Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,032.50 |
1,041.25 |
8.75 |
0.8% |
1,013.50 |
High |
1,044.00 |
1,048.25 |
4.25 |
0.4% |
1,048.25 |
Low |
1,027.50 |
1,038.00 |
10.50 |
1.0% |
1,012.25 |
Close |
1,041.75 |
1,041.50 |
-0.25 |
0.0% |
1,041.50 |
Range |
16.50 |
10.25 |
-6.25 |
-37.9% |
36.00 |
ATR |
17.80 |
17.26 |
-0.54 |
-3.0% |
0.00 |
Volume |
2,091,726 |
1,445,592 |
-646,134 |
-30.9% |
6,691,048 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.25 |
1,067.75 |
1,047.25 |
|
R3 |
1,063.00 |
1,057.50 |
1,044.25 |
|
R2 |
1,052.75 |
1,052.75 |
1,043.50 |
|
R1 |
1,047.25 |
1,047.25 |
1,042.50 |
1,050.00 |
PP |
1,042.50 |
1,042.50 |
1,042.50 |
1,044.00 |
S1 |
1,037.00 |
1,037.00 |
1,040.50 |
1,039.75 |
S2 |
1,032.25 |
1,032.25 |
1,039.50 |
|
S3 |
1,022.00 |
1,026.75 |
1,038.75 |
|
S4 |
1,011.75 |
1,016.50 |
1,035.75 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.00 |
1,127.75 |
1,061.25 |
|
R3 |
1,106.00 |
1,091.75 |
1,051.50 |
|
R2 |
1,070.00 |
1,070.00 |
1,048.00 |
|
R1 |
1,055.75 |
1,055.75 |
1,044.75 |
1,063.00 |
PP |
1,034.00 |
1,034.00 |
1,034.00 |
1,037.50 |
S1 |
1,019.75 |
1,019.75 |
1,038.25 |
1,027.00 |
S2 |
998.00 |
998.00 |
1,035.00 |
|
S3 |
962.00 |
983.75 |
1,031.50 |
|
S4 |
926.00 |
947.75 |
1,021.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,048.25 |
1,000.00 |
48.25 |
4.6% |
15.00 |
1.4% |
86% |
True |
False |
1,617,811 |
10 |
1,048.25 |
991.00 |
57.25 |
5.5% |
16.50 |
1.6% |
88% |
True |
False |
1,850,223 |
20 |
1,048.25 |
975.50 |
72.75 |
7.0% |
18.00 |
1.7% |
91% |
True |
False |
1,875,087 |
40 |
1,048.25 |
928.00 |
120.25 |
11.5% |
17.50 |
1.7% |
94% |
True |
False |
1,859,255 |
60 |
1,048.25 |
865.25 |
183.00 |
17.6% |
17.75 |
1.7% |
96% |
True |
False |
1,872,973 |
80 |
1,048.25 |
865.25 |
183.00 |
17.6% |
18.50 |
1.8% |
96% |
True |
False |
1,516,237 |
100 |
1,048.25 |
827.75 |
220.50 |
21.2% |
19.25 |
1.9% |
97% |
True |
False |
1,214,192 |
120 |
1,048.25 |
772.25 |
276.00 |
26.5% |
20.25 |
1.9% |
98% |
True |
False |
1,012,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,091.75 |
2.618 |
1,075.00 |
1.618 |
1,064.75 |
1.000 |
1,058.50 |
0.618 |
1,054.50 |
HIGH |
1,048.25 |
0.618 |
1,044.25 |
0.500 |
1,043.00 |
0.382 |
1,042.00 |
LOW |
1,038.00 |
0.618 |
1,031.75 |
1.000 |
1,027.75 |
1.618 |
1,021.50 |
2.618 |
1,011.25 |
4.250 |
994.50 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,043.00 |
1,038.75 |
PP |
1,042.50 |
1,036.25 |
S1 |
1,042.00 |
1,033.50 |
|