6.9% |
98.4 |
1.8% |
91% |
False |
False |
145,025 |
20 |
5,653.5 |
5,160.0 |
493.5 |
8.8% |
101.1 |
1.8% |
93% |
False |
False |
136,473 |
40 |
5,653.5 |
5,007.0 |
646.5 |
11.5% |
111.1 |
2.0% |
95% |
False |
False |
131,357 |
60 |
5,653.5 |
4,521.0 |
1,132.5 |
20.2% |
114.2 |
2.0% |
97% |
False |
False |
134,363 |
80 |
5,653.5 |
4,521.0 |
1,132.5 |
20.2% |
112.5 |
2.0% |
97% |
False |
False |
103,638 |
100 |
5,653.5 |
4,521.0 |
1,132.5 |
20.2% |
113.6 |
2.0% |
97% |
False |
False |
83,010 |
120 |
5,653.5 |
3,984.5 |
1,669.0 |
29.7% |
116.3 |
2.1% |
98% |
False |
False |
69,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,117.4 |
2.618 |
5,935.4 |
1.618 |
5,823.9 |
1.000 |
5,755.0 |
0.618 |
5,712.4 |
HIGH |
5,643.5 |
0.618 |
5,600.9 |
0.500 |
5,587.8 |
0.382 |
5,574.6 |
LOW |
5,532.0 |
0.618 |
5,463.1 |
1.000 |
5,420.5 |
1.618 |
5,351.6 |
2.618 |
5,240.1 |
4.250 |
5,058.1 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,607.9 |
5,609.6 |
PP |
5,597.8 |
5,601.2 |
S1 |
5,587.8 |
5,592.8 |
|