Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,570.0 |
5,625.5 |
55.5 |
1.0% |
5,473.0 |
High |
5,643.5 |
5,650.0 |
6.5 |
0.1% |
5,653.5 |
Low |
5,532.0 |
5,583.0 |
51.0 |
0.9% |
5,449.5 |
Close |
5,618.0 |
5,620.5 |
2.5 |
0.0% |
5,624.0 |
Range |
111.5 |
67.0 |
-44.5 |
-39.9% |
204.0 |
ATR |
113.2 |
109.9 |
-3.3 |
-2.9% |
0.0 |
Volume |
154,670 |
167,328 |
12,658 |
8.2% |
560,226 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,818.8 |
5,786.7 |
5,657.4 |
|
R3 |
5,751.8 |
5,719.7 |
5,638.9 |
|
R2 |
5,684.8 |
5,684.8 |
5,632.8 |
|
R1 |
5,652.7 |
5,652.7 |
5,626.6 |
5,635.3 |
PP |
5,617.8 |
5,617.8 |
5,617.8 |
5,609.1 |
S1 |
5,585.7 |
5,585.7 |
5,614.4 |
5,568.3 |
S2 |
5,550.8 |
5,550.8 |
5,608.2 |
|
S3 |
5,483.8 |
5,518.7 |
5,602.1 |
|
S4 |
5,416.8 |
5,451.7 |
5,583.7 |
|
|
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% |
90.6 |
1.6% |
84% |
False |
False |
154,481 |
10 |
5,653.5 |
5,263.5 |
390.0 |
6.9% |
99.1 |
1.8% |
92% |
False |
False |
151,958 |
20 |
5,653.5 |
5,160.0 |
493.5 |
8.8% |
97.8 |
1.7% |
93% |
False |
False |
137,041 |
40 |
5,653.5 |
5,029.5 |
624.0 |
11.1% |
111.4 |
2.0% |
95% |
False |
False |
132,809 |
60 |
5,653.5 |
4,521.0 |
1,132.5 |
20.1% |
114.2 |
2.0% |
97% |
False |
False |
135,030 |
80 |
5,653.5 |
4,521.0 |
1,132.5 |
20.1% |
112.2 |
2.0% |
97% |
False |
False |
105,728 |
100 |
5,653.5 |
4,521.0 |
1,132.5 |
20.1% |
113.5 |
2.0% |
97% |
False |
False |
84,682 |
120 |
5,653.5 |
3,984.5 |
1,669.0 |
29.7% |
116.1 |
2.1% |
98% |
False |
False |
70,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,934.8 |
2.618 |
5,825.4 |
1.618 |
5,758.4 |
1.000 |
5,717.0 |
0.618 |
5,691.4 |
HIGH |
5,650.0 |
0.618 |
5,624.4 |
0.500 |
5,616.5 |
0.382 |
5,608.6 |
LOW |
5,583.0 |
0.618 |
5,541.6 |
1.000 |
5,516.0 |
1.618 |
5,474.6 |
2.618 |
5,407.6 |
4.250 |
5,298.3 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,619.2 |
5,611.3 |
PP |
5,617.8 |
5,602.0 |
S1 |
5,616.5 |
5,592.8 |
|