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 |
1,013.50 |
1,024.50 |
11.00 |
1.1% |
1,026.50 |
High |
1,027.00 |
1,036.25 |
9.25 |
0.9% |
1,031.00 |
Low |
1,012.25 |
1,018.75 |
6.50 |
0.6% |
991.00 |
Close |
1,025.00 |
1,032.50 |
7.50 |
0.7% |
1,014.00 |
Range |
14.75 |
17.50 |
2.75 |
18.6% |
40.00 |
ATR |
17.93 |
17.90 |
-0.03 |
-0.2% |
0.00 |
Volume |
1,625,973 |
1,527,757 |
-98,216 |
-6.0% |
9,742,653 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.75 |
1,074.50 |
1,042.00 |
|
R3 |
1,064.25 |
1,057.00 |
1,037.25 |
|
R2 |
1,046.75 |
1,046.75 |
1,035.75 |
|
R1 |
1,039.50 |
1,039.50 |
1,034.00 |
1,043.00 |
PP |
1,029.25 |
1,029.25 |
1,029.25 |
1,031.00 |
S1 |
1,022.00 |
1,022.00 |
1,031.00 |
1,025.50 |
S2 |
1,011.75 |
1,011.75 |
1,029.25 |
|
S3 |
994.25 |
1,004.50 |
1,027.75 |
|
S4 |
976.75 |
987.00 |
1,023.00 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.00 |
1,113.00 |
1,036.00 |
|
R3 |
1,092.00 |
1,073.00 |
1,025.00 |
|
R2 |
1,052.00 |
1,052.00 |
1,021.25 |
|
R1 |
1,033.00 |
1,033.00 |
1,017.75 |
1,022.50 |
PP |
1,012.00 |
1,012.00 |
1,012.00 |
1,006.75 |
S1 |
993.00 |
993.00 |
1,010.25 |
982.50 |
S2 |
972.00 |
972.00 |
1,006.75 |
|
S3 |
932.00 |
953.00 |
1,003.00 |
|
S4 |
892.00 |
913.00 |
992.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,036.25 |
991.00 |
45.25 |
4.4% |
14.25 |
1.4% |
92% |
True |
False |
1,935,802 |
10 |
1,038.75 |
991.00 |
47.75 |
4.6% |
16.75 |
1.6% |
87% |
False |
False |
1,891,921 |
20 |
1,038.75 |
975.50 |
63.25 |
6.1% |
18.75 |
1.8% |
90% |
False |
False |
1,880,891 |
40 |
1,038.75 |
906.50 |
132.25 |
12.8% |
18.00 |
1.7% |
95% |
False |
False |
1,875,777 |
60 |
1,038.75 |
865.25 |
173.50 |
16.8% |
18.00 |
1.7% |
96% |
False |
False |
1,887,589 |
80 |
1,038.75 |
865.25 |
173.50 |
16.8% |
18.75 |
1.8% |
96% |
False |
False |
1,472,198 |
100 |
1,038.75 |
819.75 |
219.00 |
21.2% |
19.50 |
1.9% |
97% |
False |
False |
1,178,934 |
120 |
1,038.75 |
758.25 |
280.50 |
27.2% |
20.75 |
2.0% |
98% |
False |
False |
982,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,110.50 |
2.618 |
1,082.00 |
1.618 |
1,064.50 |
1.000 |
1,053.75 |
0.618 |
1,047.00 |
HIGH |
1,036.25 |
0.618 |
1,029.50 |
0.500 |
1,027.50 |
0.382 |
1,025.50 |
LOW |
1,018.75 |
0.618 |
1,008.00 |
1.000 |
1,001.25 |
1.618 |
990.50 |
2.618 |
973.00 |
4.250 |
944.50 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,030.75 |
1,027.75 |
PP |
1,029.25 |
1,023.00 |
S1 |
1,027.50 |
1,018.00 |
|