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 |
1,024.50 |
1,032.50 |
8.00 |
0.8% |
1,026.50 |
High |
1,036.25 |
1,044.00 |
7.75 |
0.7% |
1,031.00 |
Low |
1,018.75 |
1,027.50 |
8.75 |
0.9% |
991.00 |
Close |
1,032.50 |
1,041.75 |
9.25 |
0.9% |
1,014.00 |
Range |
17.50 |
16.50 |
-1.00 |
-5.7% |
40.00 |
ATR |
17.90 |
17.80 |
-0.10 |
-0.6% |
0.00 |
Volume |
1,527,757 |
2,091,726 |
563,969 |
36.9% |
9,742,653 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,087.25 |
1,081.00 |
1,050.75 |
|
R3 |
1,070.75 |
1,064.50 |
1,046.25 |
|
R2 |
1,054.25 |
1,054.25 |
1,044.75 |
|
R1 |
1,048.00 |
1,048.00 |
1,043.25 |
1,051.00 |
PP |
1,037.75 |
1,037.75 |
1,037.75 |
1,039.25 |
S1 |
1,031.50 |
1,031.50 |
1,040.25 |
1,034.50 |
S2 |
1,021.25 |
1,021.25 |
1,038.75 |
|
S3 |
1,004.75 |
1,015.00 |
1,037.25 |
|
S4 |
988.25 |
998.50 |
1,032.75 |
|
|
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 |
1,044.00 |
991.25 |
52.75 |
5.1% |
15.50 |
1.5% |
96% |
True |
False |
1,712,808 |
10 |
1,044.00 |
991.00 |
53.00 |
5.1% |
17.25 |
1.7% |
96% |
True |
False |
1,894,299 |
20 |
1,044.00 |
975.50 |
68.50 |
6.6% |
18.50 |
1.8% |
97% |
True |
False |
1,904,852 |
40 |
1,044.00 |
921.00 |
123.00 |
11.8% |
17.75 |
1.7% |
98% |
True |
False |
1,877,823 |
60 |
1,044.00 |
865.25 |
178.75 |
17.2% |
17.75 |
1.7% |
99% |
True |
False |
1,886,672 |
80 |
1,044.00 |
865.25 |
178.75 |
17.2% |
18.50 |
1.8% |
99% |
True |
False |
1,498,258 |
100 |
1,044.00 |
819.75 |
224.25 |
21.5% |
19.50 |
1.9% |
99% |
True |
False |
1,199,771 |
120 |
1,044.00 |
772.25 |
271.75 |
26.1% |
20.50 |
2.0% |
99% |
True |
False |
1,000,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,114.00 |
2.618 |
1,087.25 |
1.618 |
1,070.75 |
1.000 |
1,060.50 |
0.618 |
1,054.25 |
HIGH |
1,044.00 |
0.618 |
1,037.75 |
0.500 |
1,035.75 |
0.382 |
1,033.75 |
LOW |
1,027.50 |
0.618 |
1,017.25 |
1.000 |
1,011.00 |
1.618 |
1,000.75 |
2.618 |
984.25 |
4.250 |
957.50 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,039.75 |
1,037.25 |
PP |
1,037.75 |
1,032.75 |
S1 |
1,035.75 |
1,028.00 |
|